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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 | |
|---|---|---|---|---|---|---|
676
Sysco
SYY
$40B
| $5.83M | 0.01% |
+93,068
| New | +$6.27M |
|
677
PUT
Cognizant
CTSH
$26.7B
| $5.82M | 0.01% |
91,700
+1,100
| +1% | +$76.5K |
|
678
Dollar General
DG
$26.9B
| $5.71M | 0.01% |
+52,841
| New | +$5.72M |
|
679
Align Technology
ALGN
$12.4B
| $5.7M | 0.01% |
+27,219
| New | +$6.88M |
|
680
State Street SPDR S&P Retail ETF
XRT
$644M
| $5.67M | 0.01% |
138,298
+96,803
| +233% | +$4.43M |
|
681
CALL
Upbound Group
UPBD
$1.15B
| $5.67M | 0.01% |
350,000
| – | – |
|
|
XLNX
682
PUT
DELISTED
Xilinx Inc
XLNX
| $5.57M | 0.01% |
65,400
+57,000
| +679% | +$4.76M |
|
683
Procter & Gamble
PG
$335B
| $5.57M | 0.01% |
60,546
+60,537
| +672,633% | +$5.41M |
|
684
PUT
Skyworks Solutions
SWKS
$10.6B
| $5.49M | 0.01% |
81,900
+73,900
| +924% | +$5.71M |
|
685
PUT
Constellation Brands
STZ
$23.2B
| $5.48M | 0.01% |
34,100
-441,200
| -93% | -$87.7M |
|
686
CALL
Interactive Brokers
IBKR
$41.9B
| $5.46M | 0.01% |
400,000
| – | – |
|
|
687
PUT
Interactive Brokers
IBKR
$41.9B
| $5.46M | 0.01% |
400,000
| – | – |
|
688
Booz Allen Hamilton
BAH
$9.46B
| $5.37M | 0.01% |
+119,246
| New | +$5.85M |
|
689
Thermo Fisher Scientific
TMO
$220B
| $5.35M | 0.01% |
+23,907
| New | +$5.61M |
|
690
Best Buy
BBY
$18B
| $5.31M | 0.01% |
100,331
+88,083
| +719% | +$5.75M |
|
691
CALL
Melco Resorts & Entertainment
MLCO
$2.12B
| $5.26M | 0.01% |
298,800
+298,000
| +37,250% | +$5.31M |
|
|
GLUU
692
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $5.26M | 0.01% |
651,900
+401,900
| +161% | +$2.86M |
|
693
CALL
RingCentral
RNG
$5.57B
| $5.24M | 0.01% |
63,600
+48,700
| +327% | +$3.83M |
|
694
PUT
iShares MSCI Mexico ETF
EWW
$1.88B
| $5.24M | 0.01% |
127,300
-235,400
| -65% | -$10.2M |
|
|
ATVI
695
DELISTED
Activision Blizzard
ATVI
| $5.24M | 0.01% |
+112,525
| New | +$6.74M |
|
696
AT&T
T
$168B
| $5.23M | 0.01% |
242,638
+222,327
| +1,095% | +$5.18M |
|
|
JBGS
697
CALL
JBG SMITH
JBGS
$693M
| $5.23M | 0.01% |
+150,200
| New | +$5.65M |
|
698
CALL
Campbell Soup
CPB
$6.9B
| $5.22M | 0.01% |
158,400
-449,300
| -74% | -$17M |
|
699
CALL
Martin Marietta Materials
MLM
$32.9B
| $5.22M | 0.01% |
+30,400
| New | +$5.4M |
|
700
PUT
Ulta Beauty
ULTA
$22.2B
| $5.22M | 0.01% |
21,400
+13,200
| +161% | +$3.65M |
|
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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.