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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 | |
|---|---|---|---|---|---|---|
1051
CALL
Deutsche Bank
DB
$71.8B
| $2.04M | ﹤0.01% |
250,000
| – | – |
|
1052
Brunswick
BC
$5.28B
| $2.03M | ﹤0.01% |
43,707
+43,681
| +168,004% | +$2.34M |
|
1053
US Bancorp
USB
$100B
| $2.02M | ﹤0.01% |
44,311
+36,767
| +487% | +$1.89M |
|
1054
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $2.02M | ﹤0.01% |
19,470
+19,469
| +1,946,900% | +$2.04M |
|
1055
PUT
Jack in the Box
JACK
$341M
| $2.02M | ﹤0.01% |
26,000
-7,600
| -23% | -$618K |
|
1056
Norwegian Cruise Line
NCLH
$8.59B
| $2.02M | ﹤0.01% |
+47,609
| New | +$2.31M |
|
1057
Vale
VALE
$60.9B
| $2.02M | ﹤0.01% |
152,996
+47,711
| +45% | +$682K |
|
1058
CALL
Matsons
MATX
$6.11B
| $2.02M | ﹤0.01% |
+63,000
| New | +$2.33M |
|
1059
CALL
First Financial Bancorp
FFBC
$3.57B
| $2.02M | ﹤0.01% |
85,000
-68,000
| -44% | -$1.79M |
|
|
JWN
1060
CALL
DELISTED
Nordstrom
JWN
| $2.02M | ﹤0.01% |
43,200
-369,800
| -90% | -$20.9M |
|
|
PGNX
1061
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $2.01M | ﹤0.01% |
478,657
+27,823
| +6% | +$142K |
|
|
DISH
1062
CALL
DELISTED
DISH Network Corp.
DISH
| $2.01M | ﹤0.01% |
80,500
+5,500
| +7% | +$173K |
|
1063
PUT
MasTec
MTZ
$21.9B
| $2.01M | ﹤0.01% |
49,500
-150,500
| -75% | -$6.48M |
|
1064
CALL
NeoGenomics
NEO
$2.12B
| $2.01M | ﹤0.01% |
+159,200
| New | +$2.37M |
|
1065
Southern Copper
SCCO
$164B
| $2.01M | ﹤0.01% |
+71,183
| New | +$2.37M |
|
1066
CALL
Transocean
RIG
$6.49B
| $2M | ﹤0.01% |
288,500
+27,700
| +11% | +$282K |
|
1067
ProShares Short VIX Short-Term Futures ETF
SVXY
$231M
| $2M | ﹤0.01% |
94,722
+94,122
| +15,687% | +$2.31M |
|
1068
CALL
Tower Semiconductor
TSEM
$28.2B
| $2M | ﹤0.01% |
135,900
-31,700
| -19% | -$528K |
|
1069
PUT
Equity Residential
EQR
$24.4B
| $1.98M | ﹤0.01% |
30,000
| – | – |
|
1070
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $1.97M | ﹤0.01% |
78,200
+41,200
| +111% | +$1.1M |
|
1071
PUT
APA Corp
APA
$14.2B
| $1.96M | ﹤0.01% |
74,800
+1,600
| +2% | +$59K |
|
|
MRSH
1072
Marsh
MRSH
$91.3B
| $1.95M | ﹤0.01% |
+24,412
| New | +$2.04M |
|
|
TRUE
1073
CALL
DELISTED
TrueCar
TRUE
| $1.93M | ﹤0.01% |
212,500
| – | – |
|
|
KSU
1074
PUT
DELISTED
Kansas City Southern
KSU
| $1.92M | ﹤0.01% |
20,000
+19,800
| +9,900% | +$2.01M |
|
|
SAGE
1075
DELISTED
Sage Therapeutics
SAGE
| $1.92M | ﹤0.01% |
20,013
+12,392
| +163% | +$1.42M |
|
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.