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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 | |
|---|---|---|---|---|---|---|
276
CALL
Align Technology
ALGN
$12.4B
| $29.4M | 0.04% |
140,300
+92,600
| +194% | +$23.4M |
|
277
CALL
United States Natural Gas Fund
UNG
$489M
| $29.1M | 0.04% |
294,469
-5,625
| -2% | -$682K |
|
|
EA
278
CALL
DELISTED
Electronic Arts
EA
| $29.1M | 0.04% |
368,800
+312,500
| +555% | +$28.7M |
|
279
CALL
Yelp
YELP
$1.28B
| $29M | 0.04% |
830,100
+338,700
| +69% | +$12.9M |
|
|
WW
280
PUT
DELISTED
WW International
WW
| $28.9M | 0.04% |
750,400
+393,400
| +110% | +$21.6M |
|
281
Bausch Health
BHC
$2.32B
| $28.8M | 0.04% |
+1,560,819
| New | +$37.1M |
|
282
PayPal
PYPL
$50.6B
| $28.1M | 0.04% |
334,255
+131,244
| +65% | +$10.9M |
|
283
PUT
Pfizer
PFE
$153B
| $27.7M | 0.04% |
668,131
+484,524
| +264% | +$20.1M |
|
284
CALL
MGM Resorts International
MGM
$11.1B
| $27.5M | 0.04% |
1,135,500
+380,200
| +50% | +$9.92M |
|
285
Adobe
ADBE
$108B
| $27.5M | 0.04% |
121,454
+1,491
| +1% | +$360K |
|
|
LSI
286
PUT
DELISTED
Life Storage, Inc.
LSI
| $27.3M | 0.04% |
441,000
+349,950
| +384% | +$22.2M |
|
287
PUT
UnitedHealth
UNH
$358B
| $27.2M | 0.04% |
109,100
+27,000
| +33% | +$7.13M |
|
288
Medtronic
MDT
$116B
| $27.2M | 0.04% |
+298,786
| New | +$27.9M |
|
289
CALL
Brunswick
BC
$5.21B
| $27.2M | 0.04% |
+585,000
| New | +$31.3M |
|
290
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $26.9M | 0.04% |
257,868
+250,367
| +3,338% | +$25.4M |
|
291
PUT
BHP
BHP
$222B
| $26.7M | 0.04% |
618,680
+585,050
| +1,740% | +$24.5M |
|
292
PUT
Caterpillar
CAT
$393B
| $26.5M | 0.04% |
208,800
-22,800
| -10% | -$2.97M |
|
293
CALL
Newmont
NEM
$120B
| $26.1M | 0.03% |
754,600
+591,800
| +364% | +$19.2M |
|
294
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $26M | 0.03% |
404,000
+136,600
| +51% | +$9.68M |
|
295
CALL
Kohl's
KSS
$2.19B
| $25.9M | 0.03% |
389,900
-259,100
| -40% | -$18.2M |
|
296
Coca-Cola
KO
$376B
| $25.8M | 0.03% |
+544,239
| New | +$26M |
|
297
CALL
Honeywell
HON
$74.6B
| $25.7M | 0.03% |
206,365
+156,882
| +317% | +$21.4M |
|
|
298
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $25M | 0.03% |
387,600
+176,800
| +84% | +$12.5M |
|
299
CALL
Nike
NKE
$61.2B
| $24.8M | 0.03% |
334,600
+103,500
| +45% | +$7.74M |
|
300
PUT
Dollar General
DG
$26.4B
| $24.7M | 0.03% |
228,400
-208,300
| -48% | -$22.6M |
|
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.