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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
+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 | |
|---|---|---|---|---|---|---|
326
PUT
Nucor
NUE
$58.6B
| $15.5M | 0.02% |
247,300
+182,300
| +280% | +$11.6M |
|
327
CALL
Ross Stores
ROST
$80.5B
| $15.4M | 0.02% |
+181,800
| New | +$14.8M |
|
|
LNW
328
DELISTED
Light & Wonder
LNW
| $15.4M | 0.02% |
312,676
+100,324
| +47% | +$5.3M |
|
329
PUT
Delta Air Lines
DAL
$57.5B
| $15.3M | 0.02% |
309,800
-90,300
| -23% | -$4.82M |
|
330
iShares MSCI Japan ETF
EWJ
$21.9B
| $15.3M | 0.02% |
264,526
-267,252
| -50% | -$16.1M |
|
|
ETFC
331
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $15.3M | 0.02% |
+250,000
| New | +$15.5M |
|
|
HAPN
332
PUT
Happen Inc
HAPN
$2.21B
| $15.2M | 0.02% |
804,380
+2,000
| +0.2% | +$33.9K |
|
|
X
333
PUT
DELISTED
US Steel
X
| $15.1M | 0.02% |
435,000
-46,000
| -10% | -$1.65M |
|
334
CALL
Royal Gold
RGLD
$16.8B
| $15.1M | 0.02% |
+162,700
| New | +$14.6M |
|
335
CALL
Norfolk Southern
NSC
$75.4B
| $15.1M | 0.02% |
+100,000
| New | +$14.6M |
|
336
PUT
ConocoPhillips
COP
$147B
| $14.8M | 0.02% |
+212,400
| New | +$14.1M |
|
|
ILG
337
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $14.8M | 0.02% |
447,500
-454,300
| -50% | -$15.2M |
|
|
B
338
PUT
Barrick Mining
B
$61.5B
| $14.8M | 0.02% |
1,124,900
-1,260,100
| -53% | -$16.5M |
|
339
PUT
American Airlines Group
AAL
$10.1B
| $14.8M | 0.02% |
388,900
-227,200
| -37% | -$10M |
|
340
PayPal
PYPL
$48.9B
| $14.7M | 0.02% |
176,726
-131,557
| -43% | -$10.5M |
|
341
CALL
Nektar Therapeutics
NKTR
$2.39B
| $14.6M | 0.02% |
+19,967
| New | +$23M |
|
342
CALL
Sunrun
RUN
$2.34B
| $14.6M | 0.02% |
+1,110,000
| New | +$12.1M |
|
343
PUT
Yum China
YUMC
$16.5B
| $14.5M | 0.02% |
378,000
+49,000
| +15% | +$1.94M |
|
344
Chipotle Mexican Grill
CMG
$47.2B
| $14.5M | 0.02% |
+1,684,250
| New | +$13.8M |
|
|
AGN
345
PUT
DELISTED
Allergan plc
AGN
| $14.5M | 0.02% |
87,000
+12,000
| +16% | +$1.93M |
|
346
PUT
Seagate
STX
$194B
| $14.5M | 0.02% |
256,800
-247,600
| -49% | -$14.3M |
|
347
State Street SPDR S&P Bank ETF
KBE
$1.64B
| $14.5M | 0.02% |
306,496
-7,805
| -2% | -$381K |
|
348
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $14.4M | 0.02% |
59,467
-199,578
| -77% | -$49M |
|
349
CALL
American Express
AXP
$227B
| $14.4M | 0.02% |
146,700
-22,400
| -13% | -$2.2M |
|
350
PUT
Pultegroup
PHM
$24.1B
| $14.4M | 0.02% |
500,000
-200,000
| -29% | -$6.02M |
|
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.