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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
XLY icon
301
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
$24.7M 0.03%
498,200
+486,000
+3,984% +$25.7M
EWW icon
302
CALL
iShares MSCI Mexico ETF
EWW
$1.87B
$24.2M 0.03%
587,200
+187,300
+47% +$8.14M
VXX
303
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$24.2M 0.03%
515,325
-1,767,300
-77% -$65.4M
ROKU icon
304
PUT
Roku
ROKU
$22.9B
$24M 0.03%
782,100
+682,100
+682% +$32.1M
SCHW
305
Charles Schwab
SCHW
$190B
$23.9M 0.03%
576,636
+365,578
+173% +$16.5M
PANW icon
306
PUT
Palo Alto Networks
PANW
$323B
$23.9M 0.03%
760,200
+108,600
+17% +$3.39M
WDC icon
307
CALL
Western Digital
WDC
$168B
$23.9M 0.03%
854,129
+738,234
+637% +$26.2M
ORCL icon
308
Oracle
ORCL
$450B
$23.8M 0.03%
528,010
+426,969
+423% +$20.5M
ABBV icon
309
PUT
AbbVie
ABBV
$443B
$23.8M 0.03%
258,100
-155,900
-38% -$13.7M
FDX icon
310
PUT
FedEx
FDX
$80.3B
$23.5M 0.03%
145,800
+33,000
+29% +$6.98M
ABBV icon
311
AbbVie
ABBV
$443B
$23.4M 0.03%
+254,273
New +$22.4M
XLK icon
312
CALL
State Street Technology Select Sector SPDR ETF
XLK
$125B
$23.3M 0.03%
751,400
+378,000
+101% +$12.8M
FXE icon
313
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
$23.2M 0.03%
211,700
-12,200
-5% -$1.33M
ELV icon
314
PUT
Elevance Health
ELV
$86.4B
$23.2M 0.03%
88,200
+52,200
+145% +$14.4M
DHI icon
315
CALL
D.R. Horton
DHI
$41.9B
$23.2M 0.03%
668,400
+43,700
+7% +$1.59M
COP icon
316
CALL
ConocoPhillips
COP
$150B
$23M 0.03%
369,000
+294,900
+398% +$20.1M
AXP icon
317
CALL
American Express
AXP
$232B
$23M 0.03%
241,100
+174,500
+262% +$18.3M
BBY icon
318
CALL
Best Buy
BBY
$18B
$22.8M 0.03%
429,900
-131,500
-23% -$8.59M
HAS icon
319
PUT
Hasbro
HAS
$13.6B
$22.7M 0.03%
279,500
+19,100
+7% +$1.78M
ALGN icon
320
PUT
Align Technology
ALGN
$12.5B
$22.6M 0.03%
108,100
+32,200
+42% +$8.14M
GILD icon
321
PUT
Gilead Sciences
GILD
$171B
$22.5M 0.03%
359,800
-82,800
-19% -$5.79M
XLNX
322
CALL
DELISTED
Xilinx Inc
XLNX
$22.4M 0.03%
263,400
+253,400
+2,534% +$21.2M
PEP icon
323
PepsiCo
PEP
$192B
$22.3M 0.03%
201,569
+146,343
+265% +$16.5M
PLNT icon
324
PUT
Planet Fitness
PLNT
$3.71B
$22M 0.03%
+410,000
New +$21M
XME icon
325
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
$21.9M 0.03%
835,500
+440,000
+111% +$13.3M
11 12
13
14 15

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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.