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
+3.78%
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
$70.7B
AUM Growth
-$3.62B
(-4.9%)
Cap. Flow
-$5.91B
Cap. Flow
% of AUM
-8.35%
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 | Technology | 0.87% |
| 2 | Financials | 0.74% |
| 3 | Communication Services | 0.59% |
| 4 | Consumer Discretionary | 0.43% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
Las Vegas Sands
LVS
$31.7B
| $22.2M | 0.03% |
291,000
-211,500
| -42% | -$16.2M |
|
252
PUT
Salesforce
CRM
$151B
| $22.2M | 0.03% |
162,600
+22,200
| +16% | +$2.83M |
|
253
PUT
Electronic Arts
EA
$53B
| $22M | 0.03% |
156,200
-86,800
| -36% | -$11.3M |
|
|
GAP
254
PUT
The Gap Inc
GAP
$7.23B
| $21.7M | 0.03% |
670,800
+460,800
| +219% | +$14.2M |
|
255
PUT
Dollar General
DG
$28B
| $21.5M | 0.03% |
+218,000
| New | +$21M |
|
256
CALL
Freeport-McMoran
FCX
$90B
| $21.4M | 0.03% |
1,242,100
+309,500
| +33% | +$5.25M |
|
257
Deere & Co
DE
$160B
| $21.2M | 0.03% |
151,824
-132,011
| -47% | -$19.5M |
|
|
SINA
258
PUT
DELISTED
Sina Corp
SINA
| $21.2M | 0.03% |
+250,000
| New | +$23.3M |
|
259
PUT
Constellation Brands
STZ
$22.2B
| $20.9M | 0.03% |
+95,600
| New | +$21.6M |
|
260
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $20.9M | 0.03% |
+250,000
| New | +$20.7M |
|
261
Alphabet (Google) Class C
GOOG
$4.36T
| $20.8M | 0.03% |
373,340
-2,100
| -0.6% | -$113K |
|
262
iShares China Large-Cap ETF
FXI
$4.37B
| $20.7M | 0.03% |
482,362
-11,929
| -2% | -$558K |
|
263
CALL
Mondelez International
MDLZ
$79.5B
| $20.5M | 0.03% |
499,000
+236,800
| +90% | +$9.52M |
|
264
PUT
American International
AIG
$41.7B
| $20.4M | 0.03% |
385,000
+85,000
| +28% | +$4.6M |
|
265
PUT
AbbVie
ABBV
$443B
| $20.4M | 0.03% |
+220,000
| New | +$21.5M |
|
266
Dover
DOV
$27.6B
| $20.3M | 0.03% |
277,286
+277,261
| +1,109,044% | +$21.2M |
|
267
CALL
Comcast
CMCSA
$85B
| $20.2M | 0.03% |
615,000
-310,400
| -34% | -$10.1M |
|
268
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $20M | 0.03% |
+424,500
| New | +$20.5M |
|
269
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
| $20M | 0.03% |
58,000
+33,000
| +132% | +$10.3M |
|
270
PUT
Intuit
INTU
$86.5B
| $19.8M | 0.03% |
97,100
| – | – |
|
271
PUT
Nektar Therapeutics
NKTR
$2.39B
| $19.7M | 0.03% |
+26,947
| New | +$31.1M |
|
272
CALL
Halliburton
HAL
$26.9B
| $19.7M | 0.03% |
437,500
+387,500
| +775% | +$19.3M |
|
273
Cigna
CI
$73.7B
| $19.7M | 0.03% |
115,856
+115,849
| +1,654,986% | +$20.1M |
|
274
PUT
3M
MMM
$90.9B
| $19.7M | 0.03% |
+119,600
| New | +$20.4M |
|
|
XLNX
275
CALL
DELISTED
Xilinx Inc
XLNX
| $19.6M | 0.03% |
+300,000
| New | +$20.5M |
|
Similar funds
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 withdrew a net $5.91B in Q2 2018, closing 911 positions and reducing 573 holdings. Its most notable exit was Las Vegas Sands, an estimated $49.2M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.87% of assets, down from 0.93% a quarter earlier, followed by Financials and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in McKesson worth $24.2M.
- 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.