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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 | |
|---|---|---|---|---|---|---|
1076
CALL
International Paper
IP
$22.1B
| $1.91M | ﹤0.01% |
+50,054
| New | +$2.1M |
|
1077
PUT
KeyCorp
KEY
$24.3B
| $1.91M | ﹤0.01% |
129,500
+122,400
| +1,724% | +$2.15M |
|
1078
Sunrun
RUN
$2.42B
| $1.9M | ﹤0.01% |
174,176
-182,433
| -51% | -$2.31M |
|
1079
PUT
Zillow
Z
$7.68B
| $1.9M | ﹤0.01% |
60,000
| – | – |
|
1080
APA Corp
APA
$14.2B
| $1.89M | ﹤0.01% |
71,929
+71,717
| +33,829% | +$2.65M |
|
1081
CALL
Blackrock
BLK
$178B
| $1.89M | ﹤0.01% |
4,800
+3,300
| +220% | +$1.35M |
|
|
FL
1082
CALL
DELISTED
Foot Locker
FL
| $1.87M | ﹤0.01% |
35,200
+32,600
| +1,254% | +$1.64M |
|
1083
CALL
TJX Companies
TJX
$172B
| $1.87M | ﹤0.01% |
41,800
-519,800
| -93% | -$26.3M |
|
1084
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$231M
| $1.87M | ﹤0.01% |
88,300
+38,300
| +77% | +$941K |
|
1085
Popular Inc
BPOP
$11.2B
| $1.86M | ﹤0.01% |
39,314
+37,088
| +1,666% | +$1.91M |
|
1086
Viatris
VTRS
$18.7B
| $1.85M | ﹤0.01% |
67,504
+40,253
| +148% | +$1.3M |
|
1087
PUT
PG&E
PCG
$38.1B
| $1.85M | ﹤0.01% |
77,700
+73,800
| +1,892% | +$2.64M |
|
1088
Cigna
CI
$72.4B
| $1.83M | ﹤0.01% |
9,644
-68,706
| -88% | -$14.3M |
|
1089
PUT
Transocean
RIG
$6.49B
| $1.83M | ﹤0.01% |
263,500
-31,400
| -11% | -$320K |
|
1090
CALL
HF Sinclair
DINO
$15.2B
| $1.83M | ﹤0.01% |
+35,800
| New | +$2.19M |
|
1091
PUT
CF Industries
CF
$17.8B
| $1.83M | ﹤0.01% |
41,900
+20,800
| +99% | +$976K |
|
|
HES
1092
DELISTED
Hess
HES
| $1.82M | ﹤0.01% |
44,859
+29,671
| +195% | +$1.69M |
|
1093
Jones Lang LaSalle
JLL
$16.7B
| $1.81M | ﹤0.01% |
14,318
+14,223
| +14,972% | +$1.92M |
|
1094
Martin Marietta Materials
MLM
$33.3B
| $1.81M | ﹤0.01% |
10,533
+7,831
| +290% | +$1.39M |
|
1095
PUT
Abercrombie & Fitch
ANF
$5.24B
| $1.8M | ﹤0.01% |
90,000
| – | – |
|
1096
Novavax
NVAX
$1.31B
| $1.8M | ﹤0.01% |
+48,861
| New | +$1.89M |
|
|
ALXN
1097
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.79M | ﹤0.01% |
+18,386
| New | +$2.17M |
|
|
AMJ
1098
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $1.79M | ﹤0.01% |
80,000
| – | – |
|
1099
PUT
Wayfair
W
$14.1B
| $1.78M | ﹤0.01% |
19,800
+14,200
| +254% | +$1.49M |
|
1100
CALL
Sabre
SABR
$803M
| $1.77M | ﹤0.01% |
82,000
+22,500
| +38% | +$545K |
|
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.