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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 | |
|---|---|---|---|---|---|---|
126
CALL
iShares MSCI Brazil ETF
EWZ
$8.55B
| $98.2M | 0.13% |
2,571,700
-3,022,800
| -54% | -$117M |
|
127
CALL
iShares MSCI ACWI ETF
ACWI
$33.6B
| $96.2M | 0.13% |
1,500,000
| – | – |
|
|
128
PUT
iShares MSCI ACWI ETF
ACWI
$33.6B
| $96.2M | 0.13% |
1,500,000
-10,000
| -0.7% | -$687K |
|
|
XYZ
129
PUT
Block Inc
XYZ
$49.9B
| $96.1M | 0.13% |
1,714,100
+396,200
| +30% | +$28M |
|
|
130
iShares MSCI ACWI ETF
ACWI
$33.6B
| $95.8M | 0.13% |
1,492,558
+1,492,557
| +149,255,700% | +$102M |
|
131
PUT
Comcast
CMCSA
$92.9B
| $93.8M | 0.12% |
2,754,000
+579,800
| +27% | +$21.2M |
|
132
CALL
AbbVie
ABBV
$443B
| $93.1M | 0.12% |
1,009,900
+497,700
| +97% | +$43.8M |
|
133
CALL
Petrobras
PBR
$115B
| $92.8M | 0.12% |
7,131,100
+5,249,500
| +279% | +$76M |
|
134
PUT
United States Oil Fund
USO
$1.77B
| $92.7M | 0.12% |
1,199,413
+22,863
| +2% | +$2.3M |
|
135
Morgan Stanley
MS
$343B
| $91.5M | 0.12% |
2,306,632
+1,546,594
| +203% | +$67.5M |
|
136
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
| $89M | 0.12% |
1,902,300
-456,700
| -19% | -$24.4M |
|
137
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
| $87M | 0.12% |
1,715,700
+205,300
| +14% | +$11.3M |
|
|
XYZ
138
CALL
Block Inc
XYZ
$49.9B
| $84.9M | 0.11% |
1,514,100
+1,480,300
| +4,380% | +$105M |
|
139
PUT
Coca-Cola
KO
$376B
| $83.9M | 0.11% |
1,771,500
+1,044,900
| +144% | +$50M |
|
140
Merck
MRK
$334B
| $83.7M | 0.11% |
+1,147,960
| New | +$81M |
|
141
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
| $83.7M | 0.11% |
688,705
+688,704
| +68,870,400% | +$79.7M |
|
142
CALL
Chipotle Mexican Grill
CMG
$41.3B
| $82.3M | 0.11% |
9,525,000
+5,185,000
| +119% | +$46.9M |
|
143
CALL
Union Pacific
UNP
$174B
| $81.8M | 0.11% |
591,700
+175,500
| +42% | +$26M |
|
144
Goldman Sachs
GS
$304B
| $81.1M | 0.11% |
485,592
+460,877
| +1,865% | +$93M |
|
|
145
PUT
JD.com
JD
$39.6B
| $81M | 0.11% |
3,869,000
-1,533,000
| -28% | -$34.3M |
|
146
CALL
iShares MSCI EAFE ETF
EFA
$80.3B
| $80.1M | 0.11% |
1,363,500
-7,647,000
| -85% | -$478M |
|
147
CALL
Expedia Group
EXPE
$39.1B
| $79.5M | 0.11% |
705,600
+126,200
| +22% | +$15.1M |
|
148
CALL
Bank of America
BAC
$448B
| $78.7M | 0.1% |
3,194,600
+637,200
| +25% | +$17.3M |
|
149
CALL
ExxonMobil
XOM
$652B
| $77.4M | 0.1% |
1,135,700
+504,200
| +80% | +$39.6M |
|
150
CALL
UnitedHealth
UNH
$358B
| $76M | 0.1% |
305,100
+160,100
| +110% | +$42.3M |
|
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.