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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-14.77%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$3.78B
Cap. Flow %
5%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.7%
2 Financials 1.17%
3 Technology 1.08%
4 Communication Services 0.76%
5 Consumer Discretionary 0.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TWLO icon
226
CALL
Twilio
TWLO
$34.9B
$38.3M 0.05%
428,500
+389,100
+988% +$31.6M
HAL icon
227
CALL
Halliburton
HAL
$30.9B
$38M 0.05%
1,428,100
+884,000
+162% +$29.8M
XLE icon
228
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$37.9M 0.05%
1,322,600
+932,000
+239% +$31.2M
LUV icon
229
CALL
Southwest Airlines
LUV
$18.9B
$37.2M 0.05%
801,300
-4,700
-0.6% -$250K
GILD icon
230
CALL
Gilead Sciences
GILD
$181B
$37.2M 0.05%
594,400
+368,500
+163% +$25.8M
XLU icon
231
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
$37M 0.05%
1,397,400
+1,331,200
+2,011% +$36.2M
MRK icon
232
CALL
Merck
MRK
$364B
$36.5M 0.05%
501,049
-13,624
-3% -$962K
SLV icon
233
CALL
iShares Silver Trust
SLV
$32.7B
$36M 0.05%
2,476,700
+719,600
+41% +$9.83M
FDX icon
234
CALL
FedEx
FDX
$73.2B
$36M 0.05%
222,900
+206,900
+1,293% +$43.8M
CVX icon
235
CALL
Chevron
CVX
$419B
$35.9M 0.05%
329,700
+170,000
+106% +$19.7M
STX icon
236
PUT
Seagate
STX
$201B
$35.7M 0.05%
925,200
+674,700
+269% +$28.4M
KRE icon
237
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$35.5M 0.05%
759,577
+172,445
+29% +$9.22M
AAL icon
238
CALL
American Airlines Group
AAL
$8.57B
$35.5M 0.05%
1,106,500
+857,200
+344% +$29.8M
AMZN icon
239
Amazon
AMZN
$2.72T
$35.5M 0.05%
472,400
+67,600
+17% +$5.62M
WSM icon
240
CALL
Williams-Sonoma
WSM
$26.8B
$35.3M 0.05%
1,400,600
-710,600
-34% -$20.3M
AAL icon
241
PUT
American Airlines Group
AAL
$8.57B
$35M 0.05%
1,089,600
+504,300
+86% +$17.6M
TWTR
242
DELISTED
Twitter, Inc.
TWTR
$34.9M 0.05%
1,215,693
-495,920
-29% -$15.6M
BA icon
243
Boeing
BA
$163B
$34.8M 0.05%
108,051
+29,950
+38% +$10.3M
HD icon
244
PUT
Home Depot
HD
$310B
$34.5M 0.05%
200,900
-38,000
-16% -$6.81M
SCHW
245
PUT
Charles Schwab
SCHW
$184B
$34.3M 0.05%
825,300
-195,300
-19% -$8.83M
RL icon
246
CALL
Ralph Lauren
RL
$20B
$34.3M 0.05%
331,100
+27,100
+9% +$3.2M
MDLZ icon
247
CALL
Mondelez International
MDLZ
$79.7B
$34.2M 0.05%
854,800
+342,400
+67% +$14.6M
SBUX icon
248
Starbucks
SBUX
$114B
$34.2M 0.05%
530,972
+442,363
+499% +$27.7M
CELG
249
CALL
DELISTED
Celgene Corp
CELG
$34M 0.04%
530,200
+141,400
+36% +$10.4M
GM icon
250
PUT
General Motors
GM
$73.5B
$33.8M 0.04%
1,011,800
-75,100
-7% -$2.59M
8 9
10
11 12

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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 $3.78B 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 Miscellaneous at 95% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

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.