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Parallax Volatility Advisers

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
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
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
AIMT
1326
CALL
DELISTED
Aimmune Therapeutics
AIMT
$956K ﹤0.01%
40,000
-20,000
-33% -$518K
AMRN
1327
CALL
Amarin Corp
AMRN
$299M
$953K ﹤0.01%
3,500
+605
+21% +$221K
LYB icon
1328
PUT
LyondellBasell Industries
LYB
$20.6B
$951K ﹤0.01%
11,400
-700
-6% -$64K
TSEM icon
1329
Tower Semiconductor
TSEM
$29.1B
$951K ﹤0.01%
+64,513
New +$1.07M
TSN icon
1330
Tyson Foods
TSN
$19.8B
$950K ﹤0.01%
+17,794
New +$1.05M
CBPO
1331
CALL
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$949K ﹤0.01%
12,500
– –
KSU
1332
CALL
DELISTED
Kansas City Southern
KSU
$948K ﹤0.01%
9,900
-11,300
-53% -$1.15M
CRON
1333
CALL
Cronos Group
CRON
$1.12B
$947K ﹤0.01%
91,200
+89,200
+4,460% +$859K
STM icon
1334
STMicroelectronics
STM
$49.7B
$946K ﹤0.01%
+68,155
New +$1.02M
KODK icon
1335
PUT
Kodak
KODK
$996M
$943K ﹤0.01%
+370,000
New +$1.13M
THC icon
1336
CALL
Tenet Healthcare
THC
$21B
$943K ﹤0.01%
55,000
– –
GPRO icon
1337
CALL
GoPro
GPRO
$106M
$942K ﹤0.01%
222,100
– –
LEN icon
1338
Lennar Class A
LEN
$20.8B
$942K ﹤0.01%
24,864
-49,760
-67% -$2.03M
NVO
1339
Novo Nordisk
NVO
$207B
$941K ﹤0.01%
40,864
-17,184
-30% -$382K
CHK
1340
DELISTED
Chesapeake Energy Corporation
CHK
$939K ﹤0.01%
2,236
+2,213
+9,622% +$1.52M
AKCA
1341
DELISTED
Akcea Therapeutics Inc
AKCA
$934K ﹤0.01%
30,982
+12,218
+65% +$342K
DOV icon
1342
CALL
Dover
DOV
$28.6B
$930K ﹤0.01%
13,100
-723,300
-98% -$59.1M
PWR icon
1343
PUT
Quanta Services
PWR
$101B
$927K ﹤0.01%
+30,800
New +$996K
PGNX
1344
CALL
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$924K ﹤0.01%
220,000
– –
MGM icon
1345
MGM Resorts International
MGM
$10.9B
$920K ﹤0.01%
37,908
-224,109
-86% -$5.85M
CASA
1346
PUT
DELISTED
Casa Systems, Inc. Common Stock
CASA
$919K ﹤0.01%
70,000
– –
CHTR icon
1347
CALL
Charter Communications
CHTR
$18.3B
$912K ﹤0.01%
3,200
-3,000
-48% -$941K
CBRE icon
1348
CBRE Group
CBRE
$42.5B
$910K ﹤0.01%
+22,728
New +$940K
SHPG
1349
DELISTED
Shire pic
SHPG
$907K ﹤0.01%
5,211
-15,181
-74% -$2.66M
MAR icon
1350
CALL
Marriott International
MAR
$90.9B
$901K ﹤0.01%
+8,300
New +$953K
52 53
54
55 56

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HF
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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.