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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
+3.78%
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
$70.7B
AUM Growth
-$3.62B
Cap. Flow
-$5.91B
Cap. Flow %
-8.35%
Top 10 Hldgs %
59.58%
Holding
4,066
New
804
Increased
529
Reduced
573
Closed
911

Top Buys

Rank Stock Value
1
C icon
Citigroup
C
+$68.6M
2
IBM icon
IBM
IBM
+$62.1M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$60M
4
T icon
AT&T
T
+$56.6M
5
NVDA icon
NVIDIA
NVDA
+$54.4M

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
LDUR icon
2801
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
$0 ﹤0.01%
1
LEMB icon
2802
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$719M
$0 ﹤0.01%
1
-2,280
-100% -$107K
LEN icon
2803
Lennar Class A
LEN
$20.4B
-97,868
Closed -$5.12M
LEN.B icon
2804
Lennar Class B
LEN.B
$20.1B
$0 ﹤0.01%
7
+1
+17% +$41
LFUS icon
2805
Littelfuse
LFUS
$11.7B
-2,720
Closed -$566K
LGIH icon
2806
LGI Homes
LGIH
$1.38B
-3,990
Closed -$257K
LGLV icon
2807
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.22B
$0 ﹤0.01%
1
LILA icon
2808
Liberty Latin America Class A
LILA
$1.75B
-7,417
Closed -$92K
LLY icon
2809
Eli Lilly
LLY
$1.06T
-13,909
Closed -$1.08M
LLY icon
2810
PUT
Eli Lilly
LLY
$1.06T
-30,000
Closed -$2.32M
LNG icon
2811
Cheniere Energy
LNG
$55.7B
-93,138
Closed -$5.73M
LNT icon
2812
Alliant Energy
LNT
$18B
-1,337
Closed -$55K
LOB icon
2813
Live Oak Bancshares
LOB
$1.97B
-1,876
Closed -$55K
LOCO icon
2814
CALL
El Pollo Loco
LOCO
$499M
-23,300
Closed -$221K
LPSN icon
2815
LivePerson
LPSN
$27.3M
-34
Closed -$8K
LQDH icon
2816
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$531M
$0 ﹤0.01%
1
LRCX icon
2817
CALL
Lam Research
LRCX
$383B
-1,247,000
Closed -$25.3M
LTPZ icon
2818
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$716M
$0 ﹤0.01%
1
LUMN icon
2819
CALL
Lumen
LUMN
$6.09B
-55,000
Closed -$904K
LUV icon
2820
Southwest Airlines
LUV
$23B
-90
Closed -$4.74K
LVS icon
2821
Las Vegas Sands
LVS
$29.9B
-644,836
Closed -$49.2M
MAC icon
2822
CALL
Macerich
MAC
$6.66B
-1,189,500
Closed -$66.6M
MAC icon
2823
PUT
Macerich
MAC
$6.66B
-20,000
Closed -$1.12M
MAG
2824
CALL
DELISTED
MAG Silver
MAG
-180,000
Closed -$1.75M
MAIN icon
2825
Main Street Capital
MAIN
$5.28B
-6,014
Closed -$222K

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.