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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
INTU icon
501
PUT
Intuit
INTU
$86.1B
$10.7M 0.01%
54,100
+53,000
+4,818% +$11M
XLP icon
502
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$10.6M 0.01%
208,801
+123,741
+145% +$6.71M
MCO icon
503
CALL
Moody's
MCO
$81.4B
$10.5M 0.01%
+75,000
New +$11.3M
KHC icon
504
Kraft Heinz
KHC
$29B
$10.5M 0.01%
243,673
+67,348
+38% +$3.49M
HSY icon
505
CALL
Hershey
HSY
$35.1B
$10.5M 0.01%
97,800
+52,600
+116% +$5.59M
SWKS icon
506
CALL
Skyworks Solutions
SWKS
$12.6B
$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
DXJ icon
509
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$10.1M 0.01%
218,100
+96,800
+80% +$5.05M
TSN icon
510
PUT
Tyson Foods
TSN
$18.5B
$10.1M 0.01%
189,400
+125,300
+195% +$7.36M
NSC icon
511
PUT
Norfolk Southern
NSC
$72.6B
$10.1M 0.01%
+67,500
New +$11.1M
JPM icon
512
JPMorgan Chase
JPM
$937B
$10M 0.01%
102,629
+98,926
+2,672% +$10.5M
TTWO icon
513
Take-Two Interactive
TTWO
$40.5B
$9.97M 0.01%
96,899
+87,620
+944% +$10.1M
ROST icon
514
CALL
Ross Stores
ROST
$72.1B
$9.94M 0.01%
119,500
+72,700
+155% +$6.58M
BBD icon
515
PUT
Banco Bradesco
BBD
$37.5B
$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
RH icon
517
CALL
RH
RH
$2.61B
$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
LLY icon
519
PUT
Eli Lilly
LLY
$1T
$9.76M 0.01%
84,300
-117,500
-58% -$13.1M
DLTR icon
520
PUT
Dollar Tree
DLTR
$22.4B
$9.72M 0.01%
107,600
-12,600
-10% -$1.06M
XME icon
521
State Street SPDR S&P Metals & Mining ETF
XME
$4.73B
$9.68M 0.01%
369,743
+342,102
+1,238% +$10.3M
DD icon
522
PUT
DuPont de Nemours
DD
$17.2B
$9.68M 0.01%
71,513
-15,835
-18% -$2.27M
STX icon
523
Seagate
STX
$194B
$9.65M 0.01%
250,096
+154,553
+162% +$6.51M
NKE icon
524
Nike
NKE
$54.8B
$9.65M 0.01%
130,104
-32,931
-20% -$2.46M
BP icon
525
CALL
BP
BP
$118B
$9.59M 0.01%
260,833
+238,315
+1,058% +$9.51M
19 20
21
22 23

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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.