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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 | |
|---|---|---|---|---|---|---|
51
CALL
Intel
INTC
$413B
| $137M | 0.19% |
2,751,400
-1,332,400
| -33% | -$70.8M |
|
52
PUT
Tesla
TSLA
$1.18T
| $133M | 0.19% |
5,800,500
+3,160,500
| +120% | +$64.2M |
|
53
PUT
United States Oil Fund
USO
$2.15B
| $131M | 0.19% |
1,089,400
+109,325
| +11% | +$12M |
|
54
PUT
Booking.com
BKNG
$156B
| $126M | 0.18% |
1,560,000
+1,205,000
| +339% | +$102M |
|
55
CALL
Medtronic
MDT
$112B
| $125M | 0.18% |
1,460,400
+417,500
| +40% | +$34.9M |
|
56
PUT
Cisco
CSCO
$443B
| $125M | 0.18% |
2,902,300
-4,899,600
| -63% | -$214M |
|
57
PUT
PayPal
PYPL
$50.3B
| $124M | 0.17% |
1,485,900
-174,600
| -11% | -$13.9M |
|
58
PUT
Chipotle Mexican Grill
CMG
$43.9B
| $122M | 0.17% |
14,125,000
+14,010,000
| +12,183% | +$115M |
|
59
PUT
Oracle
ORCL
$339B
| $118M | 0.17% |
2,673,500
-766,800
| -22% | -$35.3M |
|
|
60
iShares Russell 2000 ETF
IWM
$79.1B
| $116M | 0.16% |
708,694
+375,104
| +112% | +$60M |
|
61
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $116M | 0.16% |
2,000,000
+500,000
| +33% | +$30.1M |
|
|
SPR
62
CALL
DELISTED
Spirit AeroSystems
SPR
| $115M | 0.16% |
+1,337,600
| New | +$112M |
|
63
PUT
Morgan Stanley
MS
$319B
| $113M | 0.16% |
2,393,800
+258,500
| +12% | +$13.5M |
|
|
64
CALL
Meta Platforms (Facebook)
META
$1.49T
| $113M | 0.16% |
582,800
-193,000
| -25% | -$34.9M |
|
65
PUT
United Parks & Resorts
PRKS
$2.19B
| $110M | 0.15% |
5,018,400
-6,154,100
| -55% | -$109M |
|
66
PUT
Advanced Micro Devices
AMD
$700B
| $105M | 0.15% |
6,994,400
+2,332,800
| +50% | +$29.7M |
|
67
PUT
Snap
SNAP
$7.96B
| $103M | 0.15% |
7,883,800
+4,617,400
| +141% | +$59.6M |
|
68
CALL
Alibaba
BABA
$276B
| $102M | 0.14% |
550,000
-714,100
| -56% | -$136M |
|
69
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| $99.1M | 0.14% |
+1,625,000
| New | +$102M |
|
70
Blackstone
BX
$104B
| $94.7M | 0.13% |
2,943,306
-527,959
| -15% | -$16.8M |
|
71
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $91.3M | 0.13% |
2,107,393
+887,791
| +73% | +$41.1M |
|
|
72
Micron Technology
MU
$835B
| $91.1M | 0.13% |
1,737,214
-2,536,029
| -59% | -$137M |
|
|
73
CALL
Citigroup
C
$213B
| $90.9M | 0.13% |
1,358,200
-399,000
| -23% | -$27.5M |
|
74
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $90.8M | 0.13% |
953,900
-413,600
| -30% | -$38M |
|
|
75
IBM
IBM
$213B
| $87.3M | 0.12% |
653,765
+445,550
| +214% | +$62.1M |
|
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.