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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 | |
|---|---|---|---|---|---|---|
|
GLUU
1226
DELISTED
Glu Mobile Inc.
GLUU
| $1.27M | ﹤0.01% |
+156,908
| New | +$1.12M |
|
|
CLVS
1227
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.26M | ﹤0.01% |
70,291
+48,453
| +222% | +$990K |
|
1228
CALL
Shopify
SHOP
$196B
| $1.26M | ﹤0.01% |
91,000
-25,000
| -22% | -$352K |
|
1229
CALL
VF Corp
VFC
$5.83B
| $1.26M | ﹤0.01% |
18,797
+7,646
| +69% | +$585K |
|
1230
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$125B
| $1.26M | ﹤0.01% |
+33,000
| New | +$1.28M |
|
1231
CALL
TechnipFMC
FTI
$29.3B
| $1.25M | ﹤0.01% |
+85,747
| New | +$1.6M |
|
1232
PUT
Ovintiv
OVV
$17.6B
| $1.24M | ﹤0.01% |
43,000
+40,000
| +1,333% | +$1.72M |
|
1233
PUT
TJX Companies
TJX
$173B
| $1.24M | ﹤0.01% |
27,800
-190,400
| -87% | -$9.62M |
|
1234
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $1.24M | ﹤0.01% |
48,800
-600
| -1% | -$15.4K |
|
1235
PUT
UBS Group
UBS
$176B
| $1.24M | ﹤0.01% |
100,000
-75,000
| -43% | -$1.02M |
|
|
GBT
1236
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $1.23M | ﹤0.01% |
+30,000
| New | +$1.12M |
|
1237
CALL
Lincoln National
LNC
$8.62B
| $1.23M | ﹤0.01% |
+24,000
| New | +$1.46M |
|
|
SPLK
1238
DELISTED
Splunk Inc
SPLK
| $1.23M | ﹤0.01% |
11,729
-731
| -6% | -$73.9K |
|
1239
PENN Entertainment
PENN
$2.57B
| $1.23M | ﹤0.01% |
+65,166
| New | +$1.55M |
|
|
XENT
1240
DELISTED
Intersect ENT, Inc
XENT
| $1.23M | ﹤0.01% |
43,453
+40,184
| +1,229% | +$1.18M |
|
|
BBBY
1241
Bed Bath & Beyond
BBBY
$417M
| $1.22M | ﹤0.01% |
119,963
-36,479
| -23% | -$547K |
|
1242
Tucows
TCX
$144M
| $1.22M | ﹤0.01% |
+20,375
| New | +$1.14M |
|
1243
PUT
Williams Companies
WMB
$88.7B
| $1.22M | ﹤0.01% |
55,400
+46,500
| +522% | +$1.16M |
|
1244
CALL
Children's Place
PLCE
$56.3M
| $1.22M | ﹤0.01% |
13,500
+9,300
| +221% | +$1.16M |
|
1245
CALL
Gildan
GIL
$10.8B
| $1.21M | ﹤0.01% |
+40,000
| New | +$1.24M |
|
1246
PUT
Kinder Morgan
KMI
$70.4B
| $1.21M | ﹤0.01% |
78,400
-124,100
| -61% | -$2.1M |
|
1247
Jack in the Box
JACK
$345M
| $1.2M | ﹤0.01% |
15,496
+4,150
| +37% | +$337K |
|
1248
Capri Holdings
CPRI
$1.77B
| $1.2M | ﹤0.01% |
31,540
+20,588
| +188% | +$1.04M |
|
|
NLSN
1249
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $1.2M | ﹤0.01% |
51,200
-24,700
| -33% | -$640K |
|
1250
CALL
Texas Roadhouse
TXRH
$13.9B
| $1.19M | ﹤0.01% |
+20,000
| New | +$1.28M |
|
Similar funds
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.