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 | |
|---|---|---|---|---|---|---|
351
Booking.com
BKNG
$149B
| $14.3M | 0.02% |
176,600
+140,250
| +386% | +$11.8M |
|
352
PUT
Royal Gold
RGLD
$16.8B
| $14.3M | 0.02% |
+153,600
| New | +$13.7M |
|
353
Agilent Technologies
A
$39.1B
| $13.9M | 0.02% |
+224,590
| New | +$14.7M |
|
|
RSX
354
CALL
DELISTED
VanEck Russia ETF
RSX
| $13.8M | 0.02% |
650,000
-300,000
| -32% | -$6.34M |
|
355
Cognizant
CTSH
$24.9B
| $13.8M | 0.02% |
174,309
+170,539
| +4,524% | +$13.4M |
|
356
PUT
BP
BP
$116B
| $13.8M | 0.02% |
320,333
+40,515
| +14% | +$1.7M |
|
357
PUT
Duke Energy
DUK
$97.8B
| $13.8M | 0.02% |
+174,000
| New | +$13.4M |
|
358
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $13.7M | 0.02% |
122,300
| – | – |
|
359
PUT
Align Technology
ALGN
$12.1B
| $13.7M | 0.02% |
+40,000
| New | +$11.9M |
|
|
FDC
360
PUT
DELISTED
First Data Corporation
FDC
| $13.6M | 0.02% |
+648,500
| New | +$12M |
|
361
CALL
D.R. Horton
DHI
$40B
| $13.6M | 0.02% |
331,000
+256,000
| +341% | +$11M |
|
362
LKQ Corp
LKQ
$5.68B
| $13.5M | 0.02% |
+424,206
| New | +$14.1M |
|
|
GG
363
PUT
DELISTED
Goldcorp Inc
GG
| $13.4M | 0.02% |
979,200
-129,400
| -12% | -$1.8M |
|
364
Franklin Covey
FC
$242M
| $13.4M | 0.02% |
545,451
+181,837
| +50% | +$4.89M |
|
365
Nektar Therapeutics
NKTR
$2.39B
| $13.3M | 0.02% |
18,184
+18,183
| +1,818,300% | +$21M |
|
366
CALL
Simon Property Group
SPG
$74.4B
| $13.2M | 0.02% |
77,700
+7,300
| +10% | +$1.16M |
|
367
CALL
Constellation Brands
STZ
$22.2B
| $13.1M | 0.02% |
60,000
+20,000
| +50% | +$4.52M |
|
368
PUT
SPDR Gold Trust
GLD
$131B
| $13.1M | 0.02% |
110,000
-1,685,000
| -94% | -$209M |
|
|
TFCF
369
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $13M | 0.02% |
264,000
-86,000
| -25% | -$3.36M |
|
370
CALL
Pfizer
PFE
$143B
| $13M | 0.02% |
377,437
+245,265
| +186% | +$8.38M |
|
|
BNY
371
CALL
Bank of New York Mellon
BNY
$106B
| $12.8M | 0.02% |
237,500
| – | – |
|
372
CALL
Kroger
KR
$35.4B
| $12.8M | 0.02% |
450,100
+432,100
| +2,401% | +$10.9M |
|
373
PUT
Western Digital
WDC
$188B
| $12.7M | 0.02% |
216,311
-294,367
| -58% | -$18.7M |
|
374
PUT
AngloGold Ashanti
AU
$40.1B
| $12.6M | 0.02% |
1,530,000
| – | – |
|
375
CALL
Morgan Stanley
MS
$331B
| $12.5M | 0.02% |
264,200
-175,200
| -40% | -$9.15M |
|
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.