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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 | |
|---|---|---|---|---|---|---|
1776
GSK
GSK
$104B
| $176K | ﹤0.01% |
+3,695
| New | +$182K |
|
1777
AGCO
AGCO
$7.06B
| $173K | ﹤0.01% |
+3,116
| New | +$176K |
|
1778
Analog Devices
ADI
$187B
| $172K | ﹤0.01% |
+2,005
| New | +$173K |
|
|
DFRG
1779
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $172K | ﹤0.01% |
+24,000
| New | +$170K |
|
1780
Humana
HUM
$46.3B
| $171K | ﹤0.01% |
+598
| New | +$190K |
|
1781
W&T Offshore
WTI
$577M
| $171K | ﹤0.01% |
41,431
+17,136
| +71% | +$109K |
|
1782
Affiliated Managers Group
AMG
$9.6B
| $170K | ﹤0.01% |
+1,745
| New | +$197K |
|
|
TDAY
1783
USA Today Co
TDAY
$1.05B
| $168K | ﹤0.01% |
+14,500
| New | +$202K |
|
|
FDC
1784
PUT
DELISTED
First Data Corporation
FDC
| $168K | ﹤0.01% |
9,900
-93,100
| -90% | -$1.82M |
|
1785
CALL
MasTec
MTZ
$21.5B
| $166K | ﹤0.01% |
+4,100
| New | +$177K |
|
|
BCOV
1786
CALL
DELISTED
Brightcove, Inc.
BCOV
| $166K | ﹤0.01% |
+23,600
| New | +$177K |
|
|
ITG
1787
DELISTED
Investment Technology Group Inc
ITG
| $166K | ﹤0.01% |
+5,480
| New | +$157K |
|
1788
DXC Technology
DXC
$1.74B
| $165K | ﹤0.01% |
+3,105
| New | +$214K |
|
|
PPLI
1789
CALL
People Inc
PPLI
$3.03B
| $165K | ﹤0.01% |
+5,036
| New | +$169K |
|
1790
CALL
Geron
GERN
$949M
| $164K | ﹤0.01% |
163,700
-55,000
| -25% | -$83.5K |
|
1791
Resideo Technologies
REZI
$3.67B
| $164K | ﹤0.01% |
+7,972
| New | +$170K |
|
1792
PUT
SiriusXM
SIRI
$9.7B
| $164K | ﹤0.01% |
2,870
+570
| +25% | +$34.7K |
|
1793
Toyota
TM
$224B
| $164K | ﹤0.01% |
1,411
-7,744
| -85% | -$917K |
|
1794
Vipshop
VIPS
$7.4B
| $164K | ﹤0.01% |
30,041
-789,274
| -96% | -$4.25M |
|
1795
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $163K | ﹤0.01% |
4,900
-36,000
| -88% | -$1.26M |
|
1796
US Foods
USFD
$23.9B
| $163K | ﹤0.01% |
+5,143
| New | +$159K |
|
1797
PUT
Burlington
BURL
$23.4B
| $162K | ﹤0.01% |
1,000
-76,600
| -99% | -$12.4M |
|
1798
PUT
ProShares UltraPro Short S&P 500
SPXU
$384M
| $162K | ﹤0.01% |
+35
| New | +$139K |
|
1799
Veeva Systems
VEEV
$38.1B
| $162K | ﹤0.01% |
1,819
-2,094
| -54% | -$191K |
|
|
KA
1800
PUT
DELISTED
Kineta, Inc. Common Stock
KA
| $162K | ﹤0.01% |
+357
| New | +$242K |
|
Similar funds
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.