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 | |
|---|---|---|---|---|---|---|
51
PUT
JPMorgan Chase
JPM
$965B
| $150M | 0.18% |
1,332,800
-464,800
| -26% | -$52.8M |
|
52
PUT
Morgan Stanley
MS
$343B
| $150M | 0.18% |
3,211,000
+817,200
| +34% | +$39.9M |
|
53
PUT
United States Oil Fund
USO
$1.77B
| $146M | 0.18% |
1,176,550
+87,150
| +8% | +$10.1M |
|
|
54
PUT
JD.com
JD
$39.6B
| $141M | 0.17% |
5,402,000
+858,800
| +19% | +$28.1M |
|
55
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
| $140M | 0.17% |
2,359,000
+734,000
| +45% | +$45.8M |
|
56
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
| $137M | 0.17% |
2,278,600
+278,600
| +14% | +$16.2M |
|
|
57
PUT
AT&T
T
$168B
| $134M | 0.16% |
5,293,484
-9,840,366
| -65% | -$241M |
|
|
XYZ
58
PUT
Block Inc
XYZ
$47B
| $130M | 0.16% |
1,317,900
+1,047,900
| +388% | +$80.8M |
|
59
PUT
Walmart Inc
WMT
$921B
| $128M | 0.16% |
4,104,600
+2,710,800
| +194% | +$82.9M |
|
|
60
CALL
Citigroup
C
$233B
| $127M | 0.15% |
1,765,200
+407,000
| +30% | +$28.8M |
|
|
SPR
61
PUT
DELISTED
Spirit AeroSystems
SPR
| $124M | 0.15% |
1,350,200
-500,000
| -27% | -$44M |
|
62
PUT
Costco
COST
$421B
| $120M | 0.15% |
511,000
+197,900
| +63% | +$44.6M |
|
63
CALL
Micron Technology
MU
$1.07T
| $115M | 0.14% |
2,540,200
-656,600
| -21% | -$33.1M |
|
64
PUT
iShares MSCI ACWI ETF
ACWI
$33.6B
| $112M | 0.14% |
+1,510,000
| New | +$110M |
|
|
65
CALL
iShares MSCI ACWI ETF
ACWI
$33.6B
| $111M | 0.14% |
+1,500,000
| New | +$110M |
|
66
CALL
Tesla
TSLA
$1.34T
| $111M | 0.14% |
6,306,000
+3,634,500
| +136% | +$75.7M |
|
67
CALL
Kroger
KR
$34.3B
| $111M | 0.14% |
3,814,400
+3,364,300
| +747% | +$100M |
|
68
PUT
Johnson & Johnson
JNJ
$629B
| $111M | 0.14% |
803,600
+646,900
| +413% | +$86M |
|
|
69
CALL
Alibaba
BABA
$293B
| $105M | 0.13% |
636,100
+86,100
| +16% | +$15.2M |
|
|
70
CALL
Intel
INTC
$527B
| $103M | 0.13% |
2,180,400
-571,000
| -21% | -$27.8M |
|
71
PUT
Salesforce
CRM
$165B
| $103M | 0.13% |
647,100
+484,500
| +298% | +$71.9M |
|
72
PUT
Constellation Brands
STZ
$22.9B
| $102M | 0.13% |
475,300
+379,700
| +397% | +$80.7M |
|
73
CALL
Advanced Micro Devices
AMD
$789B
| $101M | 0.12% |
3,263,200
+1,374,400
| +73% | +$31M |
|
|
SPR
74
CALL
DELISTED
Spirit AeroSystems
SPR
| $99.7M | 0.12% |
1,087,600
-250,000
| -19% | -$22M |
|
75
Bank of America
BAC
$448B
| $96.3M | 0.12% |
3,267,896
+756,498
| +30% | +$23M |
|
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.