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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
INTC icon
151
Intel
INTC
$527B
$74.9M 0.1%
1,597,005
+903,690
+130% +$42.3M
BIIB icon
152
CALL
Biogen
BIIB
$30.9B
$74.6M 0.1%
247,900
+216,700
+695% +$69.2M
BKNG icon
153
Booking.com
BKNG
$160B
$74.2M 0.1%
1,077,425
+1,033,175
+2,335% +$75.8M
WDAY icon
154
PUT
Workday
WDAY
$51B
$74M 0.1%
463,300
+340,900
+279% +$48.3M
MS icon
155
CALL
Morgan Stanley
MS
$343B
$72.6M 0.1%
1,831,000
+1,644,000
+879% +$71.7M
IBM icon
156
IBM
IBM
$223B
$72.6M 0.1%
667,788
+469,852
+237% +$56.4M
TGT icon
157
CALL
Target
TGT
$69.9B
$72.6M 0.1%
1,098,000
+330,200
+43% +$25.4M
XOP icon
158
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$72.5M 0.1%
682,900
+550,500
+416% +$76.9M
QQQ icon
159
Invesco QQQ Trust
QQQ
$487B
$72M 0.1%
466,558
+464,957
+29,042% +$77.8M
GDX icon
160
PUT
VanEck Gold Miners ETF
GDX
$26.9B
$70.9M 0.09%
3,362,000
+2,228,800
+197% +$43.7M
BHC icon
161
PUT
Bausch Health
BHC
$2.32B
$69M 0.09%
3,735,100
+1,335,600
+56% +$31.8M
CSCO icon
162
PUT
Cisco
CSCO
$447B
$68.6M 0.09%
1,584,100
+294,800
+23% +$13.5M
MA icon
163
CALL
Mastercard
MA
$490B
$68.5M 0.09%
363,100
+152,800
+73% +$30.3M
ORCL icon
164
CALL
Oracle
ORCL
$450B
$68.1M 0.09%
1,509,400
+1,106,200
+274% +$53M
WB icon
165
PUT
Weibo
WB
$1.91B
$67.8M 0.09%
1,160,000
+401,600
+53% +$24.3M
ADSK icon
166
PUT
Autodesk
ADSK
$52.7B
$67.6M 0.09%
525,600
+259,000
+97% +$35M
ADSK icon
167
CALL
Autodesk
ADSK
$52.7B
$64.9M 0.09%
504,400
+348,000
+223% +$47M
SNAP icon
168
PUT
Snap
SNAP
$8.96B
$63.4M 0.08%
11,500,500
+4,980,800
+76% +$32.4M
VZ icon
169
PUT
Verizon
VZ
$200B
$62.7M 0.08%
1,115,800
+214,000
+24% +$12.1M
LQD icon
170
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$60.7M 0.08%
538,100
+417,400
+346% +$46.9M
LOW icon
171
CALL
Lowe's Companies
LOW
$121B
$58.9M 0.08%
637,300
+464,400
+269% +$44.8M
LOW icon
172
PUT
Lowe's Companies
LOW
$121B
$58M 0.08%
628,100
+30,000
+5% +$2.89M
ABT icon
173
CALL
Abbott
ABT
$193B
$58M 0.08%
801,900
+526,100
+191% +$37M
PG icon
174
CALL
Procter & Gamble
PG
$335B
$57.6M 0.08%
626,300
+531,900
+563% +$47.5M
NFLX icon
175
Netflix
NFLX
$326B
$57.6M 0.08%
2,150,260
+796,130
+59% +$23.8M
5 6
7
8 9

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HF
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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.