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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 | |
|---|---|---|---|---|---|---|
|
RTN
576
PUT
DELISTED
Raytheon Company
RTN
| $8.06M | 0.01% |
52,600
+11,200
| +27% | +$2.01M |
|
577
CALL
Accenture
ACN
$109B
| $7.99M | 0.01% |
56,700
+53,900
| +1,925% | +$8.53M |
|
578
PUT
Synchrony
SYF
$26.1B
| $7.98M | 0.01% |
+340,000
| New | +$9.2M |
|
579
PUT
Nutanix
NTNX
$18.4B
| $7.91M | 0.01% |
190,200
-11,300
| -6% | -$467K |
|
580
Lam Research
LRCX
$422B
| $7.89M | 0.01% |
579,290
+129,060
| +29% | +$1.85M |
|
581
PUT
Cheniere Energy
LNG
$55B
| $7.87M | 0.01% |
132,900
-356,600
| -73% | -$21.9M |
|
582
Truist Financial
TFC
$64.7B
| $7.86M | 0.01% |
181,440
+181,434
| +3,023,900% | +$8.71M |
|
583
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $7.85M | 0.01% |
121,883
+121,882
| +12,188,200% | +$8.64M |
|
584
CALL
Carvana
CVNA
$81B
| $7.85M | 0.01% |
1,199,500
+899,500
| +300% | +$7.57M |
|
|
GRUB
585
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $7.83M | 0.01% |
+50,950
| New | +$9.56M |
|
586
Archer Daniels Midland
ADM
$38.6B
| $7.81M | 0.01% |
+190,706
| New | +$8.89M |
|
587
Yum! Brands
YUM
$41.2B
| $7.77M | 0.01% |
+84,506
| New | +$7.55M |
|
588
PUT
RH
RH
$3.4B
| $7.75M | 0.01% |
64,700
+61,200
| +1,749% | +$7.36M |
|
589
CALL
Carnival Corporation Ltd
CCL
$38.9B
| $7.75M | 0.01% |
157,100
-13,200
| -8% | -$756K |
|
590
CALL
Parker-Hannifin
PH
$134B
| $7.74M | 0.01% |
+51,900
| New | +$8.4M |
|
591
PUT
Herbalife
HLF
$1.28B
| $7.74M | 0.01% |
131,200
-21,500
| -14% | -$1.19M |
|
592
PUT
First Solar
FSLR
$24B
| $7.72M | 0.01% |
+181,800
| New | +$7.98M |
|
593
Eli Lilly
LLY
$1.08T
| $7.68M | 0.01% |
66,333
+21,961
| +49% | +$2.45M |
|
594
CALL
Exelixis
EXEL
$12.5B
| $7.67M | 0.01% |
390,000
-25,000
| -6% | -$446K |
|
595
BHP
BHP
$222B
| $7.65M | 0.01% |
+177,542
| New | +$7.44M |
|
|
GG
596
DELISTED
Goldcorp Inc
GG
| $7.56M | 0.01% |
771,120
+515,022
| +201% | +$5M |
|
597
PUT
PNC Financial Services
PNC
$102B
| $7.55M | 0.01% |
64,600
+56,000
| +651% | +$7.15M |
|
598
PUT
Itaú Unibanco
ITUB
$80.9B
| $7.53M | 0.01% |
1,132,653
-53,324
| -4% | -$343K |
|
599
PUT
Marvell Technology
MRVL
$199B
| $7.53M | 0.01% |
465,200
+393,000
| +544% | +$6.51M |
|
600
Snap
SNAP
$8.96B
| $7.51M | 0.01% |
1,363,449
-621,881
| -31% | -$4.04M |
|
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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.