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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 | |
|---|---|---|---|---|---|---|
201
PUT
Nike
NKE
$61.2B
| $47.1M | 0.06% |
634,700
+162,700
| +34% | +$12.2M |
|
|
EBIX
202
CALL
DELISTED
Ebix Inc
EBIX
| $46.8M | 0.06% |
+1,100,000
| New | +$58.6M |
|
203
CALL
Elevance Health
ELV
$86.6B
| $46.5M | 0.06% |
177,000
+84,600
| +92% | +$23.3M |
|
204
PUT
Mastercard
MA
$490B
| $46M | 0.06% |
244,000
+104,300
| +75% | +$20.7M |
|
205
CALL
Wynn Resorts
WYNN
$10.6B
| $45.8M | 0.06% |
463,200
+303,400
| +190% | +$32.7M |
|
206
CALL
Goldman Sachs
GS
$302B
| $45.6M | 0.06% |
272,800
+66,600
| +32% | +$13.4M |
|
207
NVIDIA
NVDA
$5.46T
| $45.5M | 0.06% |
13,640,520
+1,021,960
| +8% | +$4.89M |
|
208
PUT
Merck
MRK
$328B
| $45.4M | 0.06% |
622,931
+405,471
| +186% | +$28.6M |
|
|
WBA
209
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $45.4M | 0.06% |
664,300
+427,600
| +181% | +$33.2M |
|
210
PUT
Alphabet (Google) Class A
GOOGL
$4.24T
| $44.8M | 0.06% |
858,000
+60,000
| +8% | +$3.24M |
|
211
PUT
NetEase
NTES
$79.5B
| $43.6M | 0.06% |
926,000
+413,000
| +81% | +$18.6M |
|
212
PUT
Procter & Gamble
PG
$335B
| $43.4M | 0.06% |
471,800
+24,900
| +6% | +$2.23M |
|
213
CALL
PNC Financial Services
PNC
$102B
| $43.4M | 0.06% |
370,800
+366,600
| +8,729% | +$46.8M |
|
|
TWTR
214
CALL
DELISTED
Twitter, Inc.
TWTR
| $42.7M | 0.06% |
1,486,700
+331,700
| +29% | +$10.4M |
|
215
CALL
Hasbro
HAS
$13.4B
| $42.5M | 0.06% |
523,000
+512,500
| +4,881% | +$47.7M |
|
216
iShares MSCI EAFE ETF
EFA
$80.3B
| $41.9M | 0.06% |
713,323
+713,322
| +71,332,200% | +$44.6M |
|
217
PUT
Amgen
AMGN
$226B
| $41.5M | 0.05% |
213,400
+4,100
| +2% | +$800K |
|
218
CALL
Nucor
NUE
$61.7B
| $41.2M | 0.05% |
794,500
+543,400
| +216% | +$32.1M |
|
219
CALL
Constellation Brands
STZ
$22.9B
| $40.9M | 0.05% |
254,100
-20,700
| -8% | -$4.11M |
|
220
PUT
Bristol-Myers Squibb
BMY
$132B
| $40.5M | 0.05% |
778,700
-99,700
| -11% | -$5.36M |
|
221
PUT
GE Aerospace
GE
$374B
| $40.3M | 0.05% |
1,109,602
+702,356
| +172% | +$31.7M |
|
222
PUT
SPDR Gold Trust
GLD
$142B
| $39.1M | 0.05% |
322,700
-106,000
| -25% | -$12.3M |
|
223
CALL
Edgewell Personal Care
EPC
$1.32B
| $39.1M | 0.05% |
1,047,400
-281,100
| -21% | -$12.3M |
|
224
CALL
CSX Corp
CSX
$92.8B
| $39M | 0.05% |
1,885,200
+1,757,700
| +1,379% | +$40.4M |
|
225
Union Pacific
UNP
$174B
| $38.6M | 0.05% |
+279,370
| New | +$41.4M |
|
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.