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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.88%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$81.9B
AUM Growth
+$11.2B
Cap. Flow
-$56.6M
Cap. Flow %
-0.07%
Top 10 Hldgs %
59.74%
Holding
4,191
New
1,053
Increased
716
Reduced
607
Closed
592

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$164M
2
JD icon
JD.com
JD
+$69.5M
3
BABA icon
Alibaba
BABA
+$59.8M
4
TWTR
Twitter, Inc.
TWTR
+$31.6M
5
INTC icon
Intel
INTC
+$29.7M

Top Sells

Rank Stock Value
1
C icon
Citigroup
C
+$117M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$76.5M
3
IBM icon
IBM
IBM
+$63.7M
4
T icon
AT&T
T
+$56.8M
5
BX icon
Blackstone
BX
+$43.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.74%
2 Communication Services 0.78%
3 Technology 0.63%
4 Consumer Discretionary 0.53%
5 Financials 0.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$19.9B 24.3%
68,490,700
+19,872,400
+41% +$5.66B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$17.1B 20.87%
58,823,100
-2,659,800
-4% -$757M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$2.63B 3.21%
15,589,100
+961,100
+7% +$162M
AAPL icon
4
PUT
Apple
AAPL
$4.61T
$2.55B 3.11%
45,204,800
-6,275,200
-12% -$327M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$490B
$1.48B 1.81%
7,971,800
-3,131,600
-28% -$567M
EFA icon
6
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$1.36B 1.66%
19,970,100
+3,274,600
+20% +$221M
META icon
7
PUT
Meta Platforms (Facebook)
META
$1.56T
$1.08B 1.31%
6,543,200
+1,943,400
+42% +$352M
IWM icon
8
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$1.01B 1.23%
6,001,300
+3,467,300
+137% +$585M
QQQ icon
9
PUT
Invesco QQQ Trust
QQQ
$490B
$978M 1.19%
5,263,800
-4,571,700
-46% -$827M
MSFT icon
10
PUT
Microsoft
MSFT
$3.67T
$858M 1.05%
7,505,400
+913,200
+14% +$99M
HYG icon
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$836M 1.02%
9,674,100
-288,100
-3% -$24.8M
FXI icon
12
PUT
iShares China Large-Cap ETF
FXI
$4.17B
$773M 0.94%
18,055,600
+5,099,800
+39% +$216M
EEM icon
13
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$694M 0.85%
16,167,500
-1,596,200
-9% -$68.9M
DIA icon
14
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$670M 0.82%
2,535,400
+2,385,400
+1,590% +$611M
GLD icon
15
CALL
SPDR Gold Trust
GLD
$148B
$621M 0.76%
5,508,100
+1,838,100
+50% +$211M
EEM icon
16
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$621M 0.76%
14,466,900
-9,839,900
-40% -$425M
EFA icon
17
CALL
iShares MSCI EAFE ETF
EFA
$79.7B
$613M 0.75%
9,010,500
+1,877,600
+26% +$127M
AAPL icon
18
CALL
Apple
AAPL
$4.61T
$583M 0.71%
10,334,000
-1,282,800
-11% -$66.8M
BABA icon
19
PUT
Alibaba
BABA
$280B
$582M 0.71%
3,531,500
+1,168,300
+49% +$207M
NFLX icon
20
PUT
Netflix
NFLX
$320B
$557M 0.68%
14,895,000
+9,733,000
+189% +$353M
NVDA icon
21
PUT
NVIDIA
NVDA
$5.45T
$545M 0.67%
77,636,000
+29,688,000
+62% +$193M
TLT icon
22
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$541M 0.66%
4,616,500
-1,147,700
-20% -$138M
FXI icon
23
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$457M 0.56%
10,682,300
+6,900,600
+182% +$292M
MU icon
24
PUT
Micron Technology
MU
$1.13T
$452M 0.55%
9,992,000
-3,712,700
-27% -$187M
GOOG icon
25
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$379M 0.46%
6,348,000
+658,000
+12% +$39.4M
1
2 3 4 5

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Parallax Volatility Advisers's Q3 2018 Portfolio in Review

As of Q3 2018, Parallax Volatility Advisers held 4,191 positions worth $81.9B, up 16% from $70.7B the previous quarter. Its ten largest holdings account for 60% of the portfolio.

Parallax Volatility Advisers's Q3 2018 filing shows 1,053 new, 716 increased, 607 reduced and 592 closed positions. Its largest new stake was Boeing: 78,101 shares worth $29M. The largest sale was Citigroup, an estimated $117M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Communication Services and Technology.

  • Parallax Volatility Advisers's largest Q3 2018 buy was Boeing: 78,101 shares worth $29M.
  • Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q3 2018, an estimated $164M increase.
  • Parallax Volatility Advisers's biggest Q3 2018 reduction was Citigroup, cutting an estimated $117M.
  • Parallax Volatility Advisers fully exited Broadcom in Q3 2018, selling an estimated $23.2M.
  • Parallax Volatility Advisers's ten largest holdings make up 60% of its $81.9B portfolio in Q3 2018.
  • Parallax Volatility Advisers opened 1,053 new positions and closed 592 in Q3 2018.
  • Parallax Volatility Advisers's portfolio value rose 16% quarter-over-quarter to $81.9B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2018, filed 14 Nov 2018.