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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 | |
|---|---|---|---|---|---|---|
1701
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $244K | ﹤0.01% |
7,400
+3,500
| +90% | +$120K |
|
1702
Natural Resource Partners
NRP
$1.39B
| $241K | ﹤0.01% |
+6,299
| New | +$220K |
|
1703
Tronox
TROX
$993M
| $241K | ﹤0.01% |
31,016
+29,228
| +1,635% | +$308K |
|
1704
CALL
United Therapeutics
UTHR
$22.7B
| $240K | ﹤0.01% |
2,200
-40,000
| -95% | -$4.64M |
|
1705
Keysight
KEYS
$57.3B
| $237K | ﹤0.01% |
3,823
+3,635
| +1,934% | +$219K |
|
1706
CALL
Insmed
INSM
$29.4B
| $236K | ﹤0.01% |
18,000
| – | – |
|
1707
PUT
Pixelworks
PXLW
$41M
| $232K | ﹤0.01% |
+6,667
| New | +$310K |
|
1708
Sabre
SABR
$835M
| $232K | ﹤0.01% |
+10,716
| New | +$259K |
|
|
CHK
1709
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $231K | ﹤0.01% |
549
+299
| +120% | +$206K |
|
1710
Monster Beverage
MNST
$89.6B
| $230K | ﹤0.01% |
9,360
+9,344
| +58,400% | +$254K |
|
1711
Nutrien
NTR
$31.6B
| $230K | ﹤0.01% |
+4,895
| New | +$255K |
|
1712
CALL
Burlington
BURL
$23.4B
| $229K | ﹤0.01% |
1,400
-16,400
| -92% | -$2.65M |
|
1713
CALL
SiriusXM
SIRI
$9.7B
| $228K | ﹤0.01% |
4,000
| – | – |
|
|
BEL
1714
DELISTED
Belmond Ltd.
BEL
| $228K | ﹤0.01% |
9,090
-3,715
| -29% | -$71.5K |
|
1715
CALL
Autohome
ATHM
$2.71B
| $227K | ﹤0.01% |
+2,900
| New | +$219K |
|
1716
Brighthouse Financial
BHF
$3.46B
| $224K | ﹤0.01% |
7,344
-20,963
| -74% | -$818K |
|
|
NLSN
1717
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $224K | ﹤0.01% |
9,600
-425,000
| -98% | -$11M |
|
1718
Mercado Libre
MELI
$92.5B
| $223K | ﹤0.01% |
+761
| New | +$247K |
|
1719
Domo
DOMO
$189M
| $222K | ﹤0.01% |
+11,331
| New | +$200K |
|
1720
T-Mobile US
TMUS
$191B
| $220K | ﹤0.01% |
+3,464
| New | +$232K |
|
1721
PUT
GSK
GSK
$104B
| $218K | ﹤0.01% |
+4,560
| New | +$225K |
|
|
1722
CALL
Keysight
KEYS
$57.3B
| $217K | ﹤0.01% |
+3,500
| New | +$211K |
|
1723
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $217K | ﹤0.01% |
8,574
-331,034
| -97% | -$8.83M |
|
|
CS
1724
PUT
DELISTED
Credit Suisse Group
CS
| $217K | ﹤0.01% |
20,000
-764,100
| -97% | -$9.45M |
|
1725
CALL
Graphic Packaging
GPK
$3.53B
| $213K | ﹤0.01% |
+20,000
| New | +$234K |
|
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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.