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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 | |
|---|---|---|---|---|---|---|
|
MNDT
601
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $7.51M | 0.01% |
463,300
+420,300
| +977% | +$7.55M |
|
602
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $7.5M | 0.01% |
302,300
+18,100
| +6% | +$423K |
|
603
Halliburton
HAL
$27.4B
| $7.48M | 0.01% |
281,447
+8,487
| +3% | +$286K |
|
604
PUT
Accenture
ACN
$109B
| $7.46M | 0.01% |
52,900
+20,700
| +64% | +$3.27M |
|
|
BERY
605
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $7.42M | 0.01% |
+169,993
| New | +$7.26M |
|
|
SFLY
606
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $7.42M | 0.01% |
+184,200
| New | +$9.67M |
|
|
RTN
607
CALL
DELISTED
Raytheon Company
RTN
| $7.39M | 0.01% |
48,200
+3,200
| +7% | +$573K |
|
608
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $7.39M | 0.01% |
67,500
-96,600
| -59% | -$10.5M |
|
609
PUT
Kohl's
KSS
$2.23B
| $7.38M | 0.01% |
111,300
-203,400
| -65% | -$14.3M |
|
|
LNW
610
CALL
DELISTED
Light & Wonder
LNW
| $7.34M | 0.01% |
410,800
-232,300
| -36% | -$4.69M |
|
611
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $7.32M | 0.01% |
147,800
+8,600
| +6% | +$455K |
|
|
FL
612
PUT
DELISTED
Foot Locker
FL
| $7.28M | 0.01% |
136,800
+40,000
| +41% | +$2.01M |
|
613
Delta Air Lines
DAL
$60.1B
| $7.27M | 0.01% |
145,602
-68,038
| -32% | -$3.71M |
|
614
CALL
Boston Properties
BXP
$11B
| $7.25M | 0.01% |
64,400
+9,400
| +17% | +$1.14M |
|
|
CGC
615
CALL
Canopy Growth
CGC
$426M
| $7.18M | 0.01% |
26,730
-1,810
| -6% | -$680K |
|
616
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
| $7.13M | 0.01% |
248,600
+36,400
| +17% | +$1.22M |
|
617
CALL
Teva Pharmaceuticals
TEVA
$42.6B
| $7.09M | 0.01% |
459,600
+143,500
| +45% | +$2.94M |
|
618
CALL
HP
HPQ
$28.7B
| $7.07M | 0.01% |
345,500
+54,800
| +19% | +$1.28M |
|
619
CALL
VanEck Oil Services ETF
OIH
$1.95B
| $7.04M | 0.01% |
25,080
+24,475
| +4,045% | +$9.68M |
|
620
PUT
Universal Display
OLED
$4.18B
| $7.01M | 0.01% |
74,900
+41,600
| +125% | +$4.2M |
|
621
PUT
Las Vegas Sands
LVS
$29.6B
| $7M | 0.01% |
134,400
-36,900
| -22% | -$2M |
|
622
PUT
Monster Beverage
MNST
$91.5B
| $6.99M | 0.01% |
568,400
+504,400
| +788% | +$6.85M |
|
|
HAPN
623
PUT
Happen Inc
HAPN
$2.27B
| $6.95M | 0.01% |
528,180
+487,800
| +1,208% | +$8.04M |
|
624
PUT
SLB Ltd
SLB
$77.1B
| $6.93M | 0.01% |
192,200
-284,100
| -60% | -$14M |
|
|
CS
625
CALL
DELISTED
Credit Suisse Group
CS
| $6.9M | 0.01% |
635,000
+535,000
| +535% | +$6.62M |
|
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.