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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 | |
|---|---|---|---|---|---|---|
1001
Papa John's
PZZA
$801M
| $2.33M | ﹤0.01% |
58,417
-152,264
| -72% | -$7.68M |
|
|
CLDR
1002
PUT
DELISTED
Cloudera, Inc.
CLDR
| $2.32M | ﹤0.01% |
+210,000
| New | +$2.79M |
|
1003
Hershey
HSY
$36.6B
| $2.32M | ﹤0.01% |
+21,668
| New | +$2.3M |
|
1004
uniQure
QURE
$3.12B
| $2.32M | ﹤0.01% |
80,579
-335,341
| -81% | -$9.33M |
|
1005
CALL
Aramark
ARMK
$15.9B
| $2.32M | ﹤0.01% |
+110,800
| New | +$2.88M |
|
|
SC
1006
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $2.32M | ﹤0.01% |
+131,803
| New | +$2.45M |
|
1007
CALL
O'Reilly Automotive
ORLY
$74.9B
| $2.31M | ﹤0.01% |
+100,500
| New | +$2.29M |
|
|
AGN
1008
DELISTED
Allergan plc
AGN
| $2.31M | ﹤0.01% |
17,261
-17,679
| -51% | -$2.9M |
|
1009
PUT
Ross Stores
ROST
$80.8B
| $2.3M | ﹤0.01% |
27,700
+18,500
| +201% | +$1.68M |
|
1010
CarMax
KMX
$8.26B
| $2.3M | ﹤0.01% |
36,717
+26,879
| +273% | +$1.77M |
|
1011
CALL
Archer Daniels Midland
ADM
$38.8B
| $2.3M | ﹤0.01% |
56,200
-229,000
| -80% | -$10.7M |
|
1012
PUT
Edwards Lifesciences
EW
$54B
| $2.3M | ﹤0.01% |
45,000
| – | – |
|
1013
D.R. Horton
DHI
$42.2B
| $2.29M | ﹤0.01% |
+66,125
| New | +$2.41M |
|
1014
PUT
Dave & Buster's
PLAY
$349M
| $2.27M | ﹤0.01% |
+51,000
| New | +$2.87M |
|
|
FTR
1015
PUT
DELISTED
Frontier Communications Corp.
FTR
| $2.27M | ﹤0.01% |
954,000
| – | – |
|
|
NATI
1016
PUT
DELISTED
National Instruments Corp
NATI
| $2.27M | ﹤0.01% |
+50,000
| New | +$2.33M |
|
|
CTRA
1017
DELISTED
Coterra Energy
CTRA
| $2.27M | ﹤0.01% |
101,485
+34,010
| +50% | +$821K |
|
1018
PUT
Viatris
VTRS
$18.7B
| $2.27M | ﹤0.01% |
82,700
-27,900
| -25% | -$904K |
|
1019
PUT
Visteon
VC
$2.83B
| $2.26M | ﹤0.01% |
+37,500
| New | +$2.83M |
|
1020
CALL
Peoples Bancorp
PEBO
$1.47B
| $2.26M | ﹤0.01% |
+75,000
| New | +$2.5M |
|
|
PGNX
1021
PUT
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $2.25M | ﹤0.01% |
535,000
-160,000
| -23% | -$815K |
|
1022
PUT
General Mills
GIS
$20.2B
| $2.24M | ﹤0.01% |
57,600
+40,400
| +235% | +$1.71M |
|
1023
State Street Energy Select Sector SPDR ETF
XLE
$39.8B
| $2.23M | ﹤0.01% |
77,750
+77,748
| +3,887,400% | +$2.6M |
|
1024
CALL
Valley National Bancorp
VLY
$8.16B
| $2.22M | ﹤0.01% |
+250,000
| New | +$2.52M |
|
1025
CALL
Owens Corning
OC
$12.6B
| $2.21M | ﹤0.01% |
+50,200
| New | +$2.43M |
|
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.