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Parallax Volatility Advisers

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
Cap. Flow
+$7.53B
Cap. Flow %
9.19%
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 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
MSFT icon
26
CALL
Microsoft
MSFT
$3.69T
$372M 0.45%
3,256,900
+230,800
+8% +$25M
VXX
27
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$360M 0.44%
13,509,600
+874,500
+7% +$26.3M
IBM icon
28
PUT
IBM
IBM
$223B
$332M 0.4%
2,294,401
-199,472
-8% -$27.9M
AMD icon
29
PUT
Advanced Micro Devices
AMD
$789B
$318M 0.39%
10,282,200
+3,287,800
+47% +$74.2M
AMZN icon
30
PUT
Amazon
AMZN
$2.86T
$303M 0.37%
3,024,000
-1,046,000
-26% -$98.4M
BAC icon
31
PUT
Bank of America
BAC
$448B
$302M 0.37%
10,246,100
+3,686,500
+56% +$112M
GWW icon
32
CALL
W.W. Grainger
GWW
$61.5B
$292M 0.36%
815,700
+207,600
+34% +$71.5M
C icon
33
PUT
Citigroup
C
$233B
$284M 0.35%
3,957,900
-1,498,900
-27% -$106M
HYG icon
34
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$283M 0.35%
3,277,200
-124,200
-4% -$10.7M
META icon
35
Meta Platforms (Facebook)
META
$1.52T
$282M 0.34%
1,714,517
+906,224
+112% +$164M
META icon
36
CALL
Meta Platforms (Facebook)
META
$1.52T
$269M 0.33%
1,634,700
+1,051,900
+180% +$190M
WFC icon
37
PUT
Wells Fargo
WFC
$269B
$245M 0.3%
4,651,900
-506,200
-10% -$28.9M
VAC icon
38
PUT
Marriott Vacations Worldwide
VAC
$4.1B
$244M 0.3%
+2,187,904
New +$259M
TSLA icon
39
PUT
Tesla
TSLA
$1.34T
$240M 0.29%
13,599,000
+7,798,500
+134% +$162M
EWZ icon
40
PUT
iShares MSCI Brazil ETF
EWZ
$8.55B
$231M 0.28%
6,840,600
+2,418,800
+55% +$81.4M
IEF icon
41
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$222M 0.27%
2,190,500
-1,631,400
-43% -$166M
INTC icon
42
PUT
Intel
INTC
$527B
$221M 0.27%
4,675,300
-1,019,900
-18% -$49.6M
BIDU icon
43
PUT
Baidu
BIDU
$35.5B
$211M 0.26%
922,100
+211,400
+30% +$49.7M
PRKS icon
44
PUT
United Parks & Resorts
PRKS
$2.01B
$192M 0.23%
6,104,200
+1,085,800
+22% +$28.3M
EWZ icon
45
CALL
iShares MSCI Brazil ETF
EWZ
$8.55B
$189M 0.23%
5,594,500
-103,800
-2% -$3.49M
MDT icon
46
PUT
Medtronic
MDT
$116B
$166M 0.2%
1,692,300
+694,200
+70% +$64.2M
GS icon
47
PUT
Goldman Sachs
GS
$302B
$164M 0.2%
732,900
+624,400
+575% +$145M
PYPL icon
48
PUT
PayPal
PYPL
$50.6B
$160M 0.19%
1,816,000
+330,100
+22% +$29.1M
ADBE icon
49
PUT
Adobe
ADBE
$108B
$152M 0.19%
562,800
+362,900
+182% +$93.6M
TLT icon
50
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
$151M 0.18%
1,283,900
-1,304,100
-50% -$157M
1
2
3 4 5

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HF
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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 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.