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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 | |
|---|---|---|---|---|---|---|
351
PUT
United Airlines
UAL
$41B
| $19M | 0.03% |
227,400
+48,700
| +27% | +$4.28M |
|
|
CATM
352
CALL
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $19M | 0.03% |
730,200
-622,100
| -46% | -$18.8M |
|
353
Broadcom
AVGO
$1.99T
| $19M | 0.03% |
+746,510
| New | +$17.6M |
|
354
CALL
Eli Lilly
LLY
$1.08T
| $18.8M | 0.02% |
162,800
+115,600
| +245% | +$12.9M |
|
355
PUT
Yum! Brands
YUM
$41.2B
| $18.7M | 0.02% |
203,800
+158,700
| +352% | +$14.2M |
|
356
PUT
Take-Two Interactive
TTWO
$45.2B
| $18.7M | 0.02% |
181,900
+105,400
| +138% | +$12.1M |
|
357
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $18.7M | 0.02% |
705,992
+705,990
| +35,299,500% | +$19.2M |
|
358
CALL
GE Aerospace
GE
$374B
| $18.6M | 0.02% |
513,726
+189,757
| +59% | +$8.57M |
|
359
iShares MSCI South Korea ETF
EWY
$27.6B
| $18.5M | 0.02% |
314,343
-14,570
| -4% | -$881K |
|
|
360
PUT
iShares MSCI South Korea ETF
EWY
$27.6B
| $18.5M | 0.02% |
314,000
-100,000
| -24% | -$6.04M |
|
361
CALL
Truist Financial
TFC
$64.7B
| $18.2M | 0.02% |
419,000
+379,000
| +948% | +$18.2M |
|
362
Lowe's Companies
LOW
$122B
| $18.1M | 0.02% |
196,084
+186,696
| +1,989% | +$18M |
|
363
CALL
Ambarella
AMBA
$3.6B
| $18M | 0.02% |
516,000
+472,900
| +1,097% | +$16.7M |
|
364
Regeneron Pharmaceuticals
REGN
$83B
| $18M | 0.02% |
+48,301
| New | +$17.7M |
|
|
EA
365
PUT
DELISTED
Electronic Arts
EA
| $18M | 0.02% |
228,500
-287,500
| -56% | -$26.4M |
|
|
ATVI
366
CALL
DELISTED
Activision Blizzard
ATVI
| $17.9M | 0.02% |
384,800
+159,200
| +71% | +$9.53M |
|
367
PUT
Waters Corp
WAT
$40.6B
| $17.9M | 0.02% |
+95,000
| New | +$18M |
|
368
PUT
Southwest Airlines
LUV
$22B
| $17.9M | 0.02% |
384,500
+161,100
| +72% | +$8.56M |
|
369
PUT
Nucor
NUE
$61.8B
| $17.5M | 0.02% |
337,600
-500
| -0.1% | -$29.6K |
|
|
X
370
PUT
DELISTED
US Steel
X
| $17.3M | 0.02% |
950,900
-146,700
| -13% | -$3.67M |
|
371
Deere & Co
DE
$165B
| $17.3M | 0.02% |
116,198
+109,167
| +1,553% | +$16M |
|
372
CALL
Colgate-Palmolive
CL
$74.1B
| $17.3M | 0.02% |
290,500
+219,200
| +307% | +$13.7M |
|
373
PUT
3M
MMM
$94.2B
| $17.3M | 0.02% |
108,477
-55,853
| -34% | -$9.27M |
|
374
CALL
Factset
FDS
$10.2B
| $17.3M | 0.02% |
+86,300
| New | +$19M |
|
375
Mondelez International
MDLZ
$81.1B
| $17M | 0.02% |
+425,051
| New | +$18.1M |
|
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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.