We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
401
PUT
Burlington
BURL
$22.3B
| $12.6M | 0.02% |
77,600
+23,300
| +43% | +$3.72M |
|
|
BNY
402
CALL
Bank of New York Mellon
BNY
$111B
| $12.6M | 0.02% |
247,400
+9,900
| +4% | +$521K |
|
403
PUT
American Express
AXP
$232B
| $12.6M | 0.02% |
117,900
+48,800
| +71% | +$5.08M |
|
404
CALL
Freeport-McMoran
FCX
$96.9B
| $12.4M | 0.02% |
892,300
-349,800
| -28% | -$5.28M |
|
405
PUT
The Mosaic Company
MOS
$7.18B
| $12.4M | 0.02% |
381,900
+900
| +0.2% | +$27.1K |
|
|
RSX
406
PUT
DELISTED
VanEck Russia ETF
RSX
| $12.4M | 0.02% |
575,000
| – | – |
|
407
PUT
Pultegroup
PHM
$24.6B
| $12.4M | 0.02% |
500,000
| – | – |
|
408
Delta Air Lines
DAL
$59.1B
| $12.4M | 0.02% |
+213,640
| New | +$11.8M |
|
409
CALL
AvalonBay Communities
AVB
$25.7B
| $12.3M | 0.02% |
+68,000
| New | +$12.1M |
|
410
PUT
Honeywell
HON
$74.6B
| $12.2M | 0.01% |
81,364
+2,214
| +3% | +$314K |
|
411
PUT
TJX Companies
TJX
$169B
| $12.2M | 0.01% |
218,200
+169,800
| +351% | +$8.72M |
|
412
CALL
Las Vegas Sands
LVS
$29.6B
| $12.2M | 0.01% |
204,900
-86,100
| -30% | -$5.78M |
|
|
ATHN
413
CALL
DELISTED
Athenahealth, Inc.
ATHN
| $12M | 0.01% |
+90,000
| New | +$13.5M |
|
|
NLSN
414
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $12M | 0.01% |
+434,600
| New | +$11.7M |
|
415
CALL
Vornado Realty Trust
VNO
$7.33B
| $12M | 0.01% |
+164,000
| New | +$12.2M |
|
416
CALL
DuPont de Nemours
DD
$19.5B
| $11.9M | 0.01% |
72,895
-317,287
| -81% | -$54.6M |
|
417
PUT
Seagate
STX
$199B
| $11.9M | 0.01% |
250,500
-6,300
| -2% | -$337K |
|
|
WWE
418
CALL
DELISTED
World Wrestling Entertainment
WWE
| $11.8M | 0.01% |
122,500
-222,500
| -64% | -$18.4M |
|
419
CALL
DaVita
DVA
$11.6B
| $11.8M | 0.01% |
165,000
-95,000
| -37% | -$6.72M |
|
|
CS
420
PUT
DELISTED
Credit Suisse Group
CS
| $11.7M | 0.01% |
784,100
+524,900
| +203% | +$8M |
|
421
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
| $11.7M | 0.01% |
305,000
+255,000
| +510% | +$9.37M |
|
422
PUT
Abbott
ABT
$192B
| $11.7M | 0.01% |
+158,900
| New | +$10.4M |
|
423
CALL
Paycom
PAYC
$9.52B
| $11.7M | 0.01% |
+75,000
| New | +$10.1M |
|
424
CALL
Ulta Beauty
ULTA
$22.9B
| $11.6M | 0.01% |
+41,200
| New | +$10.5M |
|
425
PUT
US Bancorp
USB
$101B
| $11.6M | 0.01% |
219,700
+165,100
| +302% | +$8.75M |
|
Similar funds
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.