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 | |
|---|---|---|---|---|---|---|
576
Newmont
NEM
$98.7B
| $5.78M | 0.01% |
153,333
-14,844
| -9% | -$584K |
|
577
MGM Resorts International
MGM
$11.4B
| $5.76M | 0.01% |
198,267
-44,429
| -18% | -$1.43M |
|
|
TSRO
578
PUT
DELISTED
TESARO, Inc.
TSRO
| $5.71M | 0.01% |
+128,300
| New | +$6.23M |
|
|
JWN
579
CALL
DELISTED
Nordstrom
JWN
| $5.7M | 0.01% |
110,000
-19,500
| -15% | -$967K |
|
580
CALL
uniQure
QURE
$3.03B
| $5.67M | 0.01% |
+150,000
| New | +$4.8M |
|
581
B&G Foods
BGS
$287M
| $5.67M | 0.01% |
+189,505
| New | +$5.09M |
|
582
CALL
Vanguard FTSE Europe ETF
VGK
$30.7B
| $5.61M | 0.01% |
100,000
| – | – |
|
|
XL
583
CALL
DELISTED
XL Group Ltd.
XL
| $5.59M | 0.01% |
100,000
| – | – |
|
|
XL
584
PUT
DELISTED
XL Group Ltd.
XL
| $5.59M | 0.01% |
100,000
| – | – |
|
585
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $5.59M | 0.01% |
48,801
+34,118
| +232% | +$3.93M |
|
586
PUT
Martin Marietta Materials
MLM
$31.5B
| $5.58M | 0.01% |
25,000
-30,000
| -55% | -$6.4M |
|
587
Wendy's
WEN
$1.4B
| $5.58M | 0.01% |
+324,745
| New | +$5.53M |
|
588
Kirby Corp
KEX
$7.01B
| $5.56M | 0.01% |
66,509
+66,359
| +44,239% | +$5.76M |
|
589
PUT
Amgen
AMGN
$208B
| $5.54M | 0.01% |
30,000
-240,100
| -89% | -$42.5M |
|
590
CALL
Starbucks
SBUX
$120B
| $5.53M | 0.01% |
113,200
-79,900
| -41% | -$4.53M |
|
591
PG&E
PCG
$38.3B
| $5.49M | 0.01% |
129,068
+125,460
| +3,477% | +$5.44M |
|
592
CALL
Hilton Worldwide
HLT
$72.1B
| $5.46M | 0.01% |
+69,000
| New | +$5.61M |
|
|
PGNX
593
CALL
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $5.46M | 0.01% |
+678,900
| New | +$5.18M |
|
594
CALL
Macy's
M
$6.53B
| $5.43M | 0.01% |
145,000
| – | – |
|
595
CALL
Sysco
SYY
$40.8B
| $5.39M | 0.01% |
78,900
+67,000
| +563% | +$4.28M |
|
|
596
Hilton Worldwide
HLT
$72.1B
| $5.39M | 0.01% |
+68,053
| New | +$5.54M |
|
597
Trinity Industries
TRN
$2.49B
| $5.36M | 0.01% |
+217,194
| New | +$5.23M |
|
598
Western Digital
WDC
$188B
| $5.28M | 0.01% |
90,186
-105,905
| -54% | -$6.74M |
|
|
FITB
599
PUT
Fifth Third Bancorp
FITB
$51.2B
| $5.28M | 0.01% |
183,800
+182,900
| +20,322% | +$5.81M |
|
|
ATVI
600
PUT
DELISTED
Activision Blizzard
ATVI
| $5.27M | 0.01% |
69,100
+31,600
| +84% | +$2.24M |
|
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.