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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 | |
|---|---|---|---|---|---|---|
551
PUT
Shopify
SHOP
$204B
| $8.72M | 0.01% |
629,000
+290,000
| +86% | +$4.08M |
|
552
PUT
Whirlpool
WHR
$2.79B
| $8.71M | 0.01% |
81,500
-119,300
| -59% | -$13.5M |
|
553
PUT
State Street SPDR S&P Retail ETF
XRT
$643M
| $8.71M | 0.01% |
212,400
-163,100
| -43% | -$7.46M |
|
|
BFYT
554
PUT
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $8.69M | 0.01% |
325,000
+115,500
| +55% | +$4.63M |
|
555
CALL
Johnson Controls International
JCI
$91.7B
| $8.66M | 0.01% |
292,000
-200,000
| -41% | -$6.6M |
|
556
CALL
Host Hotels & Resorts
HST
$15.6B
| $8.59M | 0.01% |
515,400
+365,400
| +244% | +$6.84M |
|
557
PUT
Opko Health
OPK
$1.04B
| $8.59M | 0.01% |
2,853,400
+1,375,000
| +93% | +$4.66M |
|
558
CALL
Tyson Foods
TSN
$19.8B
| $8.52M | 0.01% |
159,600
+152,600
| +2,180% | +$8.97M |
|
559
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $8.52M | 0.01% |
357,786
+262,098
| +274% | +$6.81M |
|
560
CALL
Fastenal
FAST
$58.9B
| $8.5M | 0.01% |
650,000
+28,800
| +5% | +$390K |
|
561
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $8.45M | 0.01% |
74,855
+74,854
| +7,485,400% | +$8.42M |
|
562
CALL
Dick's Sporting Goods
DKS
$18.1B
| $8.43M | 0.01% |
270,300
-300,300
| -53% | -$10.4M |
|
563
CALL
Trane Technologies
TT
$105B
| $8.43M | 0.01% |
92,400
-47,600
| -34% | -$4.68M |
|
564
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $8.42M | 0.01% |
278,600
-204,500
| -42% | -$5.75M |
|
565
PUT
Capital One
COF
$137B
| $8.4M | 0.01% |
111,100
+71,700
| +182% | +$6.21M |
|
566
GE Aerospace
GE
$374B
| $8.4M | 0.01% |
231,421
+98,961
| +75% | +$4.47M |
|
567
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
| $8.37M | 0.01% |
625,000
| – | – |
|
568
PUT
Jazz Pharmaceuticals
JAZZ
$16B
| $8.37M | 0.01% |
67,500
| – | – |
|
569
Pfizer
PFE
$153B
| $8.32M | 0.01% |
200,922
+197,352
| +5,528% | +$8.19M |
|
570
CALL
Illumina
ILMN
$29.1B
| $8.31M | 0.01% |
28,476
+23,439
| +465% | +$7.26M |
|
571
PUT
lululemon athletica
LULU
$13.6B
| $8.26M | 0.01% |
68,000
+7,200
| +12% | +$965K |
|
572
PUT
Truist Financial
TFC
$64.7B
| $8.23M | 0.01% |
+190,000
| New | +$9.12M |
|
573
VanEck Gold Miners ETF
GDX
$26.9B
| $8.23M | 0.01% |
390,038
+390,037
| +39,003,700% | +$7.65M |
|
574
CALL
Ventas
VTR
$46.3B
| $8.2M | 0.01% |
140,000
+5,000
| +4% | +$295K |
|
|
GAP
575
CALL
The Gap Inc
GAP
$7.34B
| $8.12M | 0.01% |
315,000
+277,300
| +736% | +$7.41M |
|
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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.