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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 | |
|---|---|---|---|---|---|---|
976
CALL
T-Mobile US
TMUS
$192B
| $2.45M | ﹤0.01% |
38,600
+8,100
| +27% | +$544K |
|
|
PVG
977
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.45M | ﹤0.01% |
290,000
| – | – |
|
|
CIT
978
CALL
DELISTED
CIT Group Inc.
CIT
| $2.44M | ﹤0.01% |
63,800
| – | – |
|
|
PTLA
979
PUT
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $2.44M | ﹤0.01% |
+125,000
| New | +$2.57M |
|
980
PUT
Churchill Downs
CHDN
$6.18B
| $2.44M | ﹤0.01% |
+60,000
| New | +$2.65M |
|
981
Accenture
ACN
$110B
| $2.44M | ﹤0.01% |
17,291
+9,036
| +109% | +$1.43M |
|
982
DuPont de Nemours
DD
$19.5B
| $2.44M | ﹤0.01% |
17,976
-72,890
| -80% | -$10.5M |
|
983
CALL
Comtech Telecommunications
CMTL
$51.8M
| $2.43M | ﹤0.01% |
100,000
-53,900
| -35% | -$1.51M |
|
984
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $2.42M | ﹤0.01% |
95,200
| – | – |
|
985
Ford
F
$55.7B
| $2.42M | ﹤0.01% |
+316,530
| New | +$2.82M |
|
986
CALL
Huntsman Corp
HUN
$1.83B
| $2.41M | ﹤0.01% |
125,000
| – | – |
|
|
TRCO
987
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $2.41M | ﹤0.01% |
53,117
+29,247
| +123% | +$1.18M |
|
988
PUT
Conagra Brands
CAG
$7.14B
| $2.41M | ﹤0.01% |
112,700
+31,500
| +39% | +$1.02M |
|
989
PUT
Macy's
M
$6.45B
| $2.4M | ﹤0.01% |
80,300
-82,600
| -51% | -$2.72M |
|
|
CELG
990
DELISTED
Celgene Corp
CELG
| $2.4M | ﹤0.01% |
+37,379
| New | +$2.76M |
|
|
DNKN
991
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.39M | ﹤0.01% |
37,200
+1,400
| +4% | +$99.5K |
|
|
X
992
CALL
DELISTED
US Steel
X
| $2.37M | ﹤0.01% |
129,700
-482,600
| -79% | -$12.1M |
|
993
CALL
Allegiant Air
ALGT
$2.42B
| $2.37M | ﹤0.01% |
+23,600
| New | +$2.82M |
|
994
PUT
Popular Inc
BPOP
$11.2B
| $2.36M | ﹤0.01% |
+50,000
| New | +$2.58M |
|
995
United Rentals
URI
$71.2B
| $2.36M | ﹤0.01% |
+23,028
| New | +$2.77M |
|
|
K
996
CALL
DELISTED
Kellanova
K
| $2.36M | ﹤0.01% |
44,091
+7,881
| +22% | +$476K |
|
|
STI
997
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $2.35M | ﹤0.01% |
46,600
-54,000
| -54% | -$3.23M |
|
|
GPOR
998
CALL
DELISTED
Gulfport Energy Corp.
GPOR
| $2.35M | ﹤0.01% |
358,200
| – | – |
|
999
Kroger
KR
$34.5B
| $2.34M | ﹤0.01% |
+85,163
| New | +$2.47M |
|
1000
Aflac
AFL
$60.7B
| $2.33M | ﹤0.01% |
51,094
+44,587
| +685% | +$1.98M |
|
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.