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 | |
|---|---|---|---|---|---|---|
1151
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $1.57M | ﹤0.01% |
17,978
+2,900
| +19% | +$246K |
|
1152
Arista Networks
ANET
$248B
| $1.56M | ﹤0.01% |
118,800
-63,776
| -35% | -$916K |
|
1153
CALL
NextEra Energy
NEE
$178B
| $1.56M | ﹤0.01% |
36,000
-120,000
| -77% | -$5.25M |
|
1154
PUT
Ares Capital
ARCC
$14.4B
| $1.56M | ﹤0.01% |
100,000
| – | – |
|
1155
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19B
| $1.55M | ﹤0.01% |
115,774
+40,257
| +53% | +$592K |
|
1156
The Mosaic Company
MOS
$7.37B
| $1.55M | ﹤0.01% |
+52,959
| New | +$1.74M |
|
1157
Cemex
CX
$16.1B
| $1.55M | ﹤0.01% |
320,697
+127,049
| +66% | +$678K |
|
1158
Compañía de Minas Buenaventura
BVN
$8.8B
| $1.53M | ﹤0.01% |
+94,523
| New | +$1.36M |
|
1159
CALL
Jack in the Box
JACK
$341M
| $1.53M | ﹤0.01% |
19,700
+17,700
| +885% | +$1.44M |
|
|
CZR
1160
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $1.53M | ﹤0.01% |
+225,000
| New | +$1.9M |
|
1161
CALL
State Street SPDR S&P Retail ETF
XRT
$648M
| $1.52M | ﹤0.01% |
37,200
+9,100
| +32% | +$416K |
|
1162
PUT
VF Corp
VFC
$5.81B
| $1.52M | ﹤0.01% |
22,621
+5,841
| +35% | +$447K |
|
1163
PUT
Ralph Lauren
RL
$23.8B
| $1.51M | ﹤0.01% |
14,700
+14,400
| +4,800% | +$1.7M |
|
|
CMA
1164
CALL
DELISTED
Comerica
CMA
| $1.51M | ﹤0.01% |
22,000
| – | – |
|
|
ARRY
1165
CALL
DELISTED
Array Biopharma Inc
ARRY
| $1.51M | ﹤0.01% |
106,000
| – | – |
|
1166
Nektar Therapeutics
NKTR
$2.53B
| $1.5M | ﹤0.01% |
3,050
-14,827
| -83% | -$8.95M |
|
1167
PUT
KraneShares CSI China Internet ETF
KWEB
$5.57B
| $1.5M | ﹤0.01% |
40,000
| – | – |
|
1168
Trip.com Group
TCOM
$29.1B
| $1.5M | ﹤0.01% |
55,425
-112,310
| -67% | -$3.42M |
|
1169
PUT
Mattel
MAT
$4.29B
| $1.5M | ﹤0.01% |
+150,000
| New | +$1.99M |
|
1170
CALL
Vistra
VST
$48.6B
| $1.5M | ﹤0.01% |
+65,300
| New | +$1.54M |
|
1171
RH
RH
$3.49B
| $1.49M | ﹤0.01% |
+12,458
| New | +$1.5M |
|
1172
PUT
Toronto Dominion Bank
TD
$201B
| $1.49M | ﹤0.01% |
+30,000
| New | +$1.64M |
|
1173
CALL
PACCAR
PCAR
$69.8B
| $1.49M | ﹤0.01% |
39,000
+22,500
| +136% | +$898K |
|
1174
CALL
Teucrium Wheat Fund
WEAT
$290M
| $1.49M | ﹤0.01% |
50,120
| – | – |
|
1175
PUT
Mohawk Industries
MHK
$9.28B
| $1.49M | ﹤0.01% |
12,700
+9,900
| +354% | +$1.32M |
|
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.