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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 | |
|---|---|---|---|---|---|---|
401
CALL
Take-Two Interactive
TTWO
$45.2B
| $15.5M | 0.02% |
150,900
+79,300
| +111% | +$9.13M |
|
402
PUT
Halliburton
HAL
$27.4B
| $15.5M | 0.02% |
583,600
+173,900
| +42% | +$5.87M |
|
|
AABA
403
PUT
DELISTED
Altaba Inc
AABA
| $15.4M | 0.02% |
265,100
+14,500
| +6% | +$894K |
|
404
Visa
V
$682B
| $15.3M | 0.02% |
+116,005
| New | +$16M |
|
405
PUT
Duke Energy
DUK
$97.1B
| $15.2M | 0.02% |
175,900
+1,900
| +1% | +$162K |
|
406
PUT
United States Natural Gas Fund
UNG
$489M
| $15.2M | 0.02% |
153,519
-7,550
| -5% | -$915K |
|
407
PUT
Abbott
ABT
$193B
| $15.2M | 0.02% |
209,700
+50,800
| +32% | +$3.57M |
|
|
EXAS
408
PUT
DELISTED
Exact Sciences
EXAS
| $15.1M | 0.02% |
240,000
+190,000
| +380% | +$13M |
|
409
CALL
Valero Energy
VLO
$98.7B
| $15.1M | 0.02% |
201,300
+150,000
| +292% | +$13.2M |
|
410
CALL
SLB Ltd
SLB
$77.3B
| $15.1M | 0.02% |
417,500
+232,500
| +126% | +$11.5M |
|
411
CALL
ServiceNow
NOW
$132B
| $15.1M | 0.02% |
422,500
+190,500
| +82% | +$6.76M |
|
412
PUT
Expedia Group
EXPE
$39.4B
| $15M | 0.02% |
133,200
-225,100
| -63% | -$26.9M |
|
413
CALL
McKesson
MCK
$99.9B
| $14.9M | 0.02% |
+135,000
| New | +$16.8M |
|
|
414
PUT
McKesson
MCK
$99.9B
| $14.9M | 0.02% |
+135,000
| New | +$16.8M |
|
415
CALL
Capital One
COF
$137B
| $14.9M | 0.02% |
196,900
+161,500
| +456% | +$14M |
|
416
Qualcomm
QCOM
$173B
| $14.8M | 0.02% |
260,933
+11,447
| +5% | +$695K |
|
417
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $14.8M | 0.02% |
171,600
-190,100
| -53% | -$17.2M |
|
418
CALL
Philip Morris
PM
$294B
| $14.8M | 0.02% |
221,700
-72,800
| -25% | -$6.08M |
|
419
CALL
FMC
FMC
$1.27B
| $14.8M | 0.02% |
230,600
+46,120
| +25% | +$3.23M |
|
420
PUT
Western Digital
WDC
$168B
| $14.7M | 0.02% |
527,348
+209,960
| +66% | +$7.44M |
|
421
CALL
Old National Bancorp
ONB
$10.4B
| $14.6M | 0.02% |
+950,000
| New | +$17M |
|
|
BNY
422
CALL
Bank of New York Mellon
BNY
$110B
| $14.6M | 0.02% |
309,900
+62,500
| +25% | +$3.04M |
|
423
PUT
Cigna
CI
$73.5B
| $14.6M | 0.02% |
76,620
+32,520
| +74% | +$6.78M |
|
424
CALL
Energizer
ENR
$1.55B
| $14.4M | 0.02% |
319,600
+130,000
| +69% | +$6.91M |
|
|
ATVI
425
PUT
DELISTED
Activision Blizzard
ATVI
| $14.2M | 0.02% |
305,700
-60,900
| -17% | -$3.65M |
|
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.