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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 | |
|---|---|---|---|---|---|---|
1501
Urban Outfitters
URBN
$6.81B
| $501K | ﹤0.01% |
15,095
+10,360
| +219% | +$387K |
|
1502
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $499K | ﹤0.01% |
4,800
-204,000
| -98% | -$21.3M |
|
1503
Gen Digital
GEN
$17.5B
| $496K | ﹤0.01% |
26,266
+18,342
| +231% | +$379K |
|
1504
CALL
Coty
COTY
$2.51B
| $494K | ﹤0.01% |
75,300
-1,264,700
| -94% | -$11.7M |
|
1505
PUT
SPS Commerce
SPSC
$2.69B
| $494K | ﹤0.01% |
+12,000
| New | +$523K |
|
1506
PUT
Vipshop
VIPS
$7.4B
| $491K | ﹤0.01% |
90,000
-1,110,000
| -93% | -$5.97M |
|
1507
Medallion Financial
MFIN
$249M
| $487K | ﹤0.01% |
+103,812
| New | +$636K |
|
1508
PUT
NextEra Energy
NEE
$177B
| $487K | ﹤0.01% |
11,200
| – | – |
|
|
AAN.A
1509
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $487K | ﹤0.01% |
11,600
+1,600
| +16% | +$67.2K |
|
1510
CALL
STMicroelectronics
STM
$48.5B
| $486K | ﹤0.01% |
35,000
-80,000
| -70% | -$1.2M |
|
1511
CALL
Fortis
FTS
$28.3B
| $484K | ﹤0.01% |
+14,500
| New | +$488K |
|
|
BBBY
1512
DELISTED
Bed Bath & Beyond Inc
BBBY
| $483K | ﹤0.01% |
42,638
+4,082
| +11% | +$53.3K |
|
1513
State Street
STT
$51.3B
| $480K | ﹤0.01% |
+7,603
| New | +$545K |
|
1514
CALL
iShares US Real Estate ETF
IYR
$4.52B
| $479K | ﹤0.01% |
6,400
-8,800
| -58% | -$692K |
|
|
RHT
1515
DELISTED
Red Hat Inc
RHT
| $479K | ﹤0.01% |
+2,726
| New | +$432K |
|
1516
SL Green Realty
SLG
$3.9B
| $477K | ﹤0.01% |
+6,232
| New | +$551K |
|
1517
Constellation Brands
STZ
$22.8B
| $477K | ﹤0.01% |
2,963
-29,576
| -91% | -$5.88M |
|
1518
CALL
PVH
PVH
$4.02B
| $472K | ﹤0.01% |
5,100
+3,200
| +168% | +$366K |
|
|
AVEO
1519
CALL
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
| $472K | ﹤0.01% |
29,500
-1,970
| -6% | -$43.3K |
|
1520
Exelixis
EXEL
$13.1B
| $468K | ﹤0.01% |
+23,788
| New | +$424K |
|
1521
J.M. Smucker
SJM
$12.6B
| $467K | ﹤0.01% |
4,993
+4,908
| +5,774% | +$512K |
|
1522
CALL
Element Solutions
ESI
$9.08B
| $465K | ﹤0.01% |
45,000
| – | – |
|
1523
CALL
Molson Coors Class B
TAP
$7.93B
| $465K | ﹤0.01% |
+8,300
| New | +$511K |
|
1524
CALL
Zillow
Z
$7.59B
| $463K | ﹤0.01% |
+14,700
| New | +$522K |
|
|
SEM
1525
DELISTED
Select Medical
SEM
| $462K | ﹤0.01% |
+55,843
| New | +$534K |
|
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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.