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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 | |
|---|---|---|---|---|---|---|
1651
Aptiv
APTV
$10.3B
| $290K | ﹤0.01% |
4,717
-72,853
| -94% | -$5.28M |
|
1652
CALL
Baker Hughes
BKR
$63.6B
| $290K | ﹤0.01% |
13,500
-58,400
| -81% | -$1.49M |
|
1653
Xerox
XRX
$427M
| $290K | ﹤0.01% |
+14,655
| New | +$376K |
|
1654
KBR
KBR
$4.83B
| $289K | ﹤0.01% |
19,010
+9,445
| +99% | +$177K |
|
|
MDCO
1655
PUT
DELISTED
Medicines Co
MDCO
| $287K | ﹤0.01% |
+15,000
| New | +$349K |
|
|
DTEA
1656
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
| $286K | ﹤0.01% |
242,461
+237,822
| +5,127% | +$515K |
|
|
CZR
1657
DELISTED
Caesars Entertainment Corporation
CZR
| $286K | ﹤0.01% |
42,151
+38,520
| +1,061% | +$325K |
|
|
APC
1658
DELISTED
Anadarko Petroleum
APC
| $284K | ﹤0.01% |
6,487
-7,178
| -53% | -$405K |
|
|
KEYW
1659
CALL
DELISTED
The KEYW Holding Corporation
KEYW
| $284K | ﹤0.01% |
42,500
| – | – |
|
1660
PUT
Genworth Financial
GNW
$3.75B
| $281K | ﹤0.01% |
+60,400
| New | +$261K |
|
|
WPX
1661
PUT
DELISTED
WPX Energy, Inc.
WPX
| $280K | ﹤0.01% |
24,600
-19,800
| -45% | -$300K |
|
1662
PUT
Applied Optoelectronics
AAOI
$11.2B
| $277K | ﹤0.01% |
+18,000
| New | +$363K |
|
1663
CALL
Bath & Body Works
BBWI
$3.89B
| $277K | ﹤0.01% |
13,360
+1,114
| +9% | +$28.1K |
|
1664
PUT
Urban Outfitters
URBN
$6.81B
| $275K | ﹤0.01% |
8,300
+3,200
| +63% | +$120K |
|
1665
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $274K | ﹤0.01% |
2,718
-355
| -12% | -$37.1K |
|
1666
PUT
NOV
NOV
$7.38B
| $274K | ﹤0.01% |
10,500
+9,900
| +1,650% | +$342K |
|
|
JAG
1667
CALL
DELISTED
Jagged Peak Energy Inc.
JAG
| $274K | ﹤0.01% |
30,000
| – | – |
|
1668
AstraZeneca
AZN
$251B
| $273K | ﹤0.01% |
3,592
-11,924
| -77% | -$931K |
|
1669
CALL
Sunoco
SUN
$13.5B
| $272K | ﹤0.01% |
+10,000
| New | +$279K |
|
|
CTLP
1670
DELISTED
Cantaloupe
CTLP
| $270K | ﹤0.01% |
+69,325
| New | +$364K |
|
|
DERM
1671
CALL
DELISTED
Dermira, Inc.
DERM
| $270K | ﹤0.01% |
37,500
-4,400
| -11% | -$48.1K |
|
1672
CALL
Waste Management
WM
$90.6B
| $267K | ﹤0.01% |
+3,000
| New | +$269K |
|
1673
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $266K | ﹤0.01% |
7,559
+6,766
| +853% | +$265K |
|
|
JNPR
1674
CALL
DELISTED
Juniper Networks
JNPR
| $261K | ﹤0.01% |
+9,700
| New | +$274K |
|
1675
Match Group
MTCH
$8.43B
| $261K | ﹤0.01% |
+6,094
| New | +$280K |
|
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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.