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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 | |
|---|---|---|---|---|---|---|
1101
PUT
DaVita
DVA
$11.4B
| $1.77M | ﹤0.01% |
34,400
+34,000
| +8,500% | +$2.18M |
|
1102
PUT
Cenovus Energy
CVE
$55B
| $1.76M | ﹤0.01% |
+250,000
| New | +$2.06M |
|
1103
PUT
Vertex Pharmaceuticals
VRTX
$134B
| $1.76M | ﹤0.01% |
10,600
+100
| +1% | +$17.3K |
|
1104
Marathon Petroleum
MPC
$94.5B
| $1.75M | ﹤0.01% |
29,649
+29,541
| +27,353% | +$2.02M |
|
1105
CALL
Clearway Energy Class C
CWEN
$7.08B
| $1.74M | ﹤0.01% |
+101,000
| New | +$1.88M |
|
1106
CALL
Generac Holdings
GNRC
$12.7B
| $1.74M | ﹤0.01% |
+35,000
| New | +$1.88M |
|
|
1107
PUT
Generac Holdings
GNRC
$12.7B
| $1.74M | ﹤0.01% |
+35,000
| New | +$1.88M |
|
1108
PUT
US Foods
USFD
$24.3B
| $1.74M | ﹤0.01% |
+55,000
| New | +$1.7M |
|
1109
3M
MMM
$94.4B
| $1.72M | ﹤0.01% |
+10,814
| New | +$1.8M |
|
1110
Freshpet
FRPT
$3.45B
| $1.72M | ﹤0.01% |
53,337
-23,527
| -31% | -$819K |
|
1111
PUT
Teva Pharmaceuticals
TEVA
$42.5B
| $1.7M | ﹤0.01% |
110,400
-186,000
| -63% | -$3.81M |
|
1112
CALL
Dave & Buster's
PLAY
$349M
| $1.7M | ﹤0.01% |
+38,200
| New | +$2.15M |
|
1113
PUT
Mettler-Toledo International
MTD
$28.8B
| $1.7M | ﹤0.01% |
+3,000
| New | +$1.74M |
|
1114
PUT
Cavco Industries
CVCO
$4.57B
| $1.7M | ﹤0.01% |
+13,000
| New | +$2.35M |
|
|
NAV
1115
CALL
DELISTED
Navistar International
NAV
| $1.69M | ﹤0.01% |
65,000
| – | – |
|
1116
PUT
ManpowerGroup
MAN
$2.62B
| $1.69M | ﹤0.01% |
+26,000
| New | +$1.98M |
|
1117
PUT
Goodyear
GT
$1.75B
| $1.68M | ﹤0.01% |
82,300
-357,700
| -81% | -$7.75M |
|
1118
CALL
Omeros
OMER
$984M
| $1.67M | ﹤0.01% |
+150,000
| New | +$2.1M |
|
1119
CALL
Williams Companies
WMB
$88.4B
| $1.67M | ﹤0.01% |
75,800
+59,300
| +359% | +$1.48M |
|
1120
Universal Corp
UVV
$1.15B
| $1.67M | ﹤0.01% |
+30,800
| New | +$1.98M |
|
1121
CALL
Sempra
SRE
$55.9B
| $1.67M | ﹤0.01% |
+30,800
| New | +$1.76M |
|
1122
CALL
Humana
HUM
$44.8B
| $1.66M | ﹤0.01% |
5,800
-121,100
| -95% | -$38.4M |
|
1123
Deutsche Bank
DB
$71.8B
| $1.66M | ﹤0.01% |
+203,364
| New | +$1.99M |
|
1124
PUT
ON Semiconductor
ON
$31.6B
| $1.65M | ﹤0.01% |
100,000
| – | – |
|
1125
PUT
Williams-Sonoma
WSM
$29.5B
| $1.65M | ﹤0.01% |
65,400
-242,400
| -79% | -$6.93M |
|
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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.