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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 | |
|---|---|---|---|---|---|---|
626
CALL
Madrigal Pharmaceuticals
MDGL
$11.7B
| $6.88M | 0.01% |
61,000
| – | – |
|
627
CALL
KKR & Co
KKR
$103B
| $6.87M | 0.01% |
350,000
-175,000
| -33% | -$4M |
|
|
EA
628
DELISTED
Electronic Arts
EA
| $6.87M | 0.01% |
87,000
-92,717
| -52% | -$8.51M |
|
629
CALL
Neurocrine Biosciences
NBIX
$15.3B
| $6.86M | 0.01% |
96,100
+71,100
| +284% | +$6.81M |
|
630
CALL
Jones Lang LaSalle
JLL
$17B
| $6.85M | 0.01% |
+54,100
| New | +$7.31M |
|
631
CALL
Vale
VALE
$58.6B
| $6.81M | 0.01% |
516,600
+495,900
| +2,396% | +$7.09M |
|
632
PUT
Philip Morris
PM
$295B
| $6.8M | 0.01% |
101,900
-145,700
| -59% | -$12.2M |
|
633
UnitedHealth
UNH
$358B
| $6.8M | 0.01% |
+27,281
| New | +$7.21M |
|
634
PUT
Exelixis
EXEL
$12.5B
| $6.79M | 0.01% |
345,000
+325,000
| +1,625% | +$5.79M |
|
635
Jazz Pharmaceuticals
JAZZ
$16B
| $6.76M | 0.01% |
54,567
+42,292
| +345% | +$6.27M |
|
636
PUT
Occidental Petroleum
OXY
$57.8B
| $6.76M | 0.01% |
110,100
+3,900
| +4% | +$274K |
|
|
CRC
637
PUT
DELISTED
California Resources Corporation
CRC
| $6.73M | 0.01% |
395,000
+270,900
| +218% | +$7.71M |
|
638
CALL
Intuitive Surgical
ISRG
$142B
| $6.71M | 0.01% |
42,000
+8,700
| +26% | +$1.47M |
|
|
LNW
639
DELISTED
Light & Wonder
LNW
| $6.68M | 0.01% |
373,453
+193,705
| +108% | +$3.91M |
|
640
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $6.63M | 0.01% |
278,500
-205,900
| -43% | -$5.35M |
|
641
CALL
Intuit
INTU
$98B
| $6.63M | 0.01% |
+33,700
| New | +$7.01M |
|
642
AerCap
AER
$23.4B
| $6.53M | 0.01% |
+164,813
| New | +$8.25M |
|
643
Western Digital
WDC
$168B
| $6.53M | 0.01% |
233,528
+68,571
| +42% | +$2.43M |
|
644
Cisco
CSCO
$446B
| $6.51M | 0.01% |
150,231
+146,844
| +4,336% | +$6.72M |
|
645
CALL
Sysco
SYY
$39.9B
| $6.46M | 0.01% |
103,100
+65,900
| +177% | +$4.44M |
|
646
Target
TGT
$70.7B
| $6.44M | 0.01% |
+97,494
| New | +$7.5M |
|
647
PUT
Kroger
KR
$35.1B
| $6.43M | 0.01% |
233,700
+84,900
| +57% | +$2.46M |
|
|
B
648
CALL
Barrick Mining
B
$67.5B
| $6.41M | 0.01% |
473,500
+43,500
| +10% | +$562K |
|
649
Southwest Airlines
LUV
$22B
| $6.4M | 0.01% |
+137,775
| New | +$7.32M |
|
650
CALL
H&R Block
HRB
$6.73B
| $6.4M | 0.01% |
252,300
+2,300
| +0.9% | +$61.4K |
|
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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.