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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $19.9B | 24.3% |
68,490,700
+19,872,400
| +41% | +$5.66B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $17.1B | 20.87% |
58,823,100
-2,659,800
| -4% | -$757M |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.63B | 3.21% |
15,589,100
+961,100
| +7% | +$162M |
|
4
PUT
Apple
AAPL
$4.99T
| $2.55B | 3.11% |
45,204,800
-6,275,200
| -12% | -$327M |
|
5
CALL
Invesco QQQ Trust
QQQ
$445B
| $1.48B | 1.81% |
7,971,800
-3,131,600
| -28% | -$567M |
|
6
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $1.36B | 1.66% |
19,970,100
+3,274,600
| +20% | +$221M |
|
|
7
PUT
Meta Platforms (Facebook)
META
$1.51T
| $1.08B | 1.31% |
6,543,200
+1,943,400
| +42% | +$352M |
|
|
8
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $1.01B | 1.23% |
6,001,300
+3,467,300
| +137% | +$585M |
|
|
9
PUT
Invesco QQQ Trust
QQQ
$445B
| $978M | 1.19% |
5,263,800
-4,571,700
| -46% | -$827M |
|
10
PUT
Microsoft
MSFT
$2.92T
| $858M | 1.05% |
7,505,400
+913,200
| +14% | +$99M |
|
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $836M | 1.02% |
9,674,100
-288,100
| -3% | -$24.8M |
|
12
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $773M | 0.94% |
18,055,600
+5,099,800
| +39% | +$216M |
|
13
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $694M | 0.85% |
16,167,500
-1,596,200
| -9% | -$68.9M |
|
14
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $670M | 0.82% |
2,535,400
+2,385,400
| +1,590% | +$611M |
|
15
CALL
SPDR Gold Trust
GLD
$131B
| $621M | 0.76% |
5,508,100
+1,838,100
| +50% | +$211M |
|
|
16
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $621M | 0.76% |
14,466,900
-9,839,900
| -40% | -$425M |
|
|
17
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
| $613M | 0.75% |
9,010,500
+1,877,600
| +26% | +$127M |
|
|
18
CALL
Apple
AAPL
$4.99T
| $583M | 0.71% |
10,334,000
-1,282,800
| -11% | -$66.8M |
|
|
19
PUT
Alibaba
BABA
$276B
| $582M | 0.71% |
3,531,500
+1,168,300
| +49% | +$207M |
|
20
PUT
Netflix
NFLX
$301B
| $557M | 0.68% |
14,895,000
+9,733,000
| +189% | +$353M |
|
21
PUT
NVIDIA
NVDA
$4.77T
| $545M | 0.67% |
77,636,000
+29,688,000
| +62% | +$193M |
|
22
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $541M | 0.66% |
4,616,500
-1,147,700
| -20% | -$138M |
|
|
23
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $457M | 0.56% |
10,682,300
+6,900,600
| +182% | +$292M |
|
24
PUT
Micron Technology
MU
$927B
| $452M | 0.55% |
9,992,000
-3,712,700
| -27% | -$187M |
|
25
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $379M | 0.46% |
6,348,000
+658,000
| +12% | +$39.4M |
|
Similar funds
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.