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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
TTWO icon
401
CALL
Take-Two Interactive
TTWO
$40.9B
$15.5M 0.02%
150,900
+79,300
+111% +$9.13M
HAL icon
402
PUT
Halliburton
HAL
$30B
$15.5M 0.02%
583,600
+173,900
+42% +$5.87M
AABA
403
PUT
DELISTED
Altaba Inc
AABA
$15.4M 0.02%
265,100
+14,500
+6% +$894K
V icon
404
Visa
V
$686B
$15.3M 0.02%
+116,005
New +$16M
DUK icon
405
PUT
Duke Energy
DUK
$93.2B
$15.2M 0.02%
175,900
+1,900
+1% +$162K
UNG icon
406
PUT
United States Natural Gas Fund
UNG
$547M
$15.2M 0.02%
153,519
-7,550
-5% -$915K
ABT icon
407
PUT
Abbott
ABT
$180B
$15.2M 0.02%
209,700
+50,800
+32% +$3.57M
EXAS
408
PUT
DELISTED
Exact Sciences
EXAS
$15.1M 0.02%
240,000
+190,000
+380% +$13M
VLO icon
409
CALL
Valero Energy
VLO
$112B
$15.1M 0.02%
201,300
+150,000
+292% +$13.2M
SLB icon
410
CALL
SLB Ltd
SLB
$82.8B
$15.1M 0.02%
417,500
+232,500
+126% +$11.5M
NOW icon
411
CALL
ServiceNow
NOW
$138B
$15.1M 0.02%
422,500
+190,500
+82% +$6.76M
EXPE icon
412
PUT
Expedia Group
EXPE
$33.9B
$15M 0.02%
133,200
-225,100
-63% -$26.9M
MCK icon
413
CALL
McKesson
MCK
$103B
$14.9M 0.02%
+135,000
New +$16.8M
MCK icon
414
PUT
McKesson
MCK
$103B
$14.9M 0.02%
+135,000
New +$16.8M
COF icon
415
CALL
Capital One
COF
$127B
$14.9M 0.02%
196,900
+161,500
+456% +$14M
QCOM icon
416
Qualcomm
QCOM
$191B
$14.8M 0.02%
260,933
+11,447
+5% +$695K
XLV icon
417
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
$14.8M 0.02%
171,600
-190,100
-53% -$17.2M
PM icon
418
CALL
Philip Morris
PM
$294B
$14.8M 0.02%
221,700
-72,800
-25% -$6.08M
FMC icon
419
CALL
FMC
FMC
$1.52B
$14.8M 0.02%
230,600
+46,120
+25% +$3.23M
WDC icon
420
PUT
Western Digital
WDC
$165B
$14.7M 0.02%
527,348
+209,960
+66% +$7.44M
ONB icon
421
CALL
Old National Bancorp
ONB
$9.69B
$14.6M 0.02%
+950,000
New +$17M
BNY
422
CALL
Bank of New York Mellon
BNY
$110B
$14.6M 0.02%
309,900
+62,500
+25% +$3.04M
CI icon
423
PUT
Cigna
CI
$74.1B
$14.6M 0.02%
76,620
+32,520
+74% +$6.78M
ENR icon
424
CALL
Energizer
ENR
$1.39B
$14.4M 0.02%
319,600
+130,000
+69% +$6.91M
ATVI
425
PUT
DELISTED
Activision Blizzard
ATVI
$14.2M 0.02%
305,700
-60,900
-17% -$3.65M
15 16
17
18 19

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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.