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 | |
|---|---|---|---|---|---|---|
201
CALL
Yum! Brands
YUM
$41.9B
| $29.2M | 0.04% |
+372,800
| New | +$31.1M |
|
|
TIF
202
PUT
DELISTED
Tiffany & Co.
TIF
| $29M | 0.04% |
220,300
-7,500
| -3% | -$856K |
|
203
CALL
lululemon athletica
LULU
$13.5B
| $28.9M | 0.04% |
231,500
+228,300
| +7,134% | +$24.3M |
|
|
204
iShares MSCI EAFE ETF
EFA
$76.4B
| $28.8M | 0.04% |
430,489
-2,415,202
| -85% | -$169M |
|
205
PUT
Arista Networks
ANET
$199B
| $28.5M | 0.04% |
+1,769,600
| New | +$28.9M |
|
206
Baidu
BIDU
$35.7B
| $28.4M | 0.04% |
116,910
+10,550
| +10% | +$2.63M |
|
207
CALL
Advanced Micro Devices
AMD
$700B
| $28.3M | 0.04% |
1,888,800
+528,900
| +39% | +$6.72M |
|
208
CALL
BP
BP
$112B
| $28.3M | 0.04% |
+658,728
| New | +$27.7M |
|
209
CALL
UnitedHealth
UNH
$382B
| $28.2M | 0.04% |
+115,000
| New | +$27.6M |
|
210
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| $28.2M | 0.04% |
461,994
+339,102
| +276% | +$21.3M |
|
211
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
| $28M | 0.04% |
+414,000
| New | +$30.2M |
|
|
VXX
212
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $28M | 0.04% |
756,625
-3,123,800
| -81% | -$121M |
|
213
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $28M | 0.04% |
162,400
+158,450
| +4,011% | +$25.5M |
|
214
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $27.2M | 0.04% |
255,000
-745,000
| -75% | -$81.3M |
|
215
CALL
Autodesk
ADSK
$51.8B
| $27.2M | 0.04% |
207,500
-95,000
| -31% | -$12.6M |
|
216
PUT
Cigna
CI
$78.4B
| $27.2M | 0.04% |
+160,000
| New | +$27.7M |
|
217
PUT
Clorox
CLX
$12B
| $27.1M | 0.04% |
+200,000
| New | +$24.7M |
|
218
CALL
Walt Disney
DIS
$171B
| $26.9M | 0.04% |
256,600
+224,000
| +687% | +$22.9M |
|
219
CALL
Walmart Inc
WMT
$909B
| $26.8M | 0.04% |
940,200
-1,053,600
| -53% | -$30M |
|
220
CALL
United Parcel Service
UPS
$88.9B
| $26.8M | 0.04% |
252,600
+104,100
| +70% | +$11.7M |
|
221
PUT
Trip.com Group
TCOM
$29B
| $26.3M | 0.04% |
551,100
-173,700
| -24% | -$7.85M |
|
222
CALL
General Motors
GM
$80.9B
| $25.8M | 0.04% |
654,000
+640,000
| +4,571% | +$25.2M |
|
|
AABA
223
PUT
DELISTED
Altaba Inc
AABA
| $25.6M | 0.04% |
350,000
-190,000
| -35% | -$14.2M |
|
224
Oracle
ORCL
$339B
| $25.3M | 0.04% |
574,512
-146,909
| -20% | -$6.77M |
|
225
Kraft Heinz
KHC
$32.8B
| $25.2M | 0.04% |
401,393
+199,295
| +99% | +$11.8M |
|
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.