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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-14.77%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
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 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DIA icon
251
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$33.8M 0.04%
144,900
+24,600
+20% +$6.14M
AIG icon
252
CALL
American International
AIG
$39.8B
$33.7M 0.04%
855,030
-26,670
-3% -$1.16M
SNAP icon
253
CALL
Snap
SNAP
$8.96B
$33.7M 0.04%
6,114,000
+583,100
+11% +$3.79M
MMM icon
254
CALL
3M
MMM
$94.8B
$33.6M 0.04%
210,855
+164,091
+351% +$27.2M
NEM icon
255
PUT
Newmont
NEM
$120B
$33.2M 0.04%
957,700
+205,200
+27% +$6.65M
DG icon
256
CALL
Dollar General
DG
$26.4B
$33.1M 0.04%
306,600
+142,200
+86% +$15.4M
VXX
257
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$33.1M 0.04%
+706,369
New +$26.1M
GOOG icon
258
Alphabet (Google) Class C
GOOG
$4.21T
$33M 0.04%
638,140
-189,480
-23% -$10.1M
MPC icon
259
CALL
Marathon Petroleum
MPC
$97.8B
$33M 0.04%
559,000
+392,930
+237% +$26.8M
MDLZ icon
260
PUT
Mondelez International
MDLZ
$79.4B
$32.9M 0.04%
822,700
-21,800
-3% -$929K
AMAT icon
261
CALL
Applied Materials
AMAT
$424B
$32.8M 0.04%
1,002,900
+826,200
+468% +$28.3M
JD icon
262
JD.com
JD
$39.6B
$32.5M 0.04%
1,551,498
-1,894,375
-55% -$42.4M
TIF
263
PUT
DELISTED
Tiffany & Co.
TIF
$32.1M 0.04%
399,300
+319,600
+401% +$32.6M
BIIB icon
264
PUT
Biogen
BIIB
$30.9B
$31.3M 0.04%
104,000
+5,400
+5% +$1.72M
BX icon
265
PUT
Blackstone
BX
$110B
$31M 0.04%
1,040,300
+90,300
+10% +$2.98M
CRM icon
266
Salesforce
CRM
$165B
$30.9M 0.04%
225,477
+65,796
+41% +$9.05M
XOP icon
267
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$30.8M 0.04%
290,702
+260,269
+855% +$36.4M
GM icon
268
CALL
General Motors
GM
$75.8B
$30.7M 0.04%
917,400
+198,800
+28% +$6.86M
AMAT icon
269
PUT
Applied Materials
AMAT
$424B
$30.4M 0.04%
927,500
+395,700
+74% +$13.6M
DIS icon
270
Walt Disney
DIS
$178B
$30.3M 0.04%
276,032
+131,274
+91% +$14.9M
NSC icon
271
CALL
Norfolk Southern
NSC
$75.3B
$29.9M 0.04%
200,000
+100,000
+100% +$16.4M
PFE icon
272
CALL
Pfizer
PFE
$153B
$29.8M 0.04%
718,406
+151,038
+27% +$6.27M
XLK icon
273
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
$29.7M 0.04%
957,800
+453,000
+90% +$15.3M
REGN icon
274
PUT
Regeneron Pharmaceuticals
REGN
$82.2B
$29.6M 0.04%
79,300
+19,700
+33% +$7.21M
MCD icon
275
McDonald's
MCD
$193B
$29.5M 0.04%
166,286
+143,969
+645% +$25.5M
9 10
11
12 13

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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 $6.45B 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 Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

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.