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 | |
|---|---|---|---|---|---|---|
651
CALL
Precigen
PGEN
$2.24B
| $4.42M | 0.01% |
+317,000
| New | +$5.35M |
|
|
SVU
652
DELISTED
SUPERVALU Inc.
SVU
| $4.41M | 0.01% |
214,665
-185,092
| -46% | -$3.26M |
|
|
EVHC
653
CALL
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $4.4M | 0.01% |
+100,000
| New | +$4.11M |
|
654
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
| $4.37M | 0.01% |
18,000
-178,100
| -91% | -$43.7M |
|
655
CALL
Incyte
INCY
$24.2B
| $4.36M | 0.01% |
65,000
+56,000
| +622% | +$3.83M |
|
656
PUT
MGM Resorts International
MGM
$11.4B
| $4.36M | 0.01% |
150,000
-1,723,100
| -92% | -$55.6M |
|
657
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$246M
| $4.35M | 0.01% |
28
+18
| +180% | +$3.06M |
|
658
PUT
Williams-Sonoma
WSM
$26.9B
| $4.34M | 0.01% |
141,400
-54,600
| -28% | -$1.46M |
|
659
CALL
Public Service Enterprise Group
PEG
$38.2B
| $4.33M | 0.01% |
80,000
| – | – |
|
660
CALL
Sanofi
SNY
$103B
| $4.33M | 0.01% |
108,100
+58,100
| +116% | +$2.29M |
|
661
SolarEdge
SEDG
$2.51B
| $4.31M | 0.01% |
+90,109
| New | +$4.99M |
|
662
Criteo S.A. Ordinary Shares
CRTO
$1.1B
| $4.3M | 0.01% |
+131,023
| New | +$3.61M |
|
663
PUT
Under Armour
UAA
$2.84B
| $4.3M | 0.01% |
191,400
-132,500
| -41% | -$2.62M |
|
|
CA
664
CALL
DELISTED
CA, Inc.
CA
| $4.3M | 0.01% |
120,700
-77,800
| -39% | -$2.74M |
|
665
CALL
Aflac
AFL
$64.9B
| $4.3M | 0.01% |
100,000
-541,400
| -84% | -$24.3M |
|
|
EMES
666
PUT
DELISTED
Emerge Energy Services LP
EMES
| $4.28M | 0.01% |
600,000
+90,200
| +18% | +$689K |
|
667
BP
BP
$116B
| $4.27M | 0.01% |
99,417
-33,576
| -25% | -$1.41M |
|
|
ABMD
668
PUT
DELISTED
Abiomed Inc
ABMD
| $4.25M | 0.01% |
+10,400
| New | +$3.77M |
|
669
CALL
Dollar Tree
DLTR
$24.4B
| $4.25M | 0.01% |
50,000
-115,000
| -70% | -$10.6M |
|
|
670
PUT
Dollar Tree
DLTR
$24.4B
| $4.25M | 0.01% |
50,000
+40,000
| +400% | +$3.69M |
|
671
PUT
Deutsche Bank
DB
$69B
| $4.25M | 0.01% |
400,000
+30,000
| +8% | +$383K |
|
672
Norwegian Cruise Line
NCLH
$8.51B
| $4.22M | 0.01% |
+89,415
| New | +$4.71M |
|
|
SHPG
673
PUT
DELISTED
Shire pic
SHPG
| $4.22M | 0.01% |
+25,000
| New | +$4.03M |
|
674
Paychex
PAYX
$41.6B
| $4.2M | 0.01% |
61,449
+59,933
| +3,953% | +$3.87M |
|
675
CALL
Euronet Worldwide
EEFT
$2.72B
| $4.19M | 0.01% |
+50,000
| New | +$4.05M |
|
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.