We are live on ! Find out more
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
TTD icon
651
PUT
Trade Desk
TTD
$6.55B
$6.37M 0.01%
548,000
+467,000
+577% +$5.85M
HRB icon
652
PUT
H&R Block
HRB
$5.5B
$6.34M 0.01%
250,000
– –
CAT icon
653
Caterpillar
CAT
$370B
$6.33M 0.01%
49,837
-13,995
-22% -$1.82M
GD icon
654
PUT
General Dynamics
GD
$95.7B
$6.29M 0.01%
+40,000
New +$7.17M
WDAY icon
655
Workday
WDAY
$44.9B
$6.28M 0.01%
39,309
+30,250
+334% +$4.29M
ICE icon
656
CALL
Intercontinental Exchange
ICE
$88.3B
$6.27M 0.01%
83,200
+1,200
+1% +$92K
GIS icon
657
CALL
General Mills
GIS
$19.3B
$6.26M 0.01%
160,900
+137,800
+597% +$5.82M
ETN icon
658
CALL
Eaton
ETN
$161B
$6.25M 0.01%
91,000
+21,000
+30% +$1.57M
VRTX icon
659
CALL
Vertex Pharmaceuticals
VRTX
$131B
$6.25M 0.01%
+37,700
New +$6.53M
ANET icon
660
PUT
Arista Networks
ANET
$242B
$6.23M 0.01%
473,600
-926,400
-66% -$13.3M
FIT
661
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$6.23M 0.01%
+1,252,700
New +$6.46M
ON icon
662
CALL
ON Semiconductor
ON
$27.4B
$6.22M 0.01%
376,600
+307,300
+443% +$5.31M
UAL icon
663
United Airlines
UAL
$34.6B
$6.21M 0.01%
74,198
-27,466
-27% -$2.41M
JBLU icon
664
CALL
JetBlue
JBLU
$1.69B
$6.19M 0.01%
385,400
+1,000
+0.3% +$17.4K
LUMN icon
665
CALL
Lumen
LUMN
$6.91B
$6.06M 0.01%
399,800
-480,000
-55% -$9.16M
ENDP
666
PUT
DELISTED
Endo International plc
ENDP
$6.02M 0.01%
824,100
+474,100
+135% +$6.5M
UPS icon
667
PUT
United Parcel Service
UPS
$85.1B
$5.97M 0.01%
61,200
-222,200
-78% -$24.1M
TEL icon
668
PUT
TE Connectivity
TEL
$58.9B
$5.97M 0.01%
+78,900
New +$6.08M
WW
669
CALL
DELISTED
WW International
WW
$5.97M 0.01%
154,700
+12,900
+9% +$708K
X
670
DELISTED
US Steel
X
$5.94M 0.01%
325,498
+270,039
+487% +$6.76M
CME icon
671
CME Group
CME
$99B
$5.93M 0.01%
31,500
+1,500
+5% +$277K
KHC icon
672
CALL
Kraft Heinz
KHC
$28.9B
$5.91M 0.01%
137,200
-67,500
-33% -$3.5M
LMT icon
673
Lockheed Martin
LMT
$121B
$5.89M 0.01%
22,478
-86,520
-79% -$26.3M
ITB icon
674
CALL
iShares US Home Construction ETF
ITB
$2.13B
$5.86M 0.01%
+195,000
New +$6.14M
LNC icon
675
Lincoln National
LNC
$8.37B
$5.85M 0.01%
113,961
-12,616
-10% -$767K
25 26
27
28 29

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.