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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 | |
|---|---|---|---|---|---|---|
901
CALL
Alaska Air
ALK
$5.4B
| $3.04M | ﹤0.01% |
50,000
| – | – |
|
902
CALL
Microchip Technology
MCHP
$44B
| $3.04M | ﹤0.01% |
84,400
+82,800
| +5,175% | +$2.92M |
|
|
SFLY
903
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $3.03M | ﹤0.01% |
75,200
-24,800
| -25% | -$1.3M |
|
|
K
904
PUT
DELISTED
Kellanova
K
| $3.02M | ﹤0.01% |
+56,445
| New | +$3.41M |
|
905
iShares MSCI Australia ETF
EWA
$1.46B
| $3M | ﹤0.01% |
156,065
+116,508
| +295% | +$2.39M |
|
|
HES
906
CALL
DELISTED
Hess
HES
| $3M | ﹤0.01% |
74,300
+70,700
| +1,964% | +$4.03M |
|
907
PUT
Valero Energy
VLO
$93.3B
| $2.98M | ﹤0.01% |
39,900
-19,900
| -33% | -$1.75M |
|
908
Boston Properties
BXP
$10.8B
| $2.98M | ﹤0.01% |
+26,470
| New | +$3.21M |
|
909
PUT
Spotify
SPOT
$103B
| $2.97M | ﹤0.01% |
26,200
+4,200
| +19% | +$587K |
|
910
Sony
SONY
$138B
| $2.97M | ﹤0.01% |
307,710
+307,360
| +87,817% | +$3.25M |
|
911
PUT
Altria Group
MO
$109B
| $2.96M | ﹤0.01% |
59,800
+37,500
| +168% | +$2.17M |
|
912
CALL
Columbia Sportswear
COLM
$2.88B
| $2.94M | ﹤0.01% |
+35,000
| New | +$3.1M |
|
913
PUT
Cemex
CX
$16.1B
| $2.94M | ﹤0.01% |
610,000
| – | – |
|
914
PUT
TSMC
TSM
$2.19T
| $2.92M | ﹤0.01% |
79,100
-105,100
| -57% | -$4M |
|
915
CALL
CarMax
KMX
$8.26B
| $2.91M | ﹤0.01% |
46,400
-27,600
| -37% | -$1.82M |
|
916
CALL
Macerich
MAC
$6.96B
| $2.9M | ﹤0.01% |
67,100
-56,700
| -46% | -$2.8M |
|
|
MRO
917
DELISTED
Marathon Oil Corporation
MRO
| $2.9M | ﹤0.01% |
202,021
-1,229
| -0.6% | -$21.9K |
|
918
CALL
First Horizon
FHN
$12B
| $2.9M | ﹤0.01% |
220,000
| – | – |
|
919
Whirlpool
WHR
$2.84B
| $2.89M | ﹤0.01% |
27,046
+8,364
| +45% | +$949K |
|
920
SLB Ltd
SLB
$79.7B
| $2.85M | ﹤0.01% |
79,012
-185,597
| -70% | -$9.16M |
|
921
Hewlett Packard
HPE
$72B
| $2.85M | ﹤0.01% |
215,667
+188,785
| +702% | +$2.83M |
|
922
PUT
Huntington Bancshares
HBAN
$35.9B
| $2.84M | ﹤0.01% |
+238,300
| New | +$3.31M |
|
923
Bristol-Myers Squibb
BMY
$130B
| $2.83M | ﹤0.01% |
54,406
-61,111
| -53% | -$3.28M |
|
|
RSX
924
CALL
DELISTED
VanEck Russia ETF
RSX
| $2.81M | ﹤0.01% |
150,000
-1,600,000
| -91% | -$32.9M |
|
925
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $2.81M | ﹤0.01% |
111,200
+54,400
| +96% | +$1.45M |
|
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.