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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+3.78%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$70.7B
AUM Growth
-$3.62B
(-4.9%)
Cap. Flow
-$933M
Cap. Flow
% of AUM
-1.32%
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 | Miscellaneous | 96.49% |
| 2 | Technology | 0.88% |
| 3 | Financials | 0.74% |
| 4 | Communication Services | 0.61% |
| 5 | Consumer Discretionary | 0.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
PUT
Nutanix
NTNX
$18.2B
| $10.2M | 0.01% |
+197,000
| New | +$10.8M |
|
427
PUT
Hershey
HSY
$34.8B
| $10M | 0.01% |
107,700
-7,500
| -7% | -$699K |
|
428
PUT
Tyson Foods
TSN
$18.4B
| $10M | 0.01% |
145,200
-210,200
| -59% | -$14.6M |
|
429
Liberty Global Class A
LBTYA
$3.65B
| $9.95M | 0.01% |
361,346
+357,497
| +9,288% | +$10.8M |
|
430
CALL
Match Group
MTCH
$9.45B
| $9.88M | 0.01% |
+255,000
| New | +$10.7M |
|
431
Starbucks
SBUX
$116B
| $9.87M | 0.01% |
201,941
-372,332
| -65% | -$21.1M |
|
432
CALL
Centene
CNC
$31.9B
| $9.86M | 0.01% |
+160,000
| New | +$9.23M |
|
433
CALL
PayPal
PYPL
$45.5B
| $9.85M | 0.01% |
118,300
-29,400
| -20% | -$2.34M |
|
434
PUT
Macy's
M
$5.91B
| $9.77M | 0.01% |
261,100
+61,100
| +31% | +$2.05M |
|
435
CALL
Johnson Controls International
JCI
$88.7B
| $9.77M | 0.01% |
292,000
+280,000
| +2,333% | +$9.73M |
|
436
uniQure
QURE
$3.17B
| $9.69M | 0.01% |
+256,269
| New | +$8.21M |
|
437
CALL
Norwegian Cruise Line
NCLH
$7.07B
| $9.67M | 0.01% |
+204,600
| New | +$10.8M |
|
438
AngloGold Ashanti
AU
$54.5B
| $9.6M | 0.01% |
1,169,134
+464,284
| +66% | +$4.06M |
|
439
PUT
Autodesk
ADSK
$44.4B
| $9.58M | 0.01% |
73,100
+25,000
| +52% | +$3.31M |
|
|
440
PUT
Norwegian Cruise Line
NCLH
$7.07B
| $9.57M | 0.01% |
+202,500
| New | +$10.7M |
|
441
CALL
Nike
NKE
$56.5B
| $9.56M | 0.01% |
120,000
-145,000
| -55% | -$10.2M |
|
442
Yum China
YUMC
$14.7B
| $9.49M | 0.01% |
246,766
+47,848
| +24% | +$1.9M |
|
443
CALL
Applied Materials
AMAT
$375B
| $9.47M | 0.01% |
205,000
+85,000
| +71% | +$4.38M |
|
|
GOOS
444
PUT
Canada Goose Holdings
GOOS
$757M
| $9.42M | 0.01% |
+160,000
| New | +$6.74M |
|
445
CALL
Bunge Global
BG
$23.8B
| $9.4M | 0.01% |
134,800
-46,200
| -26% | -$3.31M |
|
446
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
| $9.31M | 0.01% |
350,000
-650,000
| -65% | -$17.9M |
|
447
PUT
iShares MSCI Turkey ETF
TUR
$227M
| $9.27M | 0.01% |
+306,600
| New | +$10.6M |
|
448
CALL
Goldman Sachs
GS
$302B
| $9.26M | 0.01% |
42,000
+22,000
| +110% | +$5.25M |
|
449
PUT
Motorcar Parts of America
MPAA
$222M
| $9.26M | 0.01% |
+495,000
| New | +$10.3M |
|
450
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.14B
| $9.25M | 0.01% |
171,300
+121,300
| +243% | +$6.86M |
|
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TI
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's Q2 2018 filing shows 804 new, 529 increased, 573 reduced and 911 closed positions. Its largest new stake was McKesson: 181,730 shares worth $24.2M. The largest sale was Meta Platforms (Facebook), an estimated $195M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Technology and Financials.
- 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.