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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 | |
|---|---|---|---|---|---|---|
776
CALL
Royal Caribbean
RCL
$82.2B
| $4M | 0.01% |
40,900
+23,100
| +130% | +$2.53M |
|
777
CALL
CBRE Group
CBRE
$42.7B
| $4M | 0.01% |
100,000
-90,000
| -47% | -$3.72M |
|
|
SEE
778
CALL
DELISTED
Sealed Air
SEE
| $4M | 0.01% |
+114,800
| New | +$4.01M |
|
779
CALL
lululemon athletica
LULU
$13.9B
| $3.99M | 0.01% |
32,900
+25,600
| +351% | +$3.43M |
|
780
Element Solutions
ESI
$9.34B
| $3.99M | 0.01% |
+386,277
| New | +$4.26M |
|
781
Yum China
YUMC
$16.3B
| $3.98M | 0.01% |
118,660
-7,590
| -6% | -$260K |
|
782
CALL
Vodafone
VOD
$37.1B
| $3.97M | 0.01% |
206,100
| – | – |
|
783
Planet Fitness
PLNT
$3.68B
| $3.96M | 0.01% |
+73,904
| New | +$3.79M |
|
784
PUT
Diamondback Energy
FANG
$56.1B
| $3.94M | 0.01% |
42,500
-15,000
| -26% | -$1.68M |
|
|
GBT
785
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $3.94M | 0.01% |
95,900
+65,900
| +220% | +$2.47M |
|
786
CALL
Restaurant Brands International
QSR
$25.8B
| $3.92M | 0.01% |
+75,000
| New | +$4.16M |
|
787
TripAdvisor
TRIP
$1.23B
| $3.92M | 0.01% |
72,577
+71,973
| +11,916% | +$3.99M |
|
788
PUT
Papa John's
PZZA
$804M
| $3.91M | 0.01% |
98,300
-201,700
| -67% | -$10.2M |
|
789
CALL
Emerson Electric
EMR
$91.2B
| $3.91M | 0.01% |
65,400
+5,400
| +9% | +$364K |
|
790
Occidental Petroleum
OXY
$58.4B
| $3.9M | 0.01% |
63,615
+23,346
| +58% | +$1.64M |
|
791
CALL
Thor Industries
THO
$4.09B
| $3.9M | 0.01% |
75,100
| – | – |
|
792
PUT
Match Group
MTCH
$8.35B
| $3.9M | 0.01% |
91,100
+19,600
| +27% | +$901K |
|
793
PUT
United Rentals
URI
$70.6B
| $3.89M | 0.01% |
37,900
+35,500
| +1,479% | +$4.28M |
|
794
CALL
AB InBev
BUD
$156B
| $3.88M | 0.01% |
58,900
-46,100
| -44% | -$3.53M |
|
795
CALL
DaVita
DVA
$11.4B
| $3.88M | 0.01% |
75,300
-89,700
| -54% | -$5.74M |
|
796
PUT
iShares MSCI Australia ETF
EWA
$1.46B
| $3.85M | 0.01% |
200,000
| – | – |
|
797
Intuitive Surgical
ISRG
$141B
| $3.83M | 0.01% |
24,024
-24,282
| -50% | -$4.11M |
|
798
PG&E
PCG
$38.1B
| $3.83M | 0.01% |
161,233
+133,600
| +483% | +$4.78M |
|
|
CIT
799
PUT
DELISTED
CIT Group Inc.
CIT
| $3.83M | 0.01% |
100,000
| – | – |
|
800
Zillow
Z
$7.39B
| $3.83M | 0.01% |
121,165
+91,618
| +310% | +$3.25M |
|
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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.