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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 | |
|---|---|---|---|---|---|---|
101
PUT
Broadcom
AVGO
$1.76T
| $60.4M | 0.09% |
2,488,000
+380,000
| +18% | +$9.32M |
|
|
102
NVIDIA
NVDA
$4.6T
| $59.7M | 0.08% |
10,077,000
+8,952,120
| +796% | +$54.4M |
|
|
103
CALL
AT&T
T
$164B
| $58.4M | 0.08% |
2,406,767
-147,759
| -6% | -$3.71M |
|
104
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $58.2M | 0.08% |
813,000
+713,000
| +713% | +$52.9M |
|
105
PUT
Bristol-Myers Squibb
BMY
$129B
| $57.6M | 0.08% |
1,040,000
+945,000
| +995% | +$51M |
|
|
106
AT&T
T
$164B
| $56.7M | 0.08% |
2,337,548
+2,256,352
| +2,779% | +$56.6M |
|
107
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
| $55.1M | 0.08% |
+1,169,000
| New | +$56.3M |
|
108
CALL
VanEck Semiconductor ETF
SMH
$60.8B
| $54.2M | 0.08% |
1,056,400
+456,400
| +76% | +$23.8M |
|
109
PUT
eBay
EBAY
$51.2B
| $53.9M | 0.08% |
1,486,200
+1,134,600
| +323% | +$44.2M |
|
110
CALL
TJX Companies
TJX
$179B
| $53.3M | 0.08% |
+1,119,800
| New | +$49.2M |
|
111
CALL
Genuine Parts
GPC
$17.9B
| $52.7M | 0.07% |
574,200
+510,800
| +806% | +$46.6M |
|
112
PUT
Expedia Group
EXPE
$36.5B
| $52.4M | 0.07% |
435,700
+284,700
| +189% | +$32.9M |
|
113
Sprott Physical Gold and Silver Trust
CEF
$7.35B
| $52.1M | 0.07% |
4,158,543
| – | – |
|
114
CALL
Union Pacific
UNP
$174B
| $51.8M | 0.07% |
365,900
-42,600
| -10% | -$5.94M |
|
|
CELG
115
PUT
DELISTED
Celgene Corp
CELG
| $51.6M | 0.07% |
650,000
+424,100
| +188% | +$35.2M |
|
116
JD.com
JD
$43.5B
| $51.6M | 0.07% |
1,325,172
+731,346
| +123% | +$28.2M |
|
117
CALL
JPMorgan Chase
JPM
$916B
| $51.3M | 0.07% |
492,500
+182,500
| +59% | +$20M |
|
|
TSS
118
CALL
DELISTED
Total System Services, Inc.
TSS
| $51.1M | 0.07% |
604,700
-75,400
| -11% | -$6.49M |
|
119
PUT
NetEase
NTES
$83B
| $50.7M | 0.07% |
1,003,000
+782,000
| +354% | +$39.9M |
|
120
CALL
C.H. Robinson
CHRW
$20.5B
| $50.2M | 0.07% |
+600,000
| New | +$53.5M |
|
121
CALL
VanEck Gold Miners ETF
GDX
$22.5B
| $50.1M | 0.07% |
2,247,200
+323,400
| +17% | +$7.24M |
|
122
PUT
Visa
V
$677B
| $50M | 0.07% |
377,700
-202,600
| -35% | -$26.1M |
|
|
AABA
123
DELISTED
Altaba Inc
AABA
| $49.6M | 0.07% |
677,757
+668,359
| +7,112% | +$50.1M |
|
124
PUT
Adobe
ADBE
$105B
| $48.7M | 0.07% |
199,900
+52,800
| +36% | +$12.5M |
|
125
PUT
United States Natural Gas Fund
UNG
$450M
| $48.5M | 0.07% |
511,669
-12,500
| -2% | -$1.16M |
|
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.