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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 | |
|---|---|---|---|---|---|---|
826
CALL
Invesco
IVZ
$13.7B
| $3.64M | ﹤0.01% |
+217,400
| New | +$4.35M |
|
827
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $3.64M | ﹤0.01% |
71,600
+48,100
| +205% | +$2.61M |
|
828
CALL
Match Group
MTCH
$8.37B
| $3.63M | ﹤0.01% |
84,800
+81,100
| +2,192% | +$3.73M |
|
829
PUT
Advance Auto Parts
AAP
$3.18B
| $3.59M | ﹤0.01% |
+22,800
| New | +$3.81M |
|
830
PUT
Nektar Therapeutics
NKTR
$2.57B
| $3.59M | ﹤0.01% |
7,280
-20,000
| -73% | -$12.1M |
|
|
MRSH
831
PUT
Marsh
MRSH
$90.1B
| $3.59M | ﹤0.01% |
+45,000
| New | +$3.75M |
|
832
CALL
Tilray
TLRY
$639M
| $3.58M | ﹤0.01% |
5,070
-26,610
| -84% | -$29.2M |
|
833
CALL
Sturm, Ruger & Co
RGR
$600M
| $3.57M | ﹤0.01% |
+67,000
| New | +$3.86M |
|
834
PUT
Element Solutions
ESI
$9.37B
| $3.56M | ﹤0.01% |
345,000
+300,000
| +667% | +$3.31M |
|
835
MetLife
MET
$61.2B
| $3.56M | ﹤0.01% |
86,773
+86,741
| +271,066% | +$3.72M |
|
836
CALL
Trip.com Group
TCOM
$28.9B
| $3.56M | ﹤0.01% |
131,500
-417,000
| -76% | -$12.7M |
|
837
Nomad Foods
NOMD
$1.6B
| $3.53M | ﹤0.01% |
+210,922
| New | +$4.01M |
|
838
CALL
Dell
DELL
$298B
| $3.52M | ﹤0.01% |
+142,056
| New | +$3.89M |
|
839
CALL
Cummins
CMI
$88.3B
| $3.51M | ﹤0.01% |
26,300
+14,400
| +121% | +$2.03M |
|
840
Philip Morris
PM
$289B
| $3.49M | ﹤0.01% |
+52,229
| New | +$4.36M |
|
|
SEM
841
CALL
DELISTED
Select Medical
SEM
| $3.48M | ﹤0.01% |
+421,312
| New | +$4.03M |
|
842
CALL
State Street SPDR S&P Bank ETF
KBE
$1.73B
| $3.47M | ﹤0.01% |
+93,000
| New | +$3.94M |
|
843
CALL
Xerox
XRX
$422M
| $3.47M | ﹤0.01% |
175,600
+16,100
| +10% | +$413K |
|
844
CALL
Dominion Energy
D
$59.9B
| $3.44M | ﹤0.01% |
48,150
+18,750
| +64% | +$1.37M |
|
845
PUT
ArcBest
ARCB
$3.11B
| $3.43M | ﹤0.01% |
+100,000
| New | +$3.87M |
|
846
PUT
BioMarin Pharmaceuticals
BMRN
$13.5B
| $3.41M | ﹤0.01% |
+40,000
| New | +$3.81M |
|
847
PUT
Ally Financial
ALLY
$13.3B
| $3.4M | ﹤0.01% |
150,000
| – | – |
|
|
STI
848
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $3.38M | ﹤0.01% |
67,000
+58,000
| +644% | +$3.47M |
|
849
PUT
Avis
CAR
$4.96B
| $3.37M | ﹤0.01% |
150,000
| – | – |
|
|
MRO
850
PUT
DELISTED
Marathon Oil Corporation
MRO
| $3.37M | ﹤0.01% |
234,800
+9,100
| +4% | +$162K |
|
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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.