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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 | |
|---|---|---|---|---|---|---|
151
CALL
Mastercard
MA
$490B
| $46.8M | 0.06% |
210,300
+92,200
| +78% | +$19.2M |
|
152
PUT
Expedia Group
EXPE
$39.1B
| $46.7M | 0.06% |
358,300
-77,400
| -18% | -$10M |
|
153
PUT
Texas Instruments
TXN
$253B
| $46.7M | 0.06% |
435,000
+422,200
| +3,298% | +$47M |
|
154
CALL
Goldman Sachs
GS
$302B
| $46.2M | 0.06% |
206,200
+164,200
| +391% | +$38.2M |
|
155
CALL
Tilray
TLRY
$637M
| $45.5M | 0.06% |
+31,680
| New | +$20.4M |
|
156
PUT
Best Buy
BBY
$17.5B
| $45.2M | 0.06% |
570,100
+128,600
| +29% | +$9.96M |
|
|
157
CALL
Best Buy
BBY
$17.5B
| $44.6M | 0.05% |
561,400
-14,900
| -3% | -$1.15M |
|
158
PUT
B&G Foods
BGS
$291M
| $43.4M | 0.05% |
1,582,300
+4,000
| +0.3% | +$124K |
|
159
PUT
Amgen
AMGN
$225B
| $43.4M | 0.05% |
209,300
+179,300
| +598% | +$35.3M |
|
|
160
iShares Russell 2000 ETF
IWM
$82.2B
| $43.1M | 0.05% |
255,625
-453,069
| -64% | -$76.5M |
|
161
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.5B
| $43M | 0.05% |
448,600
-1,108,400
| -71% | -$107M |
|
162
CALL
Humana
HUM
$46.7B
| $43M | 0.05% |
+126,900
| New | +$41.2M |
|
|
CATM
163
CALL
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $42.8M | 0.05% |
1,352,300
+861,600
| +176% | +$26.5M |
|
|
164
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.5B
| $42.1M | 0.05% |
439,100
-514,800
| -54% | -$49.9M |
|
165
PUT
News Corp Class A
NWSA
$15.5B
| $42M | 0.05% |
+3,182,800
| New | +$44.7M |
|
166
CALL
Ralph Lauren
RL
$23.6B
| $41.8M | 0.05% |
+304,000
| New | +$40.5M |
|
|
167
Citigroup
C
$231B
| $41.8M | 0.05% |
582,767
-1,658,562
| -74% | -$117M |
|
168
PUT
Autodesk
ADSK
$52.7B
| $41.6M | 0.05% |
266,600
+193,500
| +265% | +$27.3M |
|
169
CALL
RTX Corp
RTX
$300B
| $40.9M | 0.05% |
465,259
+429,506
| +1,201% | +$36.1M |
|
170
Amazon
AMZN
$2.88T
| $40.5M | 0.05% |
404,800
+218,480
| +117% | +$20.5M |
|
171
PUT
Nike
NKE
$60.1B
| $40M | 0.05% |
472,000
-562,800
| -54% | -$45.2M |
|
172
CALL
Chipotle Mexican Grill
CMG
$41.3B
| $39.5M | 0.05% |
+4,340,000
| New | +$41.3M |
|
173
PUT
AbbVie
ABBV
$440B
| $39.2M | 0.05% |
414,000
+194,000
| +88% | +$18.4M |
|
174
CALL
UnitedHealth
UNH
$364B
| $38.6M | 0.05% |
145,000
+30,000
| +26% | +$7.8M |
|
|
RSX
175
CALL
DELISTED
VanEck Russia ETF
RSX
| $37.7M | 0.05% |
1,750,000
+1,100,000
| +169% | +$22.8M |
|
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.