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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 | |
|---|---|---|---|---|---|---|
|
VMW
726
DELISTED
VMware, Inc
VMW
| $4.75M | 0.01% |
34,656
+2,384
| +7% | +$360K |
|
727
CALL
Freeport-McMoran
FCX
$96.8B
| $4.74M | 0.01% |
460,000
-432,300
| -48% | -$5.04M |
|
728
PUT
Nomad Foods
NOMD
$1.61B
| $4.73M | 0.01% |
+283,000
| New | +$5.38M |
|
|
FITB
729
Fifth Third Bancorp
FITB
$52.4B
| $4.7M | 0.01% |
199,791
+119,804
| +150% | +$3.15M |
|
730
Autodesk
ADSK
$52.3B
| $4.69M | 0.01% |
36,453
+32,822
| +904% | +$4.43M |
|
731
Las Vegas Sands
LVS
$29.6B
| $4.69M | 0.01% |
+90,045
| New | +$4.88M |
|
732
PUT
Trip.com Group
TCOM
$28.8B
| $4.66M | 0.01% |
172,300
-24,700
| -13% | -$753K |
|
733
PUT
Colgate-Palmolive
CL
$73.8B
| $4.65M | 0.01% |
78,100
-72,600
| -48% | -$4.54M |
|
734
PUT
Martin Marietta Materials
MLM
$32.6B
| $4.64M | 0.01% |
27,000
+2,000
| +8% | +$355K |
|
735
PUT
NXP Semiconductors
NXPI
$59.1B
| $4.63M | 0.01% |
63,200
-1,800
| -3% | -$143K |
|
736
PUT
BlackBerry
BB
$5.2B
| $4.62M | 0.01% |
650,000
+600,000
| +1,200% | +$5.29M |
|
737
Applied Materials
AMAT
$437B
| $4.6M | 0.01% |
140,518
-41,553
| -23% | -$1.42M |
|
738
PUT
Kimberly-Clark
KMB
$36.3B
| $4.6M | 0.01% |
40,400
-16,500
| -29% | -$1.83M |
|
739
PUT
Devon Energy
DVN
$49.5B
| $4.58M | 0.01% |
202,900
-84,000
| -29% | -$2.58M |
|
|
740
CALL
Devon Energy
DVN
$49.5B
| $4.57M | 0.01% |
202,800
-46,800
| -19% | -$1.44M |
|
741
Synchrony
SYF
$25.6B
| $4.57M | 0.01% |
194,576
+194,520
| +347,357% | +$5.26M |
|
742
CALL
The Mosaic Company
MOS
$7.18B
| $4.56M | 0.01% |
155,900
+95,900
| +160% | +$3.16M |
|
|
RTN
743
DELISTED
Raytheon Company
RTN
| $4.54M | 0.01% |
+29,638
| New | +$5.31M |
|
|
TIF
744
CALL
DELISTED
Tiffany & Co.
TIF
| $4.54M | 0.01% |
56,500
-7,700
| -12% | -$785K |
|
745
CALL
Innoviva
INVA
$1.51B
| $4.53M | 0.01% |
+259,300
| New | +$4.21M |
|
746
PUT
Blackrock
BLK
$179B
| $4.52M | 0.01% |
11,500
+900
| +8% | +$369K |
|
|
CRC
747
DELISTED
California Resources Corporation
CRC
| $4.52M | 0.01% |
265,184
+255,947
| +2,771% | +$7.29M |
|
748
CALL
MetLife
MET
$61.5B
| $4.5M | 0.01% |
109,700
-234,500
| -68% | -$10.1M |
|
749
PNC Financial Services
PNC
$102B
| $4.49M | 0.01% |
38,395
+38,321
| +51,785% | +$4.89M |
|
750
PUT
Marathon Petroleum
MPC
$96.1B
| $4.49M | 0.01% |
75,900
+34,000
| +81% | +$2.32M |
|
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.