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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 | |
|---|---|---|---|---|---|---|
|
CNXM
851
PUT
DELISTED
CNX Midstream Partners LP
CNXM
| $2.33M | ﹤0.01% |
+120,000
| New | +$2.27M |
|
852
Alkermes
ALKS
$8.31B
| $2.32M | ﹤0.01% |
56,374
+54,147
| +2,431% | +$2.47M |
|
853
CALL
Constellium
CSTM
$3.85B
| $2.32M | ﹤0.01% |
+225,000
| New | +$2.62M |
|
854
Sprouts Farmers Market
SFM
$8.28B
| $2.32M | ﹤0.01% |
+105,031
| New | +$2.38M |
|
|
QEP
855
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $2.32M | ﹤0.01% |
+189,000
| New | +$2.25M |
|
|
SGMO
856
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $2.31M | ﹤0.01% |
+162,868
| New | +$2.71M |
|
857
PUT
TJX Companies
TJX
$174B
| $2.3M | ﹤0.01% |
+48,400
| New | +$2.12M |
|
858
PUT
Capital One
COF
$134B
| $2.3M | ﹤0.01% |
25,000
| – | – |
|
|
VSI
859
DELISTED
Vitamin Shoppe Inc.
VSI
| $2.29M | ﹤0.01% |
329,244
+80,601
| +32% | +$440K |
|
|
GAP
860
The Gap Inc
GAP
$7.38B
| $2.29M | ﹤0.01% |
70,540
+15,396
| +28% | +$474K |
|
861
CALL
Advance Auto Parts
AAP
$3.36B
| $2.28M | ﹤0.01% |
16,800
| – | – |
|
862
PUT
Lesaka Technologies
LSAK
$401M
| $2.27M | ﹤0.01% |
+250,000
| New | +$2.31M |
|
863
CALL
ACI Worldwide
ACIW
$5.83B
| $2.27M | ﹤0.01% |
91,900
| – | – |
|
864
PUT
Tyler Technologies
TYL
$12.5B
| $2.27M | ﹤0.01% |
+10,200
| New | +$2.29M |
|
|
K
865
DELISTED
Kellanova
K
| $2.26M | ﹤0.01% |
34,406
-23,906
| -41% | -$1.42M |
|
866
Axos Financial
AX
$5.9B
| $2.25M | ﹤0.01% |
55,100
| – | – |
|
867
PUT
Enviri
NVRI
$651M
| $2.21M | ﹤0.01% |
+100,000
| New | +$2.31M |
|
868
CALL
ConocoPhillips
COP
$145B
| $2.21M | ﹤0.01% |
31,700
-26,700
| -46% | -$1.78M |
|
|
VMW
869
CALL
DELISTED
VMware, Inc
VMW
| $2.21M | ﹤0.01% |
15,000
-416,800
| -97% | -$57.5M |
|
870
PUT
Abercrombie & Fitch
ANF
$4.84B
| $2.2M | ﹤0.01% |
90,000
| – | – |
|
871
Amgen
AMGN
$204B
| $2.2M | ﹤0.01% |
+11,894
| New | +$2.1M |
|
872
CALL
HSBC
HSBC
$370B
| $2.19M | ﹤0.01% |
+49,353
| New | +$2.26M |
|
|
IMPV
873
PUT
DELISTED
Imperva, Inc.
IMPV
| $2.18M | ﹤0.01% |
+45,100
| New | +$2.16M |
|
874
PUT
Marvell Technology
MRVL
$174B
| $2.14M | ﹤0.01% |
+100,000
| New | +$2.13M |
|
875
CALL
AeroVironment
AVAV
$8.06B
| $2.14M | ﹤0.01% |
30,000
| – | – |
|
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.