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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
YUMC icon
701
PUT
Yum China
YUMC
$14.4B
$5.16M 0.01%
154,000
-131,800
-46% -$4.52M
PANW icon
702
Palo Alto Networks
PANW
$277B
$5.16M 0.01%
164,292
+89,568
+120% +$2.79M
FITB
703
PUT
Fifth Third Bancorp
FITB
$49B
$5.14M 0.01%
218,700
+34,900
+19% +$918K
MCHP icon
704
PUT
Microchip Technology
MCHP
$39.3B
$5.13M 0.01%
142,600
+108,200
+315% +$3.82M
GLW icon
705
CALL
Corning
GLW
$143B
$5.1M 0.01%
169,100
-230,800
-58% -$7.36M
AAP icon
706
CALL
Advance Auto Parts
AAP
$2.61B
$5.08M 0.01%
+32,300
New +$5.4M
ENDP
707
CALL
DELISTED
Endo International plc
ENDP
$5.04M 0.01%
690,000
-170,000
-20% -$2.33M
RCL icon
708
PUT
Royal Caribbean
RCL
$69.7B
$4.99M 0.01%
51,000
-59,200
-54% -$6.49M
PENN icon
709
CALL
PENN Entertainment
PENN
$2.26B
$4.99M 0.01%
265,000
-37,100
-12% -$882K
OLED icon
710
CALL
Universal Display
OLED
$3.62B
$4.96M 0.01%
53,000
+37,500
+242% +$3.78M
SKX
711
CALL
DELISTED
Skechers
SKX
$4.94M 0.01%
216,000
-13,900
-6% -$365K
ZBH icon
712
PUT
Zimmer Biomet
ZBH
$17.6B
$4.93M 0.01%
48,925
– –
CBOE icon
713
PUT
Cboe Global Markets
CBOE
$30.3B
$4.89M 0.01%
50,000
– –
KMI icon
714
CALL
Kinder Morgan
KMI
$69.2B
$4.88M 0.01%
317,600
+298,000
+1,520% +$5.04M
UVXY icon
715
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$324M
$4.88M 0.01%
24
– –
VGK icon
716
CALL
Vanguard FTSE Europe ETF
VGK
$30.5B
$4.86M 0.01%
100,000
– –
CBOE icon
717
Cboe Global Markets
CBOE
$30.3B
$4.86M 0.01%
49,657
+4,035
+9% +$420K
IBB icon
718
PUT
iShares Biotechnology ETF
IBB
$10.3B
$4.86M 0.01%
50,300
-19,400
-28% -$2.06M
FITB
719
CALL
Fifth Third Bancorp
FITB
$49B
$4.85M 0.01%
206,200
+6,200
+3% +$163K
DUK icon
720
CALL
Duke Energy
DUK
$93.3B
$4.81M 0.01%
55,700
+1,200
+2% +$102K
LGIH icon
721
LGI Homes
LGIH
$1.15B
$4.8M 0.01%
106,245
+101,462
+2,121% +$4.29M
SPLK
722
PUT
DELISTED
Splunk Inc
SPLK
$4.8M 0.01%
45,900
+39,300
+595% +$3.98M
HAS icon
723
Hasbro
HAS
$12.6B
$4.77M 0.01%
58,721
+31,945
+119% +$2.97M
SCCO icon
724
PUT
Southern Copper
SCCO
$166B
$4.77M 0.01%
+169,207
New +$5.64M
CMI icon
725
PUT
Cummins
CMI
$75.3B
$4.76M 0.01%
35,700
-2,800
-7% -$395K
27 28
29
30 31

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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.