We are live on ! Find out more
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
GS icon
101
PUT
Goldman Sachs
GS
$304B
$115M 0.15%
685,800
-47,100
-6% -$9.5M
LQD icon
102
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$114M 0.15%
+1,009,800
New +$114M
WFC icon
103
CALL
Wells Fargo
WFC
$266B
$114M 0.15%
2,466,800
+1,423,400
+136% +$72.9M
PRKS icon
104
PUT
United Parks & Resorts
PRKS
$2.01B
$113M 0.15%
5,105,200
-999,000
-16% -$26.7M
REGN icon
105
CALL
Regeneron Pharmaceuticals
REGN
$82.2B
$111M 0.15%
298,300
+287,300
+2,612% +$105M
PEP icon
106
PUT
PepsiCo
PEP
$192B
$111M 0.15%
1,003,600
+203,800
+25% +$23M
COST icon
107
PUT
Costco
COST
$427B
$110M 0.15%
538,700
+27,700
+5% +$6.19M
XBI icon
108
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$109M 0.14%
1,525,700
+1,086,600
+247% +$87.5M
CRM icon
109
PUT
Salesforce
CRM
$165B
$109M 0.14%
794,900
+147,800
+23% +$20.3M
ADBE icon
110
PUT
Adobe
ADBE
$108B
$109M 0.14%
481,100
-81,700
-15% -$19.7M
EMB icon
111
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$108M 0.14%
1,038,900
+898,300
+639% +$93.9M
CVS icon
112
CALL
CVS Health
CVS
$121B
$107M 0.14%
1,633,466
+1,366,966
+513% +$102M
SBUX icon
113
PUT
Starbucks
SBUX
$124B
$106M 0.14%
1,648,700
+1,158,200
+236% +$72.5M
ORCL icon
114
PUT
Oracle
ORCL
$450B
$106M 0.14%
2,339,500
+679,500
+41% +$32.6M
V icon
115
PUT
Visa
V
$682B
$105M 0.14%
798,700
+383,900
+93% +$53M
FANG icon
116
CALL
Diamondback Energy
FANG
$55.9B
$104M 0.14%
1,125,000
+1,067,500
+1,857% +$119M
BABA icon
117
Alibaba
BABA
$293B
$104M 0.14%
759,522
+378,045
+99% +$55.9M
BIDU icon
118
Baidu
BIDU
$35.5B
$101M 0.13%
639,286
+485,414
+315% +$90.5M
TMO icon
119
CALL
Thermo Fisher Scientific
TMO
$223B
$101M 0.13%
450,300
+334,700
+290% +$78.5M
IWM icon
120
iShares Russell 2000 ETF
IWM
$82.4B
$99.9M 0.13%
745,711
+490,086
+192% +$73.1M
DE icon
121
PUT
Deere & Co
DE
$165B
$99.3M 0.13%
665,700
+444,600
+201% +$65.1M
MCD icon
122
PUT
McDonald's
MCD
$193B
$99.1M 0.13%
558,200
+496,500
+805% +$88.1M
TWTR
123
PUT
DELISTED
Twitter, Inc.
TWTR
$98.5M 0.13%
3,428,500
+360,000
+12% +$11.3M
HD icon
124
CALL
Home Depot
HD
$341B
$98.3M 0.13%
572,300
+551,400
+2,638% +$98.9M
JNJ icon
125
CALL
Johnson & Johnson
JNJ
$632B
$98.3M 0.13%
761,900
+710,300
+1,377% +$99.1M
3 4
5
6 7

Similar funds

Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return
First Manhattan
First Manhattan New York $36.1B AUM 11.5% 1-Year Est. Return
Viking Global Investors
Viking Global Investors Stamford, Connecticut $35.7B AUM 21.3% 1-Year Est. Return
Holocene Advisors
Holocene Advisors New York $41.5B AUM 42.97% 1-Year Est. Return

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.