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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 1.08%
3 Communication Services 0.76%
4 Consumer Discretionary 0.73%
5 Healthcare 0.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INTC icon
26
PUT
Intel
INTC
$527B
$366M 0.48%
7,809,100
+3,133,800
+67% +$147M
TLT icon
27
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
$343M 0.45%
2,826,500
+1,542,600
+120% +$179M
MU icon
28
PUT
Micron Technology
MU
$1.07T
$312M 0.41%
9,839,600
-152,400
-2% -$5.78M
EEM icon
29
CALL
iShares MSCI Emerging Markets ETF
EEM
$30.5B
$305M 0.4%
7,813,500
-8,354,000
-52% -$335M
INTC icon
30
CALL
Intel
INTC
$527B
$305M 0.4%
6,489,400
+4,309,000
+198% +$202M
AMZN icon
31
PUT
Amazon
AMZN
$2.86T
$302M 0.4%
4,026,000
+1,002,000
+33% +$83.3M
NFLX icon
32
PUT
Netflix
NFLX
$326B
$300M 0.4%
11,203,000
-3,692,000
-25% -$110M
BAC icon
33
PUT
Bank of America
BAC
$448B
$292M 0.39%
11,837,700
+1,591,600
+16% +$43.2M
BABA icon
34
CALL
Alibaba
BABA
$293B
$274M 0.36%
2,002,000
+1,365,900
+215% +$202M
C icon
35
PUT
Citigroup
C
$233B
$271M 0.36%
5,197,200
+1,239,300
+31% +$78.5M
WFC icon
36
PUT
Wells Fargo
WFC
$266B
$265M 0.35%
5,741,300
+1,089,400
+23% +$55.8M
EEM icon
37
iShares MSCI Emerging Markets ETF
EEM
$30.5B
$258M 0.34%
6,609,617
+5,201,640
+369% +$208M
DIS icon
38
CALL
Walt Disney
DIS
$181B
$251M 0.33%
2,285,800
+2,161,800
+1,743% +$246M
WMT icon
39
CALL
Walmart Inc
WMT
$921B
$250M 0.33%
8,067,000
+7,384,200
+1,081% +$237M
PYPL icon
40
CALL
PayPal
PYPL
$51.8B
$247M 0.33%
2,934,100
+2,744,500
+1,448% +$229M
BKNG icon
41
PUT
Booking.com
BKNG
$160B
$245M 0.32%
3,550,000
+2,672,500
+305% +$196M
VZ icon
42
CALL
Verizon
VZ
$200B
$229M 0.3%
4,070,700
+3,037,000
+294% +$172M
IBM icon
43
CALL
IBM
IBM
$223B
$225M 0.3%
2,068,360
+1,680,817
+434% +$202M
BKNG icon
44
CALL
Booking.com
BKNG
$160B
$221M 0.29%
3,212,500
+3,200,000
+25,600% +$235M
GOOG icon
45
PUT
Alphabet (Google) Class C
GOOG
$4.21T
$218M 0.29%
4,204,000
-2,144,000
-34% -$115M
ADBE icon
46
CALL
Adobe
ADBE
$108B
$213M 0.28%
939,600
+837,600
+821% +$202M
AMD icon
47
PUT
Advanced Micro Devices
AMD
$789B
$190M 0.25%
10,290,300
+8,100
+0.1% +$175K
IBM icon
48
PUT
IBM
IBM
$223B
$189M 0.25%
1,741,067
-553,334
-24% -$66.4M
EWZ icon
49
PUT
iShares MSCI Brazil ETF
EWZ
$8.55B
$189M 0.25%
4,939,600
-1,901,000
-28% -$73.6M
PEP icon
50
CALL
PepsiCo
PEP
$192B
$188M 0.25%
1,700,000
+1,686,400
+12,400% +$190M
1
2
3 4 5

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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.