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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 | |
|---|---|---|---|---|---|---|
701
PUT
Yum China
YUMC
$16.4B
| $5.16M | 0.01% |
154,000
-131,800
| -46% | -$4.52M |
|
702
Palo Alto Networks
PANW
$313B
| $5.16M | 0.01% |
164,292
+89,568
| +120% | +$2.79M |
|
|
FITB
703
PUT
Fifth Third Bancorp
FITB
$52.4B
| $5.14M | 0.01% |
218,700
+34,900
| +19% | +$918K |
|
704
PUT
Microchip Technology
MCHP
$43.7B
| $5.13M | 0.01% |
142,600
+108,200
| +315% | +$3.82M |
|
705
CALL
Corning
GLW
$144B
| $5.1M | 0.01% |
169,100
-230,800
| -58% | -$7.36M |
|
706
CALL
Advance Auto Parts
AAP
$3.22B
| $5.08M | 0.01% |
+32,300
| New | +$5.4M |
|
|
ENDP
707
CALL
DELISTED
Endo International plc
ENDP
| $5.04M | 0.01% |
690,000
-170,000
| -20% | -$2.33M |
|
708
PUT
Royal Caribbean
RCL
$82.3B
| $4.99M | 0.01% |
51,000
-59,200
| -54% | -$6.49M |
|
709
CALL
PENN Entertainment
PENN
$2.58B
| $4.99M | 0.01% |
265,000
-37,100
| -12% | -$882K |
|
710
CALL
Universal Display
OLED
$4.23B
| $4.96M | 0.01% |
53,000
+37,500
| +242% | +$3.78M |
|
|
SKX
711
CALL
DELISTED
Skechers
SKX
| $4.94M | 0.01% |
216,000
-13,900
| -6% | -$365K |
|
712
PUT
Zimmer Biomet
ZBH
$18.2B
| $4.93M | 0.01% |
48,925
| – | – |
|
713
PUT
Cboe Global Markets
CBOE
$29.9B
| $4.89M | 0.01% |
50,000
| – | – |
|
714
CALL
Kinder Morgan
KMI
$70.6B
| $4.88M | 0.01% |
317,600
+298,000
| +1,520% | +$5.04M |
|
715
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$280M
| $4.88M | 0.01% |
24
| – | – |
|
716
CALL
Vanguard FTSE Europe ETF
VGK
$31B
| $4.86M | 0.01% |
100,000
| – | – |
|
|
717
Cboe Global Markets
CBOE
$29.9B
| $4.86M | 0.01% |
49,657
+4,035
| +9% | +$420K |
|
718
PUT
iShares Biotechnology ETF
IBB
$9.88B
| $4.86M | 0.01% |
50,300
-19,400
| -28% | -$2.06M |
|
|
FITB
719
CALL
Fifth Third Bancorp
FITB
$52.4B
| $4.85M | 0.01% |
206,200
+6,200
| +3% | +$163K |
|
720
CALL
Duke Energy
DUK
$96B
| $4.81M | 0.01% |
55,700
+1,200
| +2% | +$102K |
|
721
LGI Homes
LGIH
$1.32B
| $4.8M | 0.01% |
106,245
+101,462
| +2,121% | +$4.29M |
|
|
SPLK
722
PUT
DELISTED
Splunk Inc
SPLK
| $4.8M | 0.01% |
45,900
+39,300
| +595% | +$3.98M |
|
723
Hasbro
HAS
$13.6B
| $4.77M | 0.01% |
58,721
+31,945
| +119% | +$2.97M |
|
724
PUT
Southern Copper
SCCO
$163B
| $4.77M | 0.01% |
+169,207
| New | +$5.64M |
|
725
PUT
Cummins
CMI
$88.1B
| $4.76M | 0.01% |
35,700
-2,800
| -7% | -$395K |
|
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.