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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 | |
|---|---|---|---|---|---|---|
|
APHA
1626
DELISTED
Aphria Inc. Common Shares
APHA
| $315K | ﹤0.01% |
+55,374
| New | +$436K |
|
|
NXTM
1627
DELISTED
NxStage Medical Inc.
NXTM
| $315K | ﹤0.01% |
+11,000
| New | +$312K |
|
1628
Estee Lauder
EL
$31.5B
| $314K | ﹤0.01% |
+2,414
| New | +$328K |
|
|
LNW
1629
PUT
DELISTED
Light & Wonder
LNW
| $313K | ﹤0.01% |
17,500
-45,000
| -72% | -$908K |
|
1630
Welltower
WELL
$169B
| $313K | ﹤0.01% |
+4,507
| New | +$307K |
|
1631
Factset
FDS
$10.1B
| $312K | ﹤0.01% |
1,561
+406
| +35% | +$89.4K |
|
|
TAHO
1632
DELISTED
Tahoe Resources Inc
TAHO
| $312K | ﹤0.01% |
85,525
-13,315
| -13% | -$40.9K |
|
1633
Rockwell Automation
ROK
$48.3B
| $311K | ﹤0.01% |
2,068
-122
| -6% | -$20.4K |
|
1634
Alnylam Pharmaceuticals
ALNY
$29B
| $308K | ﹤0.01% |
4,231
-596
| -12% | -$45.8K |
|
|
IVAC
1635
DELISTED
Intevac Inc
IVAC
| $307K | ﹤0.01% |
58,715
+2,001
| +4% | +$9.52K |
|
|
WRD
1636
DELISTED
WildHorse Resource Development
WRD
| $307K | ﹤0.01% |
21,753
+19,916
| +1,084% | +$392K |
|
1637
CALL
Tractor Supply
TSCO
$18B
| $306K | ﹤0.01% |
18,500
+5,000
| +37% | +$89.7K |
|
|
CUTR
1638
CALL
DELISTED
Cutera, Inc.
CUTR
| $306K | ﹤0.01% |
+18,000
| New | +$367K |
|
1639
CALL
Paycom
PAYC
$9.62B
| $305K | ﹤0.01% |
2,500
-72,500
| -97% | -$9.28M |
|
1640
Smith & Wesson
SWBI
$636M
| $304K | ﹤0.01% |
+30,805
| New | +$320K |
|
1641
Virtu Financial
VIRT
$4.92B
| $301K | ﹤0.01% |
+11,688
| New | +$282K |
|
1642
Enerpac Tool Group
EPAC
$1.89B
| $300K | ﹤0.01% |
+14,307
| New | +$349K |
|
1643
Transocean
RIG
$6.33B
| $300K | ﹤0.01% |
+43,274
| New | +$441K |
|
|
MNK
1644
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $300K | ﹤0.01% |
+19,000
| New | +$473K |
|
1645
Marriott International
MAR
$90.9B
| $299K | ﹤0.01% |
2,752
-3,730
| -58% | -$428K |
|
1646
Quanta Services
PWR
$99.4B
| $297K | ﹤0.01% |
+9,858
| New | +$319K |
|
1647
Idexx Laboratories
IDXX
$46.9B
| $296K | ﹤0.01% |
+1,593
| New | +$327K |
|
1648
CALL
GSK
GSK
$104B
| $294K | ﹤0.01% |
6,160
-30,640
| -83% | -$1.51M |
|
1649
iShares MSCI Japan ETF
EWJ
$22.6B
| $293K | ﹤0.01% |
+5,784
| New | +$317K |
|
1650
Huntington Bancshares
HBAN
$35.6B
| $291K | ﹤0.01% |
24,439
+22,496
| +1,158% | +$312K |
|
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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.