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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 | |
|---|---|---|---|---|---|---|
376
PUT
Vale
VALE
$58.7B
| $16.9M | 0.02% |
1,281,300
-71,400
| -5% | -$1.02M |
|
|
GG
377
PUT
DELISTED
Goldcorp Inc
GG
| $16.7M | 0.02% |
1,703,100
+960,600
| +129% | +$9.32M |
|
378
Home Depot
HD
$341B
| $16.7M | 0.02% |
97,134
+32,577
| +50% | +$5.84M |
|
|
SCHW
379
CALL
Charles Schwab
SCHW
$190B
| $16.6M | 0.02% |
400,400
-15,600
| -4% | -$706K |
|
380
PUT
Freeport-McMoran
FCX
$93.6B
| $16.6M | 0.02% |
1,611,500
-442,400
| -22% | -$5.16M |
|
381
CALL
Baidu
BIDU
$35.5B
| $16.6M | 0.02% |
104,600
+30,000
| +40% | +$5.6M |
|
382
PUT
CSX Corp
CSX
$92.9B
| $16.5M | 0.02% |
798,600
+613,200
| +331% | +$14.1M |
|
383
PUT
Lam Research
LRCX
$422B
| $16.5M | 0.02% |
1,214,000
-598,000
| -33% | -$8.57M |
|
384
CALL
Monster Beverage
MNST
$91.4B
| $16.5M | 0.02% |
1,342,800
+236,800
| +21% | +$3.21M |
|
385
CALL
DuPont de Nemours
DD
$19.5B
| $16.5M | 0.02% |
121,821
+48,926
| +67% | +$7.03M |
|
|
CELG
386
PUT
DELISTED
Celgene Corp
CELG
| $16.5M | 0.02% |
257,300
-57,900
| -18% | -$4.27M |
|
387
PUT
Berkshire Hathaway Class B
BRK.B
$1.09T
| $16.5M | 0.02% |
80,600
+40,600
| +102% | +$8.48M |
|
388
PUT
Twilio
TWLO
$38.3B
| $16.5M | 0.02% |
184,200
+151,000
| +455% | +$12.3M |
|
389
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $16.4M | 0.02% |
189,300
+1,500
| +0.8% | +$136K |
|
390
Advanced Micro Devices
AMD
$789B
| $16.4M | 0.02% |
886,146
+286,146
| +48% | +$6.19M |
|
391
PUT
Thermo Fisher Scientific
TMO
$220B
| $16.3M | 0.02% |
72,900
+30,400
| +72% | +$7.13M |
|
|
RHT
392
PUT
DELISTED
Red Hat Inc
RHT
| $16.1M | 0.02% |
91,700
+14,700
| +19% | +$2.33M |
|
393
PUT
Chipotle Mexican Grill
CMG
$41.3B
| $16M | 0.02% |
1,855,000
-750,000
| -29% | -$6.78M |
|
394
PUT
Lockheed Martin
LMT
$138B
| $15.9M | 0.02% |
60,700
+31,000
| +104% | +$9.41M |
|
395
CALL
US Bancorp
USB
$102B
| $15.9M | 0.02% |
347,300
+260,300
| +299% | +$13.4M |
|
|
VIAB
396
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $15.8M | 0.02% |
614,900
+370,100
| +151% | +$11.4M |
|
397
General Motors
GM
$75.8B
| $15.8M | 0.02% |
470,974
+127,591
| +37% | +$4.4M |
|
398
CALL
Bristol-Myers Squibb
BMY
$132B
| $15.7M | 0.02% |
302,200
+210,200
| +228% | +$11.3M |
|
399
VanEck Semiconductor ETF
SMH
$72.5B
| $15.6M | 0.02% |
357,846
+11,450
| +3% | +$537K |
|
400
Verizon
VZ
$200B
| $15.6M | 0.02% |
277,305
+273,918
| +8,087% | +$15.5M |
|
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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.