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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 | |
|---|---|---|---|---|---|---|
1026
PUT
B&G Foods
BGS
$277M
| $2.19M | ﹤0.01% |
75,900
-1,506,400
| -95% | -$43.1M |
|
1027
CALL
United Rentals
URI
$71.2B
| $2.19M | ﹤0.01% |
21,300
-26,400
| -55% | -$3.18M |
|
1028
CALL
Sarepta Therapeutics
SRPT
$1.92B
| $2.18M | ﹤0.01% |
20,000
| – | – |
|
|
KSU
1029
DELISTED
Kansas City Southern
KSU
| $2.18M | ﹤0.01% |
22,872
+22,651
| +10,249% | +$2.3M |
|
1030
Liberty Global Class C
LBTYK
$3.4B
| $2.18M | ﹤0.01% |
105,403
+99,566
| +1,706% | +$2.38M |
|
1031
PUT
EOG Resources
EOG
$75.2B
| $2.17M | ﹤0.01% |
24,900
-86,900
| -78% | -$9.31M |
|
1032
CALL
Universal Corp
UVV
$1.15B
| $2.17M | ﹤0.01% |
+40,000
| New | +$2.58M |
|
|
1033
PUT
Universal Corp
UVV
$1.15B
| $2.17M | ﹤0.01% |
+40,000
| New | +$2.58M |
|
1034
American Express
AXP
$230B
| $2.16M | ﹤0.01% |
22,632
+18,968
| +518% | +$1.98M |
|
|
FTR
1035
DELISTED
Frontier Communications Corp.
FTR
| $2.15M | ﹤0.01% |
904,269
-23,206
| -3% | -$98.3K |
|
|
RHT
1036
CALL
DELISTED
Red Hat Inc
RHT
| $2.14M | ﹤0.01% |
12,200
-18,700
| -61% | -$2.96M |
|
1037
Vicor
VICR
$9.72B
| $2.14M | ﹤0.01% |
56,616
-30,109
| -35% | -$1.1M |
|
1038
PUT
Liberty Global Class A
LBTYA
$3.48B
| $2.13M | ﹤0.01% |
100,000
| – | – |
|
1039
TAL Education Group
TAL
$6.75B
| $2.13M | ﹤0.01% |
79,855
-46,236
| -37% | -$1.23M |
|
|
EXAS
1040
CALL
DELISTED
Exact Sciences
EXAS
| $2.13M | ﹤0.01% |
33,700
-41,000
| -55% | -$2.81M |
|
1041
Illumina
ILMN
$29.1B
| $2.13M | ﹤0.01% |
7,287
-4,862
| -40% | -$1.51M |
|
1042
Impinj
PI
$5.32B
| $2.12M | ﹤0.01% |
+145,972
| New | +$2.86M |
|
|
BCOV
1043
PUT
DELISTED
Brightcove, Inc.
BCOV
| $2.12M | ﹤0.01% |
300,900
+213,000
| +242% | +$1.6M |
|
1044
CALL
LyondellBasell Industries
LYB
$20.7B
| $2.11M | ﹤0.01% |
25,300
-1,600
| -6% | -$146K |
|
1045
Spotify
SPOT
$103B
| $2.09M | ﹤0.01% |
18,436
+14,689
| +392% | +$2.05M |
|
|
GRMN
1046
CALL
Garmin
GRMN
$59.7B
| $2.09M | ﹤0.01% |
+33,000
| New | +$2.14M |
|
1047
CALL
Boston Scientific
BSX
$74.2B
| $2.06M | ﹤0.01% |
58,300
-44,800
| -43% | -$1.62M |
|
|
CXO
1048
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.06M | ﹤0.01% |
+20,000
| New | +$2.65M |
|
|
WW
1049
DELISTED
WW International
WW
| $2.06M | ﹤0.01% |
+53,308
| New | +$2.92M |
|
|
AAN.A
1050
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $2.04M | ﹤0.01% |
48,600
-45,900
| -49% | -$1.93M |
|
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.