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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
DOV icon
101
CALL
Dover
DOV
$27.8B
$65.2M 0.08%
736,400
-230,000
-24% -$19M
AVGO icon
102
PUT
Broadcom
AVGO
$2.01T
$65M 0.08%
2,634,000
+146,000
+6% +$3.27M
IEF icon
103
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$64.6M 0.08%
639,000
-44,200
-6% -$4.51M
T icon
104
CALL
AT&T
T
$167B
$63.9M 0.08%
2,518,248
+111,481
+5% +$2.73M
KO icon
105
CALL
Coca-Cola
KO
$376B
$63M 0.08%
1,363,600
-322,100
-19% -$14.7M
BABA icon
106
Alibaba
BABA
$295B
$62.9M 0.08%
381,477
+337,652
+770% +$59.8M
CSCO icon
107
PUT
Cisco
CSCO
$451B
$62.7M 0.08%
1,289,300
-1,613,000
-56% -$72.6M
V icon
108
PUT
Visa
V
$674B
$62.3M 0.08%
414,800
+37,100
+10% +$5.28M
EA
109
PUT
DELISTED
Electronic Arts
EA
$62.2M 0.08%
516,000
+359,800
+230% +$46.4M
BHC icon
110
PUT
Bausch Health
BHC
$2.34B
$61.6M 0.08%
2,399,500
+698,600
+41% +$16M
EPC icon
111
CALL
Edgewell Personal Care
EPC
$1.34B
$61.4M 0.07%
1,328,500
+728,500
+121% +$38.5M
VXX
112
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$60.9M 0.07%
2,282,625
+1,526,000
+202% +$45.9M
EEM icon
113
iShares MSCI Emerging Markets ETF
EEM
$30.5B
$60.4M 0.07%
1,407,977
-699,416
-33% -$30.2M
JPM icon
114
CALL
JPMorgan Chase
JPM
$967B
$59.6M 0.07%
528,200
+35,700
+7% +$4.05M
STZ icon
115
CALL
Constellation Brands
STZ
$23.3B
$59.3M 0.07%
274,800
+214,800
+358% +$45.7M
IRBT
116
PUT
DELISTED
iRobot
IRBT
$59M 0.07%
537,000
– –
CHRW icon
117
CALL
C.H. Robinson
CHRW
$17.3B
$57.5M 0.07%
587,500
-12,500
-2% -$1.17M
MU icon
118
Micron Technology
MU
$1.05T
$56.5M 0.07%
1,248,770
-488,444
-28% -$24.6M
IBM icon
119
CALL
IBM
IBM
$224B
$56M 0.07%
387,543
-657,202
-63% -$91.8M
WB icon
120
PUT
Weibo
WB
$1.89B
$55.5M 0.07%
758,400
+663,400
+698% +$53.4M
SNAP icon
121
PUT
Snap
SNAP
$8.79B
$55.3M 0.07%
6,519,700
-1,364,100
-17% -$15.8M
VZ icon
122
CALL
Verizon
VZ
$196B
$55.2M 0.07%
1,033,700
+355,700
+52% +$18.8M
NFLX icon
123
CALL
Netflix
NFLX
$319B
$54.9M 0.07%
1,467,000
+1,060,000
+260% +$38.5M
WFC icon
124
CALL
Wells Fargo
WFC
$268B
$54.8M 0.07%
1,043,400
-113,200
-10% -$6.46M
BMY icon
125
PUT
Bristol-Myers Squibb
BMY
$131B
$54.5M 0.07%
878,400
-161,600
-16% -$9.59M
3 4
5
6 7

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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Nomura Holdings
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HF
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Newport Trust Company
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First Manhattan
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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.