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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
+6.88%
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
$81.9B
AUM Growth
+$11.2B
(+16%)
Cap. Flow
+$7.53B
Cap. Flow
% of AUM
9.19%
Top 10 Holdings %
Top 10 Hldgs %
59.74%
Holding
4,191
New
1,053
Increased
716
Reduced
607
Closed
592
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$164M |
| 2 |
JD.com
JD
|
+$69.5M |
| 3 |
Alibaba
BABA
|
+$59.8M |
| 4 |
TWTR
Twitter, Inc.
TWTR
|
+$31.6M |
| 5 |
Intel
INTC
|
+$29.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$117M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$76.5M |
| 3 |
IBM
IBM
|
+$63.7M |
| 4 |
AT&T
T
|
+$56.8M |
| 5 |
Blackstone
BX
|
+$43.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 0.76% |
| 2 | Technology | 0.62% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Financials | 0.46% |
| 5 | Healthcare | 0.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
Pfizer
PFE
$150B
| $23.7M | 0.03% |
567,368
+189,931
| +50% | +$7.31M |
|
252
PUT
Chipotle Mexican Grill
CMG
$41.3B
| $23.7M | 0.03% |
2,605,000
-11,520,000
| -82% | -$110M |
|
253
PUT
Kohl's
KSS
$2.19B
| $23.5M | 0.03% |
314,700
+58,000
| +23% | +$4.39M |
|
254
PUT
NetEase
NTES
$79.5B
| $23.4M | 0.03% |
513,000
-490,000
| -49% | -$22.5M |
|
255
PUT
Arista Networks
ANET
$265B
| $23.3M | 0.03% |
1,400,000
-369,600
| -21% | -$6.29M |
|
256
Wells Fargo
WFC
$269B
| $23.3M | 0.03% |
442,483
+12,094
| +3% | +$691K |
|
257
CALL
Comcast
CMCSA
$90.4B
| $23.2M | 0.03% |
656,000
+41,000
| +7% | +$1.45M |
|
258
CALL
iShares Biotechnology ETF
IBB
$9.86B
| $23.1M | 0.03% |
189,700
-157,000
| -45% | -$18.5M |
|
259
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $22.9M | 0.03% |
132,400
-30,000
| -18% | -$5.05M |
|
|
SINA
260
PUT
DELISTED
Sina Corp
SINA
| $22.9M | 0.03% |
330,000
+80,000
| +32% | +$5.99M |
|
261
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
| $22.8M | 0.03% |
388,204
+93,440
| +32% | +$5.32M |
|
|
AGN
262
PUT
DELISTED
Allergan plc
AGN
| $22.7M | 0.03% |
119,400
+32,400
| +37% | +$5.95M |
|
263
PUT
Newmont
NEM
$124B
| $22.7M | 0.03% |
752,500
-300,700
| -29% | -$10.2M |
|
264
CALL
Petrobras
PBR
$114B
| $22.7M | 0.03% |
1,881,600
+1,781,600
| +1,782% | +$19.8M |
|
265
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $22.5M | 0.03% |
208,800
-46,200
| -18% | -$4.96M |
|
266
iShares MSCI South Korea ETF
EWY
$27.2B
| $22.5M | 0.03% |
328,913
+153,476
| +87% | +$10.2M |
|
267
CALL
Campbell Soup
CPB
$6.74B
| $22.3M | 0.03% |
607,700
-421,300
| -41% | -$17.2M |
|
268
CALL
Halliburton
HAL
$27.7B
| $22.1M | 0.03% |
544,100
+106,600
| +24% | +$4.41M |
|
269
PUT
GE Aerospace
GE
$379B
| $22M | 0.03% |
407,246
-134,232
| -25% | -$8.27M |
|
270
CALL
Mondelez International
MDLZ
$79.4B
| $22M | 0.03% |
512,400
+13,400
| +3% | +$572K |
|
271
PUT
iShares US Real Estate ETF
IYR
$4.52B
| $22M | 0.03% |
+275,000
| New | +$22.4M |
|
272
PUT
UnitedHealth
UNH
$364B
| $21.8M | 0.03% |
+82,100
| New | +$21.4M |
|
|
EA
273
DELISTED
Electronic Arts
EA
| $21.7M | 0.03% |
+179,717
| New | +$23.2M |
|
274
PUT
Eli Lilly
LLY
$1.09T
| $21.7M | 0.03% |
+201,800
| New | +$20.2M |
|
275
PUT
Nucor
NUE
$61.7B
| $21.5M | 0.03% |
338,100
+90,800
| +37% | +$5.81M |
|
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HF
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 deployed $7.53B of net new capital in Q3 2018, opening 1,053 new positions and adding to 716 existing holdings. Its largest new stake was Boeing: 78,101 shares worth $29M.
By sector, the portfolio is most concentrated in Communication Services at 0.76% of assets, up from 0.59% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Citigroup, an estimated $117M trimmed.
- 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.