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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 | |
|---|---|---|---|---|---|---|
476
PUT
Lincoln National
LNC
$8.67B
| $11.5M | 0.02% |
+225,000
| New | +$13.7M |
|
477
CALL
NetEase
NTES
$78.5B
| $11.5M | 0.02% |
243,500
-142,000
| -37% | -$6.41M |
|
478
CALL
Papa John's
PZZA
$804M
| $11.4M | 0.02% |
287,100
+182,300
| +174% | +$9.19M |
|
479
CALL
Palo Alto Networks
PANW
$323B
| $11.4M | 0.02% |
363,000
+92,400
| +34% | +$2.88M |
|
480
CALL
Spotify
SPOT
$102B
| $11.4M | 0.02% |
+100,200
| New | +$14M |
|
|
ALXN
481
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $11.4M | 0.02% |
116,800
+1,900
| +2% | +$225K |
|
482
CALL
Planet Fitness
PLNT
$3.71B
| $11.3M | 0.02% |
211,000
+182,000
| +628% | +$9.33M |
|
|
GAP
483
PUT
The Gap Inc
GAP
$7.34B
| $11.2M | 0.01% |
435,300
+64,700
| +17% | +$1.73M |
|
|
B
484
PUT
Barrick Mining
B
$67.3B
| $11.2M | 0.01% |
826,036
+1,836
| +0.2% | +$23.7K |
|
485
CALL
NetApp
NTAP
$40.2B
| $11.2M | 0.01% |
186,800
+169,400
| +974% | +$12.2M |
|
486
PUT
Sysco
SYY
$40B
| $11.1M | 0.01% |
177,300
+155,800
| +725% | +$10.5M |
|
487
FedEx
FDX
$80.3B
| $11M | 0.01% |
68,484
+58,260
| +570% | +$12.3M |
|
488
PUT
American Express
AXP
$232B
| $11M | 0.01% |
115,700
-2,200
| -2% | -$230K |
|
|
TSRO
489
CALL
DELISTED
TESARO, Inc.
TSRO
| $11M | 0.01% |
148,000
-5,300
| -3% | -$255K |
|
490
PUT
Tilray
TLRY
$640M
| $11M | 0.01% |
15,560
-6,380
| -29% | -$7M |
|
491
PUT
Honeywell
HON
$74.2B
| $10.9M | 0.01% |
87,533
+6,169
| +8% | +$842K |
|
492
CALL
Aflac
AFL
$60.7B
| $10.9M | 0.01% |
238,600
+138,600
| +139% | +$6.16M |
|
|
SKX
493
PUT
DELISTED
Skechers
SKX
| $10.8M | 0.01% |
474,000
-466,100
| -50% | -$12.2M |
|
494
CALL
Ford
F
$55.4B
| $10.8M | 0.01% |
1,413,400
+477,300
| +51% | +$4.25M |
|
495
Axalta
AXTA
$7.93B
| $10.8M | 0.01% |
460,971
+112,805
| +32% | +$2.8M |
|
496
CALL
eBay
EBAY
$46.5B
| $10.8M | 0.01% |
384,400
+356,700
| +1,288% | +$10.5M |
|
497
CALL
Synchrony
SYF
$26.1B
| $10.8M | 0.01% |
460,000
+360,000
| +360% | +$9.74M |
|
498
CALL
Lennar Class A
LEN
$21.1B
| $10.8M | 0.01% |
284,075
+90,697
| +47% | +$3.7M |
|
499
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
| $10.7M | 0.01% |
305,000
| – | – |
|
500
CALL
Digital Realty Trust
DLR
$73.1B
| $10.7M | 0.01% |
100,000
| – | – |
|
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.