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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
WMT icon
76
PUT
Walmart Inc
WMT
$921B
$142M 0.19%
4,579,800
+475,200
+12% +$15.2M
BA icon
77
PUT
Boeing
BA
$182B
$142M 0.19%
439,300
+214,200
+95% +$74M
WFC icon
78
Wells Fargo
WFC
$266B
$141M 0.19%
3,067,063
+2,624,580
+593% +$134M
GWW icon
79
CALL
W.W. Grainger
GWW
$61.5B
$139M 0.18%
491,600
-324,100
-40% -$96.4M
MU icon
80
Micron Technology
MU
$1.07T
$138M 0.18%
4,341,414
+3,092,644
+248% +$117M
XOP icon
81
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$137M 0.18%
1,291,475
+1,121,050
+658% +$157M
NOC icon
82
Northrop Grumman
NOC
$81.6B
$137M 0.18%
558,752
+549,287
+5,803% +$152M
AMD icon
83
CALL
Advanced Micro Devices
AMD
$789B
$136M 0.18%
7,361,500
+4,098,300
+126% +$88.6M
V icon
84
CALL
Visa
V
$682B
$134M 0.18%
1,014,400
+652,700
+180% +$90.1M
STLA icon
85
CALL
Stellantis
STLA
$20.2B
$134M 0.18%
+9,245,000
New +$149M
KO icon
86
CALL
Coca-Cola
KO
$376B
$131M 0.17%
2,770,800
+1,407,200
+103% +$67.4M
DE icon
87
CALL
Deere & Co
DE
$165B
$131M 0.17%
878,400
+749,300
+580% +$110M
MDT icon
88
CALL
Medtronic
MDT
$116B
$130M 0.17%
1,428,200
+492,300
+53% +$46M
C icon
89
CALL
Citigroup
C
$233B
$128M 0.17%
2,466,800
+701,600
+40% +$44.4M
T icon
90
CALL
AT&T
T
$168B
$128M 0.17%
5,938,272
+3,420,024
+136% +$79.6M
CMCSA icon
91
CALL
Comcast
CMCSA
$92.9B
$126M 0.17%
3,700,700
+3,044,700
+464% +$111M
FXI icon
92
iShares China Large-Cap ETF
FXI
$4.16B
$125M 0.17%
3,196,266
+3,196,265
+319,626,500% +$129M
KRE icon
93
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
$124M 0.16%
2,644,500
+2,294,700
+656% +$123M
NVDA icon
94
CALL
NVIDIA
NVDA
$5.46T
$122M 0.16%
36,668,000
+35,980,000
+5,230% +$172M
TXN icon
95
CALL
Texas Instruments
TXN
$250B
$122M 0.16%
1,289,900
+1,276,100
+9,247% +$124M
MU icon
96
CALL
Micron Technology
MU
$1.07T
$121M 0.16%
3,798,200
+1,258,000
+50% +$47.7M
HYG icon
97
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$119M 0.16%
1,466,700
-1,810,500
-55% -$152M
IEF icon
98
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$119M 0.16%
1,140,700
-1,049,800
-48% -$106M
KR icon
99
CALL
Kroger
KR
$35.1B
$118M 0.16%
4,302,800
+488,400
+13% +$14.2M
T icon
100
PUT
AT&T
T
$168B
$116M 0.15%
5,373,322
+79,838
+2% +$1.86M
2 3
4
5 6

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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.