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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 | |
|---|---|---|---|---|---|---|
76
CALL
Electronic Arts
EA
$52.7B
| $86.3M | 0.12% |
612,000
+369,600
| +152% | +$48M |
|
77
PUT
VanEck Gold Miners ETF
GDX
$22.5B
| $85.8M | 0.12% |
3,846,500
+2,178,400
| +131% | +$48.8M |
|
78
PUT
Medtronic
MDT
$112B
| $85.4M | 0.12% |
998,100
+248,100
| +33% | +$20.7M |
|
79
PUT
Nike
NKE
$64.1B
| $82.5M | 0.12% |
1,034,800
-545,400
| -35% | -$38.4M |
|
80
CALL
Lowe's Companies
LOW
$121B
| $79.6M | 0.11% |
833,300
+683,300
| +456% | +$61.8M |
|
81
PUT
Walt Disney
DIS
$171B
| $78.9M | 0.11% |
753,200
-565,500
| -43% | -$57.8M |
|
82
CALL
United States Oil Fund
USO
$2.15B
| $78M | 0.11% |
647,088
-266,912
| -29% | -$29.3M |
|
83
PUT
Verizon
VZ
$197B
| $75.1M | 0.11% |
1,491,800
-165,700
| -10% | -$8.02M |
|
84
CALL
Coca-Cola
KO
$383B
| $73.9M | 0.1% |
1,685,700
-375,200
| -18% | -$16.2M |
|
85
CALL
ExxonMobil
XOM
$650B
| $71.8M | 0.1% |
868,000
-223,600
| -20% | -$17.8M |
|
86
CALL
Wynn Resorts
WYNN
$10.3B
| $71.3M | 0.1% |
426,200
+420,400
| +7,248% | +$77.6M |
|
87
Bank of America
BAC
$429B
| $70.8M | 0.1% |
2,511,398
-305,131
| -11% | -$9.1M |
|
88
CALL
Dover
DOV
$26.7B
| $70.7M | 0.1% |
+966,400
| New | +$73.9M |
|
|
89
PUT
Dover
DOV
$26.7B
| $70.3M | 0.1% |
+960,000
| New | +$73.5M |
|
90
CALL
Visa
V
$677B
| $70.2M | 0.1% |
530,000
-70,000
| -12% | -$9.01M |
|
91
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $70M | 0.1% |
683,200
-215,000
| -24% | -$21.9M |
|
|
92
PUT
Wynn Resorts
WYNN
$10.3B
| $69.1M | 0.1% |
412,900
-191,100
| -32% | -$35.3M |
|
93
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $67.5M | 0.1% |
+1,250,000
| New | +$70.7M |
|
94
PUT
Costco
COST
$432B
| $65.4M | 0.09% |
313,100
-365,900
| -54% | -$72.3M |
|
95
CALL
DuPont de Nemours
DD
$18.6B
| $65.1M | 0.09% |
390,182
-228,004
| -37% | -$38.2M |
|
96
CALL
Wells Fargo
WFC
$254B
| $64.1M | 0.09% |
1,156,600
+99,800
| +9% | +$5.35M |
|
|
TWTR
97
PUT
DELISTED
Twitter, Inc.
TWTR
| $63.3M | 0.09% |
1,448,500
+775,000
| +115% | +$27.2M |
|
98
PUT
Home Depot
HD
$337B
| $61.8M | 0.09% |
316,700
-834,100
| -72% | -$156M |
|
99
Qorvo
QRVO
$7.9B
| $61.4M | 0.09% |
765,343
+57,834
| +8% | +$4.47M |
|
100
CALL
Tesla
TSLA
$1.18T
| $61.1M | 0.09% |
2,671,500
+2,079,000
| +351% | +$42.2M |
|
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.