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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 | |
|---|---|---|---|---|---|---|
|
26
PUT
Amazon
AMZN
$2.44T
| $346M | 0.49% |
4,070,000
-12,278,000
| -75% | -$975M |
|
|
27
PUT
IBM
IBM
$213B
| $333M | 0.47% |
2,493,873
+816,194
| +49% | +$114M |
|
28
PUT
Alphabet (Google) Class C
GOOG
$4.11T
| $317M | 0.45% |
5,690,000
+984,000
| +21% | +$53.2M |
|
29
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $315M | 0.45% |
2,588,000
+738,600
| +40% | +$88.4M |
|
30
CALL
Microsoft
MSFT
$2.9T
| $298M | 0.42% |
3,026,100
-1,383,100
| -31% | -$134M |
|
31
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $289M | 0.41% |
3,401,400
+1,400
| +0% | +$120K |
|
32
PUT
Wells Fargo
WFC
$254B
| $286M | 0.4% |
5,158,100
-611,900
| -11% | -$32.8M |
|
|
33
PUT
NVIDIA
NVDA
$4.6T
| $284M | 0.4% |
47,948,000
+17,492,000
| +57% | +$106M |
|
34
PUT
Intel
INTC
$413B
| $283M | 0.4% |
5,695,200
-1,231,000
| -18% | -$65.4M |
|
35
PUT
Netflix
NFLX
$307B
| $202M | 0.29% |
5,162,000
-3,401,000
| -40% | -$116M |
|
36
CALL
W.W. Grainger
GWW
$64.2B
| $188M | 0.27% |
608,100
+606,900
| +50,575% | +$181M |
|
37
PUT
JPMorgan Chase
JPM
$916B
| $187M | 0.26% |
1,797,600
-379,200
| -17% | -$41.6M |
|
38
PUT
Bank of America
BAC
$429B
| $185M | 0.26% |
6,559,600
-3,304,400
| -33% | -$98.6M |
|
39
CALL
iShares MSCI Brazil ETF
EWZ
$8.98B
| $183M | 0.26% |
5,698,300
+3,898,300
| +217% | +$150M |
|
40
PUT
JD.com
JD
$43.5B
| $177M | 0.25% |
4,543,200
+2,855,500
| +169% | +$110M |
|
41
PUT
Baidu
BIDU
$35.7B
| $173M | 0.24% |
710,700
+8,800
| +1% | +$2.19M |
|
|
42
CALL
Micron Technology
MU
$835B
| $168M | 0.24% |
3,196,800
+751,900
| +31% | +$40.7M |
|
43
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $163M | 0.23% |
3,781,700
+2,597,400
| +219% | +$121M |
|
|
SPR
44
PUT
DELISTED
Spirit AeroSystems
SPR
| $159M | 0.22% |
+1,850,200
| New | +$155M |
|
|
45
Meta Platforms (Facebook)
META
$1.49T
| $157M | 0.22% |
808,293
-1,077,040
| -57% | -$195M |
|
|
46
Citigroup
C
$213B
| $150M | 0.21% |
2,241,329
+995,732
| +80% | +$68.6M |
|
47
CALL
State Street SPDR S&P Biotech ETF
XBI
$10B
| $148M | 0.21% |
1,557,000
+1,307,000
| +523% | +$120M |
|
|
48
CALL
Bank of America
BAC
$429B
| $146M | 0.21% |
5,189,400
-2,267,900
| -30% | -$67.7M |
|
|
49
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
| $142M | 0.2% |
4,421,800
+3,646,800
| +471% | +$140M |
|
|
50
CALL
IBM
IBM
$213B
| $140M | 0.2% |
1,044,745
+356,372
| +52% | +$49.7M |
|
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.