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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
DIA icon
176
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$57.5M 0.08%
246,700
-2,288,700
-90% -$571M
LRCX icon
177
CALL
Lam Research
LRCX
$422B
$57.3M 0.08%
4,210,000
+3,945,000
+1,489% +$56.5M
TXN icon
178
PUT
Texas Instruments
TXN
$250B
$57.1M 0.08%
604,100
+169,100
+39% +$16.4M
EBAY icon
179
PUT
eBay
EBAY
$45.5B
$56.8M 0.08%
2,024,900
-37,500
-2% -$1.1M
EBIX
180
PUT
DELISTED
Ebix Inc
EBIX
$55.3M 0.07%
+1,300,000
New +$69.2M
MSFT icon
181
Microsoft
MSFT
$3.69T
$55.2M 0.07%
543,717
+540,330
+15,953% +$57.9M
YUM icon
182
CALL
Yum! Brands
YUM
$41B
$54.3M 0.07%
590,500
+516,000
+693% +$46.1M
JNJ icon
183
PUT
Johnson & Johnson
JNJ
$629B
$53.9M 0.07%
417,800
-385,800
-48% -$53.8M
XYZ
184
Block Inc
XYZ
$49.9B
$53.8M 0.07%
959,447
+743,738
+345% +$52.5M
CEF icon
185
Sprott Physical Gold and Silver Trust
CEF
$8.32B
$52.1M 0.07%
4,158,543
– –
TRIP icon
186
CALL
TripAdvisor
TRIP
$1.26B
$51.5M 0.07%
+955,400
New +$52.9M
XOM icon
187
PUT
ExxonMobil
XOM
$652B
$50.7M 0.07%
742,900
+342,800
+86% +$26.9M
GDX icon
188
CALL
VanEck Gold Miners ETF
GDX
$26.9B
$50.2M 0.07%
2,380,300
+1,505,300
+172% +$29.5M
YELP icon
189
PUT
Yelp
YELP
$1.28B
$50.1M 0.07%
1,433,500
+1,388,500
+3,086% +$53.1M
UAL icon
190
CALL
United Airlines
UAL
$40.6B
$49.5M 0.07%
591,600
+520,000
+726% +$45.7M
UNP icon
191
PUT
Union Pacific
UNP
$174B
$49.5M 0.07%
357,800
-93,600
-21% -$13.9M
CHRW icon
192
CALL
C.H. Robinson
CHRW
$17.1B
$49.4M 0.07%
587,500
– –
QCOM icon
193
PUT
Qualcomm
QCOM
$173B
$49.4M 0.07%
867,800
+118,800
+16% +$7.21M
CAT icon
194
CALL
Caterpillar
CAT
$393B
$48.7M 0.06%
382,900
+136,100
+55% +$17.7M
BHC icon
195
CALL
Bausch Health
BHC
$2.32B
$48.6M 0.06%
2,630,000
+671,300
+34% +$16M
USO icon
196
CALL
United States Oil Fund
USO
$1.77B
$48.3M 0.06%
625,025
-44,925
-7% -$4.52M
AAPL icon
197
Apple
AAPL
$4.46T
$47.8M 0.06%
1,212,624
+653,604
+117% +$31.7M
UPS icon
198
CALL
United Parcel Service
UPS
$88.4B
$47.7M 0.06%
489,400
+185,300
+61% +$20.1M
COST icon
199
Costco
COST
$427B
$47.3M 0.06%
231,946
+231,900
+504,130% +$51.8M
ULTA icon
200
CALL
Ulta Beauty
ULTA
$22.9B
$47.2M 0.06%
192,800
+151,600
+368% +$41.9M
6 7
8
9 10

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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.