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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
WMT icon
326
Walmart Inc
WMT
$841B
$21.9M 0.03%
704,436
-68,637
-9% -$2.2M
WDAY icon
327
CALL
Workday
WDAY
$45B
$21.6M 0.03%
135,500
+132,600
+4,572% +$18.8M
AZO icon
328
PUT
AutoZone
AZO
$47.1B
$21.5M 0.03%
+25,700
New +$20.6M
BZUN
329
PUT
Baozun
BZUN
$161M
$21.4M 0.03%
+734,200
New +$27.1M
AMGN icon
330
Amgen
AMGN
$206B
$21.2M 0.03%
+108,863
New +$21.2M
AGN
331
CALL
DELISTED
Allergan plc
AGN
$21M 0.03%
157,200
+153,000
+3,643% +$25.1M
SMH icon
332
PUT
VanEck Semiconductor ETF
SMH
$68.6B
$20.9M 0.03%
478,600
-1,122,600
-70% -$52.7M
XBI icon
333
State Street SPDR S&P Biotech ETF
XBI
$11B
$20.8M 0.03%
290,226
+290,223
+9,674,100% +$23.4M
ANET icon
334
CALL
Arista Networks
ANET
$239B
$20.8M 0.03%
1,579,200
+1,403,200
+797% +$20.2M
BRK.B icon
335
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$20.6M 0.03%
100,800
+5,800
+6% +$1.21M
HSY icon
336
PUT
Hershey
HSY
$35B
$20.5M 0.03%
191,000
+113,400
+146% +$12.1M
NRG icon
337
NRG Energy
NRG
$23.6B
$20.4M 0.03%
514,183
+20,357
+4% +$779K
LMT icon
338
CALL
Lockheed Martin
LMT
$122B
$20.1M 0.03%
76,800
+58,400
+317% +$17.7M
CVX icon
339
PUT
Chevron
CVX
$419B
$20.1M 0.03%
184,400
-105,200
-36% -$12.2M
STX icon
340
CALL
Seagate
STX
$195B
$20M 0.03%
517,400
+483,200
+1,413% +$20.3M
FXE icon
341
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$19.9M 0.03%
181,770
+115,970
+176% +$12.7M
ADP icon
342
CALL
Automatic Data Processing
ADP
$107B
$19.9M 0.03%
151,500
+149,400
+7,114% +$21.1M
PRKS icon
343
United Parks & Resorts
PRKS
$1.74B
$19.5M 0.03%
882,053
+560,156
+174% +$15M
MO icon
344
CALL
Altria Group
MO
$115B
$19.3M 0.03%
390,800
+345,600
+765% +$20M
WB icon
345
Weibo
WB
$1.63B
$19.3M 0.03%
330,243
-56,742
-15% -$3.43M
SIG icon
346
CALL
Signet Jewelers
SIG
$3.77B
$19.2M 0.03%
605,000
+169,300
+39% +$8.49M
CMCSA icon
347
Comcast
CMCSA
$88.7B
$19.2M 0.03%
564,308
+538,934
+2,124% +$19.7M
AU icon
348
PUT
AngloGold Ashanti
AU
$52.9B
$19.2M 0.03%
1,530,000
– –
WHR icon
349
CALL
Whirlpool
WHR
$2.35B
$19.1M 0.03%
178,900
+14,900
+9% +$1.69M
IYR icon
350
PUT
iShares US Real Estate ETF
IYR
$4.25B
$19.1M 0.03%
254,400
-20,600
-7% -$1.62M
12 13
14
15 16

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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.