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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 | |
|---|---|---|---|---|---|---|
851
CALL
Royal Gold
RGLD
$19.8B
| $3.36M | ﹤0.01% |
39,200
-30,700
| -44% | -$2.36M |
|
852
CVS Health
CVS
$120B
| $3.35M | ﹤0.01% |
+51,154
| New | +$3.82M |
|
853
Interactive Brokers
IBKR
$40.7B
| $3.33M | ﹤0.01% |
244,128
+85,368
| +54% | +$1.14M |
|
854
CALL
EOG Resources
EOG
$75.2B
| $3.33M | ﹤0.01% |
38,200
-13,600
| -26% | -$1.46M |
|
855
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $3.31M | ﹤0.01% |
106,830
+106,828
| +5,341,400% | +$3.61M |
|
|
LEAF
856
DELISTED
Leaf Group Ltd.
LEAF
| $3.31M | ﹤0.01% |
483,079
-10,619
| -2% | -$91.1K |
|
857
PUT
First Horizon
FHN
$12B
| $3.29M | ﹤0.01% |
250,000
| – | – |
|
|
IMMU
858
DELISTED
Immunomedics Inc
IMMU
| $3.28M | ﹤0.01% |
229,702
+73,823
| +47% | +$1.47M |
|
|
MDR
859
CALL
DELISTED
McDermott International
MDR
| $3.27M | ﹤0.01% |
+500,000
| New | +$5.28M |
|
860
PUT
Deutsche Bank
DB
$71.8B
| $3.26M | ﹤0.01% |
400,000
| – | – |
|
861
CALL
CME Group
CME
$93.2B
| $3.26M | ﹤0.01% |
17,300
+11,100
| +179% | +$2.05M |
|
|
CIT
862
DELISTED
CIT Group Inc.
CIT
| $3.26M | ﹤0.01% |
85,078
+66,241
| +352% | +$3.01M |
|
863
Independent Bank Corp
IBCP
$844M
| $3.25M | ﹤0.01% |
154,493
+77,827
| +102% | +$1.75M |
|
864
PUT
HP
HPQ
$26.6B
| $3.24M | ﹤0.01% |
158,400
+101,400
| +178% | +$2.37M |
|
865
PUT
Automatic Data Processing
ADP
$108B
| $3.24M | ﹤0.01% |
24,700
+14,000
| +131% | +$1.98M |
|
866
PUT
Ford
F
$55.7B
| $3.24M | ﹤0.01% |
423,300
+5,700
| +1% | +$50.8K |
|
867
Dollar Tree
DLTR
$24.6B
| $3.24M | ﹤0.01% |
35,829
+18,569
| +108% | +$1.57M |
|
868
PUT
T-Mobile US
TMUS
$192B
| $3.23M | ﹤0.01% |
50,800
-299,200
| -85% | -$20.1M |
|
869
Deluxe
DLX
$1.09B
| $3.23M | ﹤0.01% |
83,974
+83,010
| +8,611% | +$3.96M |
|
|
TSRO
870
DELISTED
TESARO, Inc.
TSRO
| $3.21M | ﹤0.01% |
+43,285
| New | +$2.08M |
|
871
Diamondback Energy
FANG
$56.5B
| $3.2M | ﹤0.01% |
34,547
+34,473
| +46,585% | +$3.85M |
|
|
WBA
872
DELISTED
Walgreens Boots Alliance
WBA
| $3.2M | ﹤0.01% |
+46,798
| New | +$3.63M |
|
873
CALL
Incyte
INCY
$24.5B
| $3.18M | ﹤0.01% |
50,000
| – | – |
|
|
ICPT
874
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $3.17M | ﹤0.01% |
31,500
+25,000
| +385% | +$2.59M |
|
|
SNBR
875
CALL
DELISTED
Sleep Number
SNBR
| $3.17M | ﹤0.01% |
100,000
-100,000
| -50% | -$3.55M |
|
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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.