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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 | |
|---|---|---|---|---|---|---|
1976
Essent Group
ESNT
$6.33B
| $85K | ﹤0.01% |
2,474
-242
| -9% | -$9.26K |
|
1977
Public Service Enterprise Group
PEG
$37.7B
| $85K | ﹤0.01% |
1,635
+1,621
| +11,579% | +$87.3K |
|
|
HTZ
1978
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $85K | ﹤0.01% |
7,152
-18,755
| -72% | -$263K |
|
|
CYB
1979
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $85K | ﹤0.01% |
3,369
| – | – |
|
1980
Visteon
VC
$2.78B
| $84K | ﹤0.01% |
1,386
+862
| +165% | +$65K |
|
1981
Waters Corp
WAT
$39.9B
| $84K | ﹤0.01% |
+445
| New | +$84.5K |
|
|
ICPT
1982
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $84K | ﹤0.01% |
+830
| New | +$86K |
|
1983
Alcoa
AA
$13.2B
| $83K | ﹤0.01% |
3,132
-6,942
| -69% | -$233K |
|
1984
BlackBerry
BB
$5.26B
| $83K | ﹤0.01% |
+11,706
| New | +$103K |
|
1985
Delek US
DK
$3.58B
| $83K | ﹤0.01% |
+2,544
| New | +$96.2K |
|
1986
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.76B
| $83K | ﹤0.01% |
3,221
+3,220
| +322,000% | +$89.5K |
|
1987
Mattel
MAT
$4.23B
| $83K | ﹤0.01% |
8,276
-87
| -1% | -$1.15K |
|
1988
Scorpio Tankers
STNG
$3.81B
| $83K | ﹤0.01% |
+4,740
| New | +$88.3K |
|
1989
Carriage Services
CSV
$569M
| $82K | ﹤0.01% |
+5,300
| New | +$92.9K |
|
1990
Vericel Corp
VCEL
$2.31B
| $82K | ﹤0.01% |
4,700
+4,635
| +7,131% | +$69.3K |
|
|
SUM
1991
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $82K | ﹤0.01% |
6,712
+6,156
| +1,107% | +$85.1K |
|
|
WLH
1992
DELISTED
WILLIAM LYON HOMES
WLH
| $82K | ﹤0.01% |
+7,700
| New | +$98.4K |
|
1993
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $81K | ﹤0.01% |
2,876
-76,688
| -96% | -$2.27M |
|
|
MAGN
1994
Magnera Corp
MAGN
$460M
| $81K | ﹤0.01% |
+638
| New | +$122K |
|
|
LABL
1995
DELISTED
Multi-Color Corp
LABL
| $81K | ﹤0.01% |
+2,300
| New | +$109K |
|
1996
PUT
Air Products & Chemicals
APD
$67.6B
| $80K | ﹤0.01% |
+500
| New | +$79.3K |
|
1997
Ciena
CIEN
$58.4B
| $80K | ﹤0.01% |
+2,356
| New | +$74.7K |
|
|
SHYF
1998
DELISTED
The Shyft Group
SHYF
| $80K | ﹤0.01% |
+11,100
| New | +$103K |
|
|
VNTR
1999
DELISTED
Venator Materials PLC
VNTR
| $80K | ﹤0.01% |
+19,080
| New | +$123K |
|
2000
Phillips 66
PSX
$81.4B
| $79K | ﹤0.01% |
913
+897
| +5,606% | +$87.6K |
|
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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.