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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 | |
|---|---|---|---|---|---|---|
326
Walmart Inc
WMT
$921B
| $21.9M | 0.03% |
704,436
-68,637
| -9% | -$2.2M |
|
327
CALL
Workday
WDAY
$51B
| $21.6M | 0.03% |
135,500
+132,600
| +4,572% | +$18.8M |
|
328
PUT
AutoZone
AZO
$49.6B
| $21.5M | 0.03% |
+25,700
| New | +$20.6M |
|
|
BZUN
329
PUT
Baozun
BZUN
$168M
| $21.4M | 0.03% |
+734,200
| New | +$27.1M |
|
330
Amgen
AMGN
$226B
| $21.2M | 0.03% |
+108,863
| New | +$21.2M |
|
|
AGN
331
CALL
DELISTED
Allergan plc
AGN
| $21M | 0.03% |
157,200
+153,000
| +3,643% | +$25.1M |
|
332
PUT
VanEck Semiconductor ETF
SMH
$72.5B
| $20.9M | 0.03% |
478,600
-1,122,600
| -70% | -$52.7M |
|
333
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $20.8M | 0.03% |
290,226
+290,223
| +9,674,100% | +$23.4M |
|
334
CALL
Arista Networks
ANET
$257B
| $20.8M | 0.03% |
1,579,200
+1,403,200
| +797% | +$20.2M |
|
335
CALL
Berkshire Hathaway Class B
BRK.B
$1.09T
| $20.6M | 0.03% |
100,800
+5,800
| +6% | +$1.21M |
|
336
PUT
Hershey
HSY
$37.4B
| $20.5M | 0.03% |
191,000
+113,400
| +146% | +$12.1M |
|
337
NRG Energy
NRG
$25.2B
| $20.4M | 0.03% |
514,183
+20,357
| +4% | +$779K |
|
338
CALL
Lockheed Martin
LMT
$138B
| $20.1M | 0.03% |
76,800
+58,400
| +317% | +$17.7M |
|
339
PUT
Chevron
CVX
$388B
| $20.1M | 0.03% |
184,400
-105,200
| -36% | -$12.2M |
|
340
CALL
Seagate
STX
$209B
| $20M | 0.03% |
517,400
+483,200
| +1,413% | +$20.3M |
|
341
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $19.9M | 0.03% |
181,770
+115,970
| +176% | +$12.7M |
|
342
CALL
Automatic Data Processing
ADP
$110B
| $19.9M | 0.03% |
151,500
+149,400
| +7,114% | +$21.1M |
|
343
United Parks & Resorts
PRKS
$2.04B
| $19.5M | 0.03% |
882,053
+560,156
| +174% | +$15M |
|
344
CALL
Altria Group
MO
$109B
| $19.3M | 0.03% |
390,800
+345,600
| +765% | +$20M |
|
345
Weibo
WB
$1.88B
| $19.3M | 0.03% |
330,243
-56,742
| -15% | -$3.43M |
|
346
CALL
Signet Jewelers
SIG
$3.6B
| $19.2M | 0.03% |
605,000
+169,300
| +39% | +$8.49M |
|
347
Comcast
CMCSA
$92.9B
| $19.2M | 0.03% |
564,308
+538,934
| +2,124% | +$19.7M |
|
348
PUT
AngloGold Ashanti
AU
$48.1B
| $19.2M | 0.03% |
1,530,000
| – | – |
|
349
CALL
Whirlpool
WHR
$2.79B
| $19.1M | 0.03% |
178,900
+14,900
| +9% | +$1.69M |
|
350
PUT
iShares US Real Estate ETF
IYR
$4.58B
| $19.1M | 0.03% |
254,400
-20,600
| -7% | -$1.62M |
|
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.