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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 | |
|---|---|---|---|---|---|---|
301
CALL
Chevron
CVX
$386B
| $19.5M | 0.02% |
159,700
+134,400
| +531% | +$16.3M |
|
302
CALL
Whirlpool
WHR
$2.79B
| $19.5M | 0.02% |
164,000
| – | – |
|
303
CALL
Deere & Co
DE
$167B
| $19.4M | 0.02% |
+129,100
| New | +$18.5M |
|
304
News Corp Class A
NWSA
$15.5B
| $19.2M | 0.02% |
+1,455,293
| New | +$20.4M |
|
305
PUT
State Street SPDR S&P Retail ETF
XRT
$639M
| $19.2M | 0.02% |
375,500
-468,600
| -56% | -$23.8M |
|
306
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $19M | 0.02% |
504,800
+314,800
| +166% | +$11.5M |
|
307
PUT
Target
TGT
$69.9B
| $18.9M | 0.02% |
214,400
-222,500
| -51% | -$18.5M |
|
|
ATVI
308
CALL
DELISTED
Activision Blizzard
ATVI
| $18.8M | 0.02% |
+225,600
| New | +$17.1M |
|
309
PUT
Petrobras
PBR
$114B
| $18.7M | 0.02% |
1,549,000
+1,506,500
| +3,545% | +$16.7M |
|
310
PUT
BP
BP
$111B
| $18.7M | 0.02% |
424,181
+103,848
| +32% | +$4.34M |
|
|
X
311
CALL
DELISTED
US Steel
X
| $18.7M | 0.02% |
612,300
+362,300
| +145% | +$11.7M |
|
312
CALL
Align Technology
ALGN
$12.4B
| $18.7M | 0.02% |
47,700
+17,700
| +59% | +$6.53M |
|
313
CALL
Lumen
LUMN
$6.49B
| $18.7M | 0.02% |
+879,800
| New | +$18.4M |
|
314
PUT
AB InBev
BUD
$156B
| $18.6M | 0.02% |
+212,700
| New | +$20.7M |
|
315
PUT
iShares MSCI Mexico ETF
EWW
$1.9B
| $18.6M | 0.02% |
362,700
-806,300
| -69% | -$40.8M |
|
316
Advanced Micro Devices
AMD
$788B
| $18.5M | 0.02% |
600,000
-893,868
| -60% | -$20.2M |
|
317
NRG Energy
NRG
$25.4B
| $18.5M | 0.02% |
493,826
+232,657
| +89% | +$7.8M |
|
318
VanEck Semiconductor ETF
SMH
$72B
| $18.4M | 0.02% |
346,396
+146,394
| +73% | +$7.77M |
|
319
PUT
Wynn Resorts
WYNN
$10.6B
| $18.4M | 0.02% |
144,500
-268,400
| -65% | -$39.8M |
|
320
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $18.2M | 0.02% |
164,100
+41,800
| +34% | +$4.66M |
|
321
CALL
Norfolk Southern
NSC
$75.3B
| $18.1M | 0.02% |
100,000
| – | – |
|
|
IMMU
322
PUT
DELISTED
Immunomedics Inc
IMMU
| $18M | 0.02% |
864,000
+74,800
| +9% | +$1.77M |
|
323
CALL
Dollar General
DG
$26.4B
| $18M | 0.02% |
164,400
+59,600
| +57% | +$6.2M |
|
324
Qualcomm
QCOM
$171B
| $18M | 0.02% |
249,486
+30,234
| +14% | +$1.99M |
|
325
PUT
Workday
WDAY
$43.3B
| $17.9M | 0.02% |
122,400
+22,400
| +22% | +$3.11M |
|
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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.