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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 | |
|---|---|---|---|---|---|---|
651
PUT
Trade Desk
TTD
$6.82B
| $6.37M | 0.01% |
548,000
+467,000
| +577% | +$5.85M |
|
652
PUT
H&R Block
HRB
$6.78B
| $6.34M | 0.01% |
250,000
| – | – |
|
653
Caterpillar
CAT
$394B
| $6.33M | 0.01% |
49,837
-13,995
| -22% | -$1.82M |
|
654
PUT
General Dynamics
GD
$106B
| $6.29M | 0.01% |
+40,000
| New | +$7.17M |
|
655
Workday
WDAY
$51.9B
| $6.28M | 0.01% |
39,309
+30,250
| +334% | +$4.29M |
|
656
CALL
Intercontinental Exchange
ICE
$86.6B
| $6.27M | 0.01% |
83,200
+1,200
| +1% | +$92K |
|
657
CALL
General Mills
GIS
$20.7B
| $6.26M | 0.01% |
160,900
+137,800
| +597% | +$5.82M |
|
658
CALL
Eaton
ETN
$177B
| $6.25M | 0.01% |
91,000
+21,000
| +30% | +$1.57M |
|
659
CALL
Vertex Pharmaceuticals
VRTX
$131B
| $6.25M | 0.01% |
+37,700
| New | +$6.53M |
|
660
PUT
Arista Networks
ANET
$263B
| $6.23M | 0.01% |
473,600
-926,400
| -66% | -$13.3M |
|
|
FIT
661
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $6.23M | 0.01% |
+1,252,700
| New | +$6.46M |
|
662
CALL
ON Semiconductor
ON
$32.1B
| $6.22M | 0.01% |
376,600
+307,300
| +443% | +$5.31M |
|
663
United Airlines
UAL
$41.2B
| $6.21M | 0.01% |
74,198
-27,466
| -27% | -$2.41M |
|
664
CALL
JetBlue
JBLU
$2.2B
| $6.19M | 0.01% |
385,400
+1,000
| +0.3% | +$17.4K |
|
665
CALL
Lumen
LUMN
$6.62B
| $6.06M | 0.01% |
399,800
-480,000
| -55% | -$9.16M |
|
|
ENDP
666
PUT
DELISTED
Endo International plc
ENDP
| $6.02M | 0.01% |
824,100
+474,100
| +135% | +$6.5M |
|
667
PUT
United Parcel Service
UPS
$89.8B
| $5.97M | 0.01% |
61,200
-222,200
| -78% | -$24.1M |
|
668
PUT
TE Connectivity
TEL
$62.5B
| $5.97M | 0.01% |
+78,900
| New | +$6.08M |
|
|
WW
669
CALL
DELISTED
WW International
WW
| $5.97M | 0.01% |
154,700
+12,900
| +9% | +$708K |
|
|
X
670
DELISTED
US Steel
X
| $5.94M | 0.01% |
325,498
+270,039
| +487% | +$6.76M |
|
671
CME Group
CME
$95.5B
| $5.93M | 0.01% |
31,500
+1,500
| +5% | +$277K |
|
672
CALL
Kraft Heinz
KHC
$29.9B
| $5.91M | 0.01% |
137,200
-67,500
| -33% | -$3.5M |
|
673
Lockheed Martin
LMT
$138B
| $5.89M | 0.01% |
22,478
-86,520
| -79% | -$26.3M |
|
674
CALL
iShares US Home Construction ETF
ITB
$2.37B
| $5.86M | 0.01% |
+195,000
| New | +$6.14M |
|
675
Lincoln National
LNC
$8.61B
| $5.85M | 0.01% |
113,961
-12,616
| -10% | -$767K |
|
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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.