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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 | |
|---|---|---|---|---|---|---|
|
ENDP
1476
DELISTED
Endo International plc
ENDP
| $555K | ﹤0.01% |
+76,095
| New | +$1.04M |
|
1477
CALL
TSMC
TSM
$2.17T
| $550K | ﹤0.01% |
14,900
+4,000
| +37% | +$152K |
|
1478
Voya Financial
VOYA
$9.08B
| $550K | ﹤0.01% |
13,701
-42,483
| -76% | -$1.89M |
|
1479
Southern Company
SO
$105B
| $548K | ﹤0.01% |
12,466
-171,039
| -93% | -$7.78M |
|
1480
CALL
F5
FFIV
$23.2B
| $547K | ﹤0.01% |
+3,400
| New | +$583K |
|
|
NBIS
1481
Nebius Group N.V.
NBIS
$46.7B
| $539K | ﹤0.01% |
19,711
+19,498
| +9,154% | +$572K |
|
|
DTEA
1482
PUT
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
| $537K | ﹤0.01% |
455,000
| – | – |
|
1483
iShares US Home Construction ETF
ITB
$2.35B
| $536K | ﹤0.01% |
17,858
+17,857
| +1,785,700% | +$562K |
|
1484
JetBlue
JBLU
$2.13B
| $536K | ﹤0.01% |
+33,346
| New | +$581K |
|
1485
United States Natural Gas Fund
UNG
$497M
| $534K | ﹤0.01% |
+5,401
| New | +$654K |
|
|
FDC
1486
DELISTED
First Data Corporation
FDC
| $530K | ﹤0.01% |
+31,357
| New | +$611K |
|
|
HAYN
1487
PUT
DELISTED
Haynes International, Inc.
HAYN
| $528K | ﹤0.01% |
+20,000
| New | +$619K |
|
1488
Werner Enterprises
WERN
$2.2B
| $527K | ﹤0.01% |
+17,855
| New | +$582K |
|
1489
Prudential Financial
PRU
$42.1B
| $525K | ﹤0.01% |
6,433
-46,282
| -88% | -$4.26M |
|
1490
Trupanion
TRUP
$1.27B
| $524K | ﹤0.01% |
+20,593
| New | +$554K |
|
|
APHA
1491
CALL
DELISTED
Aphria Inc. Common Shares
APHA
| $523K | ﹤0.01% |
+92,000
| New | +$725K |
|
1492
CALL
MACOM Technology Solutions
MTSI
$22.7B
| $522K | ﹤0.01% |
36,000
| – | – |
|
1493
PUT
Children's Place
PLCE
$58.3M
| $522K | ﹤0.01% |
5,800
-13,400
| -70% | -$1.67M |
|
|
BLUE
1494
PUT
DELISTED
bluebird bio
BLUE
| $516K | ﹤0.01% |
401
+15
| +4% | +$23K |
|
1495
CF Industries
CF
$18.4B
| $516K | ﹤0.01% |
11,864
+959
| +9% | +$45K |
|
|
ORBK
1496
DELISTED
Orbotech Ltd
ORBK
| $510K | ﹤0.01% |
9,018
+8,493
| +1,618% | +$475K |
|
1497
CALL
Wolfspeed
WOLF
$1.52B
| $508K | ﹤0.01% |
+11,900
| New | +$483K |
|
1498
Adient
ADNT
$1.44B
| $504K | ﹤0.01% |
+33,458
| New | +$865K |
|
|
MDR
1499
PUT
DELISTED
McDermott International
MDR
| $504K | ﹤0.01% |
77,000
| – | – |
|
1500
CALL
Antero Midstream
AM
$10.4B
| $503K | ﹤0.01% |
45,000
-38,200
| -46% | -$583K |
|
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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.