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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+3.78%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$70.7B
AUM Growth
-$3.62B
(-4.9%)
Cap. Flow
-$933M
Cap. Flow
% of AUM
-1.32%
Top 10 Holdings %
Top 10 Hldgs %
59.58%
Holding
4,066
New
804
Increased
529
Reduced
573
Closed
911
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$68.6M |
| 2 |
IBM
IBM
|
+$62.1M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$60M |
| 4 |
AT&T
T
|
+$56.6M |
| 5 |
NVIDIA
NVDA
|
+$54.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$195M |
| 2 |
Amazon
AMZN
|
+$177M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$169M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$144M |
| 5 |
Micron Technology
MU
|
+$137M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 96.49% |
| 2 | Technology | 0.88% |
| 3 | Financials | 0.74% |
| 4 | Communication Services | 0.61% |
| 5 | Consumer Discretionary | 0.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
PUT
Boeing
BA
$167B
| $5.27M | 0.01% |
15,700
-46,500
| -75% | -$16M |
|
602
CALL
Adobe
ADBE
$102B
| $5.27M | 0.01% |
21,600
-99,400
| -82% | -$23.5M |
|
603
CALL
First Solar
FSLR
$22.9B
| $5.27M | 0.01% |
+100,000
| New | +$6.54M |
|
|
BNY
604
PUT
Bank of New York Mellon
BNY
$110B
| $5.25M | 0.01% |
97,300
+27,300
| +39% | +$1.51M |
|
605
CALL
Eaton
ETN
$164B
| $5.23M | 0.01% |
70,000
+7,200
| +11% | +$557K |
|
606
Edison International
EIX
$22.8B
| $5.23M | 0.01% |
82,663
+82,548
| +71,781% | +$5.15M |
|
607
PUT
Cboe Global Markets
CBOE
$30.6B
| $5.2M | 0.01% |
+50,000
| New | +$5.28M |
|
608
PUT
FedEx
FDX
$74.3B
| $5.16M | 0.01% |
22,700
-842,200
| -97% | -$209M |
|
|
X
609
DELISTED
US Steel
X
| $5.13M | 0.01% |
147,762
+120,478
| +442% | +$4.31M |
|
|
HDS
610
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $5.13M | 0.01% |
119,600
-105,000
| -47% | -$4.25M |
|
|
BPT
611
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| $5.12M | 0.01% |
+171,166
| New | +$4.42M |
|
612
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$256M
| $5.09M | 0.01% |
200,000
-255,050
| -56% | -$6.53M |
|
613
PUT
Devon Energy
DVN
$53.2B
| $5.08M | 0.01% |
115,500
| – | – |
|
|
ELLI
614
PUT
DELISTED
Ellie Mae Inc
ELLI
| $5.07M | 0.01% |
+48,800
| New | +$4.95M |
|
|
LNW
615
CALL
DELISTED
Light & Wonder
LNW
| $5.06M | 0.01% |
103,000
-7,000
| -6% | -$369K |
|
|
CIT
616
PUT
DELISTED
CIT Group Inc.
CIT
| $5.04M | 0.01% |
100,000
| – | – |
|
617
PUT
Liberty Global Class A
LBTYA
$3.65B
| $5.04M | 0.01% |
183,000
+83,000
| +83% | +$2.5M |
|
618
CALL
PACCAR
PCAR
$64.5B
| $5.02M | 0.01% |
121,500
+105,000
| +636% | +$4.54M |
|
619
PUT
Spotify
SPOT
$109B
| $5.01M | 0.01% |
+29,800
| New | +$4.77M |
|
|
PPL
620
CALL
PPL Corp
PPL
$26.4B
| $4.96M | 0.01% |
173,700
+90,200
| +108% | +$2.5M |
|
621
PUT
Kimberly-Clark
KMB
$34.2B
| $4.95M | 0.01% |
47,000
+12,000
| +34% | +$1.25M |
|
|
TIF
622
DELISTED
Tiffany & Co.
TIF
| $4.92M | 0.01% |
37,411
+21,242
| +131% | +$2.43M |
|
623
CME Group
CME
$100B
| $4.92M | 0.01% |
30,000
| – | – |
|
624
CALL
Texas Roadhouse
TXRH
$12B
| $4.91M | 0.01% |
+75,000
| New | +$4.71M |
|
|
HBI
625
CALL
DELISTED
Hanesbrands
HBI
| $4.91M | 0.01% |
222,900
+134,900
| +153% | +$2.54M |
|
Similar funds
TI
Parallax Volatility Advisers's Q2 2018 Portfolio in Review
As of Q2 2018, Parallax Volatility Advisers held 4,066 positions worth $70.7B, down 4.9% from $74.4B the previous quarter. Its ten largest holdings account for 60% of the portfolio.
Parallax Volatility Advisers's Q2 2018 filing shows 804 new, 529 increased, 573 reduced and 911 closed positions. Its largest new stake was McKesson: 181,730 shares worth $24.2M. The largest sale was Meta Platforms (Facebook), an estimated $195M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Technology and Financials.
- Parallax Volatility Advisers's largest Q2 2018 buy was McKesson: 181,730 shares worth $24.2M.
- Parallax Volatility Advisers added most to Citigroup in Q2 2018, an estimated $68.6M increase.
- Parallax Volatility Advisers's biggest Q2 2018 reduction was Meta Platforms (Facebook), cutting an estimated $195M.
- Parallax Volatility Advisers fully exited Las Vegas Sands in Q2 2018, selling an estimated $49.2M.
- Parallax Volatility Advisers's ten largest holdings make up 60% of its $70.7B portfolio in Q2 2018.
- Parallax Volatility Advisers opened 804 new positions and closed 911 in Q2 2018.
- Parallax Volatility Advisers's portfolio value fell 4.9% quarter-over-quarter to $70.7B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2018, filed 14 Aug 2018.