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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 | |
|---|---|---|---|---|---|---|
1276
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $1.09M | ﹤0.01% |
3,880
+2,390
| +160% | +$945K |
|
1277
PUT
StoneX
SNEX
$7.98B
| $1.08M | ﹤0.01% |
+149,850
| New | +$1.27M |
|
1278
CALL
Amneal Pharmaceuticals
AMRX
$5.51B
| $1.08M | ﹤0.01% |
80,000
+40,000
| +100% | +$721K |
|
1279
CALL
Cadence Design Systems
CDNS
$90.1B
| $1.08M | ﹤0.01% |
+24,800
| New | +$1.08M |
|
|
GG
1280
CALL
DELISTED
Goldcorp Inc
GG
| $1.08M | ﹤0.01% |
+110,000
| New | +$1.07M |
|
1281
PUT
Pacira BioSciences
PCRX
$977M
| $1.08M | ﹤0.01% |
25,000
| – | – |
|
1282
CALL
Huntington Bancshares
HBAN
$36B
| $1.07M | ﹤0.01% |
+90,000
| New | +$1.25M |
|
1283
Microchip Technology
MCHP
$44B
| $1.06M | ﹤0.01% |
29,432
+16,850
| +134% | +$595K |
|
1284
CALL
TE Connectivity
TEL
$63.1B
| $1.06M | ﹤0.01% |
14,000
| – | – |
|
1285
CALL
Roku
ROKU
$22.4B
| $1.06M | ﹤0.01% |
34,600
-80,400
| -70% | -$3.79M |
|
|
FL
1286
DELISTED
Foot Locker
FL
| $1.05M | ﹤0.01% |
19,778
-15,544
| -44% | -$780K |
|
1287
Conagra Brands
CAG
$7.13B
| $1.05M | ﹤0.01% |
+49,086
| New | +$1.59M |
|
1288
PUT
KBR
KBR
$4.79B
| $1.05M | ﹤0.01% |
69,000
+18,400
| +36% | +$344K |
|
|
AKS
1289
CALL
DELISTED
AK Steel Holding Corp
AKS
| $1.05M | ﹤0.01% |
465,000
| – | – |
|
1290
PUT
Etsy
ETSY
$7.33B
| $1.04M | ﹤0.01% |
21,900
+19,400
| +776% | +$913K |
|
1291
PUT
Guidewire Software
GWRE
$14.6B
| $1.04M | ﹤0.01% |
+13,000
| New | +$1.13M |
|
1292
PUT
Emerson Electric
EMR
$90.9B
| $1.04M | ﹤0.01% |
17,300
+4,600
| +36% | +$310K |
|
|
GES
1293
PUT
DELISTED
Guess Inc
GES
| $1.04M | ﹤0.01% |
+49,900
| New | +$1.06M |
|
1294
VF Corp
VFC
$5.83B
| $1.03M | ﹤0.01% |
15,392
-9,295
| -38% | -$711K |
|
1295
Trade Desk
TTD
$6.28B
| $1.03M | ﹤0.01% |
88,770
+34,590
| +64% | +$433K |
|
1296
PUT
Five Below
FIVE
$13.1B
| $1.02M | ﹤0.01% |
+10,000
| New | +$1.11M |
|
1297
CALL
Teradyne
TER
$58.7B
| $1.02M | ﹤0.01% |
+32,500
| New | +$1.1M |
|
|
CSOD
1298
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $1.02M | ﹤0.01% |
20,200
+200
| +1% | +$10.1K |
|
1299
CALL
Capri Holdings
CPRI
$1.77B
| $1.01M | ﹤0.01% |
+26,600
| New | +$1.34M |
|
1300
PUT
Carnival Corporation Ltd
CCL
$37.9B
| $1.01M | ﹤0.01% |
20,400
-70,700
| -78% | -$4.05M |
|
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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.