We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
501
PUT
Intuit
INTU
$98B
| $10.7M | 0.01% |
54,100
+53,000
| +4,818% | +$11M |
|
502
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $10.6M | 0.01% |
208,801
+123,741
| +145% | +$6.71M |
|
503
CALL
Moody's
MCO
$84.6B
| $10.5M | 0.01% |
+75,000
| New | +$11.3M |
|
504
Kraft Heinz
KHC
$30.1B
| $10.5M | 0.01% |
243,673
+67,348
| +38% | +$3.49M |
|
505
CALL
Hershey
HSY
$37.4B
| $10.5M | 0.01% |
97,800
+52,600
| +116% | +$5.59M |
|
506
CALL
Skyworks Solutions
SWKS
$10.5B
| $10.4M | 0.01% |
155,700
+82,800
| +114% | +$6.39M |
|
|
ZEN
507
CALL
DELISTED
ZENDESK INC
ZEN
| $10.2M | 0.01% |
175,000
+172,500
| +6,900% | +$9.93M |
|
|
XLNX
508
DELISTED
Xilinx Inc
XLNX
| $10.1M | 0.01% |
119,040
+75,480
| +173% | +$6.31M |
|
509
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.55B
| $10.1M | 0.01% |
218,100
+96,800
| +80% | +$5.05M |
|
510
PUT
Tyson Foods
TSN
$19.8B
| $10.1M | 0.01% |
189,400
+125,300
| +195% | +$7.36M |
|
511
PUT
Norfolk Southern
NSC
$75.9B
| $10.1M | 0.01% |
+67,500
| New | +$11.1M |
|
512
JPMorgan Chase
JPM
$965B
| $10M | 0.01% |
102,629
+98,926
| +2,672% | +$10.5M |
|
513
Take-Two Interactive
TTWO
$45.2B
| $9.97M | 0.01% |
96,899
+87,620
| +944% | +$10.1M |
|
514
CALL
Ross Stores
ROST
$78.6B
| $9.94M | 0.01% |
119,500
+72,700
| +155% | +$6.58M |
|
515
PUT
Banco Bradesco
BBD
$34.3B
| $9.89M | 0.01% |
1,597,200
-95,832
| -6% | -$556K |
|
|
AABA
516
CALL
DELISTED
Altaba Inc
AABA
| $9.88M | 0.01% |
170,500
+143,100
| +522% | +$8.83M |
|
517
CALL
RH
RH
$3.4B
| $9.83M | 0.01% |
82,000
+74,400
| +979% | +$8.94M |
|
|
BNY
518
PUT
Bank of New York Mellon
BNY
$110B
| $9.79M | 0.01% |
207,900
+130,900
| +170% | +$6.36M |
|
519
PUT
Eli Lilly
LLY
$1.08T
| $9.76M | 0.01% |
84,300
-117,500
| -58% | -$13.1M |
|
520
PUT
Dollar Tree
DLTR
$24.9B
| $9.72M | 0.01% |
107,600
-12,600
| -10% | -$1.06M |
|
521
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $9.68M | 0.01% |
369,743
+342,102
| +1,238% | +$10.3M |
|
522
PUT
DuPont de Nemours
DD
$19.5B
| $9.68M | 0.01% |
71,513
-15,835
| -18% | -$2.27M |
|
523
Seagate
STX
$209B
| $9.65M | 0.01% |
250,096
+154,553
| +162% | +$6.51M |
|
524
Nike
NKE
$61.2B
| $9.65M | 0.01% |
130,104
-32,931
| -20% | -$2.46M |
|
525
CALL
BP
BP
$110B
| $9.59M | 0.01% |
260,833
+238,315
| +1,058% | +$9.51M |
|
Similar funds
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.