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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
(-7.7%)
Cap. Flow
+$6.45B
Cap. Flow
% of AUM
8.53%
Top 10 Holdings %
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$842M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$208M |
| 3 |
Citigroup
C
|
+$185M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
Wells Fargo
WFC
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMRN
Amarin Corp
AMRN
|
+$53.5M |
| 2 |
Meta Platforms (Facebook)
META
|
+$48.6M |
| 3 |
Blackstone
BX
|
+$43.2M |
| 4 |
JD.com
JD
|
+$42.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
CALL
JPMorgan Chase
JPM
$965B
| $186M | 0.25% |
1,903,700
+1,375,500
| +260% | +$147M |
|
|
52
Citigroup
C
$233B
| $183M | 0.24% |
3,511,673
+2,928,906
| +503% | +$185M |
|
53
CALL
Qualcomm
QCOM
$173B
| $182M | 0.24% |
3,203,200
+2,994,100
| +1,432% | +$182M |
|
54
Bank of America
BAC
$448B
| $182M | 0.24% |
7,384,461
+4,116,565
| +126% | +$112M |
|
|
55
Meta Platforms (Facebook)
META
$1.52T
| $181M | 0.24% |
1,378,741
-335,776
| -20% | -$48.6M |
|
56
CALL
Starbucks
SBUX
$124B
| $178M | 0.24% |
2,763,300
+2,654,700
| +2,444% | +$166M |
|
57
CALL
Cisco
CSCO
$447B
| $177M | 0.23% |
4,079,000
+3,078,500
| +308% | +$141M |
|
58
PUT
Tesla
TSLA
$1.34T
| $176M | 0.23% |
7,951,500
-5,647,500
| -42% | -$121M |
|
59
CALL
Salesforce
CRM
$165B
| $176M | 0.23% |
1,283,200
+1,281,400
| +71,189% | +$176M |
|
60
PUT
NVIDIA
NVDA
$5.46T
| $171M | 0.23% |
51,260,000
-26,376,000
| -34% | -$126M |
|
61
PUT
Morgan Stanley
MS
$343B
| $169M | 0.22% |
4,273,600
+1,062,600
| +33% | +$46.4M |
|
62
CALL
McDonald's
MCD
$193B
| $169M | 0.22% |
953,300
+888,900
| +1,380% | +$158M |
|
63
CALL
Costco
COST
$427B
| $168M | 0.22% |
823,100
+601,300
| +271% | +$134M |
|
|
64
CALL
Tesla
TSLA
$1.34T
| $166M | 0.22% |
7,482,000
+1,176,000
| +19% | +$25.3M |
|
65
PUT
PayPal
PYPL
$51.8B
| $163M | 0.22% |
1,942,800
+126,800
| +7% | +$10.6M |
|
66
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $158M | 0.21% |
1,519,900
+880,900
| +138% | +$89.2M |
|
67
PUT
Baidu
BIDU
$35.5B
| $157M | 0.21% |
991,600
+69,500
| +8% | +$13M |
|
68
PUT
Broadcom
AVGO
$1.99T
| $157M | 0.21% |
6,179,000
+3,545,000
| +135% | +$83.7M |
|
69
CALL
Amgen
AMGN
$226B
| $157M | 0.21% |
806,200
+774,700
| +2,459% | +$151M |
|
|
70
CALL
Broadcom
AVGO
$1.99T
| $155M | 0.21% |
6,100,000
+2,926,000
| +92% | +$69.1M |
|
71
PUT
Marriott Vacations Worldwide
VAC
$4.1B
| $154M | 0.2% |
2,187,904
| – | – |
|
72
PUT
Walt Disney
DIS
$181B
| $145M | 0.19% |
1,325,200
+1,121,900
| +552% | +$128M |
|
73
CALL
Boeing
BA
$182B
| $145M | 0.19% |
449,400
+371,500
| +477% | +$128M |
|
|
74
PUT
JPMorgan Chase
JPM
$965B
| $143M | 0.19% |
1,467,100
+134,300
| +10% | +$14.3M |
|
75
PUT
Medtronic
MDT
$116B
| $143M | 0.19% |
1,568,600
-123,700
| -7% | -$11.6M |
|
Similar funds
HF
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.