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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 | |
|---|---|---|---|---|---|---|
951
Upbound Group
UPBD
$1.11B
| $2.64M | ﹤0.01% |
+163,048
| New | +$2.37M |
|
952
Shopify
SHOP
$196B
| $2.64M | ﹤0.01% |
190,630
+30,570
| +19% | +$430K |
|
953
PUT
Restaurant Brands International
QSR
$25.6B
| $2.62M | ﹤0.01% |
50,000
| – | – |
|
954
PUT
Paychex
PAYX
$43.1B
| $2.61M | ﹤0.01% |
40,000
| – | – |
|
955
Royal Caribbean
RCL
$82.1B
| $2.6M | ﹤0.01% |
+26,581
| New | +$2.91M |
|
|
APC
956
CALL
DELISTED
Anadarko Petroleum
APC
| $2.59M | ﹤0.01% |
59,000
-74,600
| -56% | -$4.21M |
|
957
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $2.58M | ﹤0.01% |
31,849
+31,848
| +3,184,800% | +$2.67M |
|
|
CTRA
958
PUT
DELISTED
Coterra Energy
CTRA
| $2.57M | ﹤0.01% |
115,000
+15,000
| +15% | +$362K |
|
|
DATA
959
DELISTED
Tableau Software, Inc.
DATA
| $2.57M | ﹤0.01% |
+21,407
| New | +$2.39M |
|
960
PUT
Norwegian Cruise Line
NCLH
$8.59B
| $2.56M | ﹤0.01% |
60,300
-139,900
| -70% | -$6.78M |
|
961
PUT
Corning
GLW
$137B
| $2.55M | ﹤0.01% |
84,600
+74,300
| +721% | +$2.37M |
|
962
Zimmer Biomet
ZBH
$18.5B
| $2.55M | ﹤0.01% |
25,327
+4,417
| +21% | +$497K |
|
|
JOYY
963
PUT
JOYY Inc
JOYY
$3.7B
| $2.54M | ﹤0.01% |
42,500
-25,000
| -37% | -$1.63M |
|
964
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $2.54M | ﹤0.01% |
29,338
-54,797
| -65% | -$4.96M |
|
965
PUT
Under Armour
UAA
$2.29B
| $2.52M | ﹤0.01% |
142,900
-256,000
| -64% | -$5.26M |
|
|
XEC
966
DELISTED
CIMAREX ENERGY CO
XEC
| $2.52M | ﹤0.01% |
40,926
+36,412
| +807% | +$2.99M |
|
967
PUT
O'Reilly Automotive
ORLY
$74.9B
| $2.51M | ﹤0.01% |
+109,500
| New | +$2.49M |
|
968
CALL
Sunrun
RUN
$2.42B
| $2.51M | ﹤0.01% |
230,400
-519,600
| -69% | -$6.57M |
|
|
GAP
969
The Gap Inc
GAP
$7.55B
| $2.51M | ﹤0.01% |
97,339
-69,082
| -42% | -$1.85M |
|
970
PUT
D.R. Horton
DHI
$42.2B
| $2.49M | ﹤0.01% |
71,900
+46,900
| +188% | +$1.71M |
|
971
RTX Corp
RTX
$302B
| $2.49M | ﹤0.01% |
37,175
-131,396
| -78% | -$10.3M |
|
972
CALL
BioMarin Pharmaceuticals
BMRN
$13.5B
| $2.49M | ﹤0.01% |
29,200
| – | – |
|
|
SGI
973
CALL
Somnigroup International
SGI
$13.7B
| $2.48M | ﹤0.01% |
240,000
-200,000
| -45% | -$2.4M |
|
974
PUT
Boston Scientific
BSX
$74.2B
| $2.48M | ﹤0.01% |
70,200
+54,400
| +344% | +$1.97M |
|
975
CALL
Plains All American Pipeline
PAA
$16.3B
| $2.48M | ﹤0.01% |
123,800
| – | – |
|
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.