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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 | |
|---|---|---|---|---|---|---|
1551
Dominion Energy
D
$59.1B
| $415K | ﹤0.01% |
5,809
+5,795
| +41,393% | +$423K |
|
1552
PUT
Lennar Class A
LEN
$20.6B
| $415K | ﹤0.01% |
10,950
-180,155
| -94% | -$7.34M |
|
1553
CALL
Lattice Semiconductor
LSCC
$18.2B
| $415K | ﹤0.01% |
+60,000
| New | +$404K |
|
1554
Mettler-Toledo International
MTD
$28.6B
| $415K | ﹤0.01% |
+733
| New | +$426K |
|
1555
Campbell Soup
CPB
$6.69B
| $414K | ﹤0.01% |
+12,546
| New | +$475K |
|
|
TLRD
1556
DELISTED
Tailored Brands, Inc.
TLRD
| $414K | ﹤0.01% |
30,320
+27,808
| +1,107% | +$573K |
|
1557
PUT
American Eagle Outfitters
AEO
$3.07B
| $412K | ﹤0.01% |
+21,200
| New | +$441K |
|
1558
PUT
Trimble
TRMB
$13.6B
| $411K | ﹤0.01% |
+12,500
| New | +$460K |
|
1559
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$293M
| $409K | ﹤0.01% |
2
| – | – |
|
1560
Etsy
ETSY
$7.38B
| $407K | ﹤0.01% |
+8,551
| New | +$402K |
|
1561
Pacira BioSciences
PCRX
$974M
| $406K | ﹤0.01% |
9,448
+4,657
| +97% | +$217K |
|
1562
TJX Companies
TJX
$175B
| $404K | ﹤0.01% |
+9,040
| New | +$457K |
|
1563
PUT
Humana
HUM
$46.3B
| $403K | ﹤0.01% |
+1,400
| New | +$444K |
|
1564
CALL
Masco
MAS
$14.7B
| $403K | ﹤0.01% |
13,800
+800
| +6% | +$24.9K |
|
|
ICPT
1565
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $403K | ﹤0.01% |
4,000
| – | – |
|
|
TLRA
1566
DELISTED
Telaria, Inc.
TLRA
| $403K | ﹤0.01% |
+147,721
| New | +$428K |
|
1567
Becton Dickinson
BDX
$48.9B
| $402K | ﹤0.01% |
1,829
+1,515
| +482% | +$352K |
|
1568
Live Nation Entertainment
LYV
$43B
| $400K | ﹤0.01% |
8,113
-14,990
| -65% | -$792K |
|
1569
Invesco
IVZ
$14B
| $399K | ﹤0.01% |
23,843
-136,178
| -85% | -$2.73M |
|
1570
Simon Property Group
SPG
$71.5B
| $399K | ﹤0.01% |
+2,377
| New | +$425K |
|
1571
CALL
Kratos Defense & Security Solutions
KTOS
$11.7B
| $397K | ﹤0.01% |
+28,200
| New | +$389K |
|
|
GBT
1572
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $395K | ﹤0.01% |
9,622
-49,738
| -84% | -$1.86M |
|
1573
Automatic Data Processing
ADP
$109B
| $394K | ﹤0.01% |
3,006
-9,411
| -76% | -$1.33M |
|
1574
Norfolk Southern
NSC
$75B
| $394K | ﹤0.01% |
2,636
-54,151
| -95% | -$8.91M |
|
|
DNKN
1575
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $392K | ﹤0.01% |
6,100
-16,700
| -73% | -$1.19M |
|
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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.