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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-14.77%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
(-7.7%)
Cap. Flow
+$6.45B
Cap. Flow
% of AUM
8.53%
Top 10 Holdings %
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$842M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$208M |
| 3 |
Citigroup
C
|
+$185M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
Wells Fargo
WFC
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMRN
Amarin Corp
AMRN
|
+$53.5M |
| 2 |
Meta Platforms (Facebook)
META
|
+$48.6M |
| 3 |
Blackstone
BX
|
+$43.2M |
| 4 |
JD.com
JD
|
+$42.4M |
| 5 |
Qorvo
QRVO
|
+$29M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.17% |
| 2 | Technology | 1.06% |
| 3 | Communication Services | 0.75% |
| 4 | Consumer Discretionary | 0.72% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
CALL
Macy's
M
$6.27B
| $9.56M | 0.01% |
320,900
+68,700
| +27% | +$2.26M |
|
|
VIAB
527
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $9.51M | 0.01% |
+370,100
| New | +$11.4M |
|
528
CALL
State Street
STT
$52.2B
| $9.46M | 0.01% |
150,000
+109,900
| +274% | +$7.87M |
|
529
BP
BP
$110B
| $9.44M | 0.01% |
256,791
+207,380
| +420% | +$8.28M |
|
530
CALL
Cigna
CI
$73.5B
| $9.39M | 0.01% |
49,444
+40,444
| +449% | +$8.44M |
|
531
Texas Instruments
TXN
$250B
| $9.38M | 0.01% |
99,218
+22,531
| +29% | +$2.18M |
|
532
Pultegroup
PHM
$24.9B
| $9.35M | 0.01% |
359,675
+82,923
| +30% | +$2.05M |
|
533
CALL
Prologis
PLD
$134B
| $9.25M | 0.01% |
+157,500
| New | +$10.2M |
|
534
PUT
Intuitive Surgical
ISRG
$142B
| $9.2M | 0.01% |
57,600
-51,300
| -47% | -$8.69M |
|
|
WBA
535
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $9.18M | 0.01% |
134,400
-23,700
| -15% | -$1.84M |
|
536
CALL
Viatris
VTRS
$18.4B
| $9.17M | 0.01% |
334,900
+137,400
| +70% | +$4.45M |
|
537
ExxonMobil
XOM
$652B
| $9.14M | 0.01% |
134,088
-18,775
| -12% | -$1.47M |
|
538
PUT
ServiceNow
NOW
$132B
| $9.14M | 0.01% |
256,500
+139,500
| +119% | +$4.95M |
|
539
Johnson & Johnson
JNJ
$632B
| $9.1M | 0.01% |
70,538
+28,712
| +69% | +$4.01M |
|
|
AGN
540
PUT
DELISTED
Allergan plc
AGN
| $9.06M | 0.01% |
67,800
-51,600
| -43% | -$8.46M |
|
541
CALL
Nasdaq
NDAQ
$54.6B
| $9.05M | 0.01% |
+333,000
| New | +$9.49M |
|
542
PUT
LGI Homes
LGIH
$1.37B
| $9.04M | 0.01% |
+200,000
| New | +$8.45M |
|
543
PUT
MetLife
MET
$61.9B
| $9.02M | 0.01% |
219,600
+78,400
| +56% | +$3.36M |
|
544
PUT
Archer Daniels Midland
ADM
$38.6B
| $8.98M | 0.01% |
219,200
-110,000
| -33% | -$5.13M |
|
545
CALL
Tandem Diabetes Care
TNDM
$1.61B
| $8.96M | 0.01% |
236,100
| – | – |
|
546
CALL
NXP Semiconductors
NXPI
$58.5B
| $8.95M | 0.01% |
122,200
+800
| +0.7% | +$63.3K |
|
547
CALL
Weibo
WB
$1.88B
| $8.93M | 0.01% |
152,800
+141,000
| +1,195% | +$8.53M |
|
548
PUT
American International
AIG
$39.8B
| $8.92M | 0.01% |
226,200
+22,600
| +11% | +$987K |
|
|
MNDT
549
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $8.85M | 0.01% |
545,800
+800
| +0.1% | +$14.4K |
|
550
PUT
Best Buy
BBY
$18B
| $8.73M | 0.01% |
164,800
-405,300
| -71% | -$26.5M |
|
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HF
Parallax Volatility Advisers's Q4 2018 Portfolio in Review
As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers deployed $6.45B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.
By sector, the portfolio is most concentrated in Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.
On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.
- Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
- Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
- Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
- Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
- Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
- Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.