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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | 1.06% |
| 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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $15.1B | 19.94% |
60,355,800
-8,134,900
| -12% | -$2.19B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $7.57B | 10.01% |
30,295,500
-28,527,600
| -48% | -$7.69B |
|
3
PUT
Invesco QQQ Trust
QQQ
$445B
| $3.07B | 4.05% |
19,872,900
+14,609,100
| +278% | +$2.44B |
|
4
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.09B | 2.77% |
15,636,700
+47,600
| +0.3% | +$7.1M |
|
5
PUT
Apple
AAPL
$4.99T
| $1.51B | 1.99% |
38,211,600
-6,993,200
| -15% | -$339M |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$445B
| $1.46B | 1.92% |
9,439,200
+1,467,400
| +18% | +$245M |
|
|
7
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.39B | 1.84% |
35,649,800
+21,182,900
| +146% | +$849M |
|
|
8
CALL
Apple
AAPL
$4.99T
| $1.11B | 1.47% |
28,257,600
+17,923,600
| +173% | +$869M |
|
|
9
PUT
Meta Platforms (Facebook)
META
$1.51T
| $1.11B | 1.46% |
8,453,400
+1,910,200
| +29% | +$277M |
|
|
10
CALL
Meta Platforms (Facebook)
META
$1.51T
| $952M | 1.26% |
7,259,200
+5,624,500
| +344% | +$815M |
|
11
PUT
Microsoft
MSFT
$2.92T
| $849M | 1.12% |
8,359,900
+854,500
| +11% | +$91.5M |
|
|
12
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $781M | 1.03% |
3,124,229
+3,124,228
| +312,422,800% | +$842M |
|
|
13
CALL
Microsoft
MSFT
$2.92T
| $770M | 1.02% |
7,582,700
+4,325,800
| +133% | +$463M |
|
14
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $665M | 0.88% |
17,004,000
-1,051,600
| -6% | -$42.5M |
|
15
CALL
SPDR Gold Trust
GLD
$131B
| $644M | 0.85% |
5,311,400
-196,700
| -4% | -$22.9M |
|
|
VXX
16
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $626M | 0.83% |
13,343,400
-166,200
| -1% | -$6.15M |
|
|
17
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $615M | 0.81% |
4,595,500
-1,405,800
| -23% | -$210M |
|
18
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $601M | 0.79% |
10,223,400
-9,746,700
| -49% | -$609M |
|
19
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $563M | 0.74% |
4,635,500
+19,000
| +0.4% | +$2.2M |
|
|
20
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $458M | 0.61% |
11,721,300
+1,039,000
| +10% | +$42M |
|
21
CALL
Alphabet (Google) Class C
GOOG
$4.07T
| $456M | 0.6% |
8,814,000
+8,468,000
| +2,447% | +$453M |
|
22
PUT
Alibaba
BABA
$276B
| $449M | 0.59% |
3,272,500
-259,000
| -7% | -$38.3M |
|
23
CALL
Netflix
NFLX
$301B
| $410M | 0.54% |
15,326,000
+13,859,000
| +945% | +$415M |
|
24
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $390M | 0.52% |
4,807,100
-4,867,000
| -50% | -$407M |
|
25
CALL
Amazon
AMZN
$2.48T
| $380M | 0.5% |
5,060,000
+4,226,000
| +507% | +$351M |
|
Similar funds
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.