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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 | |
|---|---|---|---|---|---|---|
|
AQUA
1201
CALL
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $1.39M | ﹤0.01% |
+145,000
| New | +$1.67M |
|
1202
PUT
GoPro
GPRO
$107M
| $1.39M | ﹤0.01% |
327,800
| – | – |
|
1203
CALL
ACI Worldwide
ACIW
$5.26B
| $1.38M | ﹤0.01% |
50,000
| – | – |
|
1204
Mohawk Industries
MHK
$9.3B
| $1.37M | ﹤0.01% |
11,700
-25,222
| -68% | -$3.36M |
|
1205
CALL
Vipshop
VIPS
$7.28B
| $1.36M | ﹤0.01% |
250,000
| – | – |
|
1206
CALL
Hilton Worldwide
HLT
$70.6B
| $1.36M | ﹤0.01% |
19,000
-80,000
| -81% | -$5.78M |
|
1207
PUT
Royal Gold
RGLD
$19.7B
| $1.36M | ﹤0.01% |
15,900
-29,700
| -65% | -$2.29M |
|
1208
PUT
Invesco
IVZ
$14B
| $1.36M | ﹤0.01% |
81,100
-132,400
| -62% | -$2.65M |
|
1209
CALL
Webster Financial
WBS
$12.8B
| $1.35M | ﹤0.01% |
27,500
-46,500
| -63% | -$2.66M |
|
1210
Churchill Downs
CHDN
$6.19B
| $1.35M | ﹤0.01% |
+33,312
| New | +$1.47M |
|
1211
Macerich
MAC
$6.94B
| $1.35M | ﹤0.01% |
31,184
+15,200
| +95% | +$752K |
|
1212
NetEase
NTES
$82.2B
| $1.34M | ﹤0.01% |
28,580
-100,835
| -78% | -$4.55M |
|
1213
Asbury Automotive
ABG
$3.77B
| $1.34M | ﹤0.01% |
20,103
+19,868
| +8,454% | +$1.31M |
|
|
BBBY
1214
PUT
Bed Bath & Beyond
BBBY
$417M
| $1.33M | ﹤0.01% |
130,438
| – | – |
|
1215
CALL
Tapestry
TPR
$32.1B
| $1.32M | ﹤0.01% |
39,000
+6,800
| +21% | +$274K |
|
1216
Marriott Vacations Worldwide
VAC
$4.01B
| $1.31M | ﹤0.01% |
18,635
-9,471
| -34% | -$789K |
|
1217
Duke Energy
DUK
$96B
| $1.31M | ﹤0.01% |
+15,212
| New | +$1.29M |
|
1218
CALL
Armstrong World Industries
AWI
$7.87B
| $1.31M | ﹤0.01% |
22,500
| – | – |
|
1219
DaVita
DVA
$11.5B
| $1.3M | ﹤0.01% |
25,350
-18,678
| -42% | -$1.2M |
|
|
BPL
1220
PUT
DELISTED
Buckeye Partners, L.P.
BPL
| $1.3M | ﹤0.01% |
+45,000
| New | +$1.43M |
|
1221
PUT
Gen Digital
GEN
$17.5B
| $1.3M | ﹤0.01% |
69,000
+31,400
| +84% | +$649K |
|
1222
PUT
CME Group
CME
$93.7B
| $1.28M | ﹤0.01% |
6,800
-1,800
| -21% | -$332K |
|
1223
Capital One
COF
$135B
| $1.28M | ﹤0.01% |
+16,929
| New | +$1.47M |
|
|
ESPR
1224
DELISTED
Esperion Therapeutics
ESPR
| $1.27M | ﹤0.01% |
+27,653
| New | +$1.33M |
|
|
XENT
1225
CALL
DELISTED
Intersect ENT, Inc
XENT
| $1.27M | ﹤0.01% |
45,000
-50,000
| -53% | -$1.46M |
|
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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.