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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 | |
|---|---|---|---|---|---|---|
126
CALL
AbbVie
ABBV
$455B
| $47.9M | 0.07% |
+517,500
| New | +$50.5M |
|
127
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
| $47.9M | 0.07% |
848,000
+728,000
| +607% | +$39.6M |
|
128
PUT
B&G Foods
BGS
$293M
| $47.2M | 0.07% |
+1,578,300
| New | +$42.4M |
|
129
CALL
American International
AIG
$41.8B
| $46.7M | 0.07% |
880,800
+677,700
| +334% | +$36.7M |
|
130
PUT
Cognizant
CTSH
$24.3B
| $46.6M | 0.07% |
590,000
+500,000
| +556% | +$39.3M |
|
131
PUT
Union Pacific
UNP
$172B
| $45.3M | 0.06% |
320,000
-5,200
| -2% | -$725K |
|
132
PUT
Procter & Gamble
PG
$335B
| $45.3M | 0.06% |
580,200
-311,800
| -35% | -$23.5M |
|
133
PUT
VanEck Semiconductor ETF
SMH
$65B
| $44.1M | 0.06% |
860,000
-745,000
| -46% | -$38.9M |
|
134
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $44M | 0.06% |
722,000
-278,000
| -28% | -$17.4M |
|
135
CALL
Broadcom
AVGO
$1.85T
| $43.6M | 0.06% |
1,797,000
-615,000
| -25% | -$15.1M |
|
136
CALL
Best Buy
BBY
$18.5B
| $43M | 0.06% |
576,300
+528,300
| +1,101% | +$39.1M |
|
137
PUT
Lowe's Companies
LOW
$118B
| $42.6M | 0.06% |
446,100
+198,200
| +80% | +$17.9M |
|
138
Apple
AAPL
$4.9T
| $42.3M | 0.06% |
913,812
-861,736
| -49% | -$39.1M |
|
139
PUT
Las Vegas Sands
LVS
$32.3B
| $41.8M | 0.06% |
548,000
-1,928,700
| -78% | -$147M |
|
140
CALL
Campbell Soup
CPB
$6.58B
| $41.7M | 0.06% |
+1,029,000
| New | +$40.1M |
|
141
PUT
Pfizer
PFE
$142B
| $41.5M | 0.06% |
1,206,619
-898,008
| -43% | -$30.7M |
|
142
PUT
Genuine Parts
GPC
$17.2B
| $41.3M | 0.06% |
+450,000
| New | +$41.1M |
|
143
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
| $41M | 0.06% |
+844,100
| New | +$39.4M |
|
|
IRBT
144
PUT
DELISTED
iRobot
IRBT
| $40.7M | 0.06% |
+537,000
| New | +$35.7M |
|
145
iShares MSCI Brazil ETF
EWZ
$9.25B
| $40.1M | 0.06% |
1,251,409
+988,409
| +376% | +$38.1M |
|
|
CELG
146
CALL
DELISTED
Celgene Corp
CELG
| $40.1M | 0.06% |
505,000
+477,500
| +1,736% | +$39.6M |
|
147
PUT
Walmart Inc
WMT
$884B
| $39.8M | 0.06% |
1,393,800
-4,395,000
| -76% | -$125M |
|
148
PUT
Newmont
NEM
$101B
| $39.7M | 0.06% |
1,053,200
+433,200
| +70% | +$17M |
|
149
PUT
Bausch Health
BHC
$2.25B
| $39.5M | 0.06% |
1,700,900
+133,600
| +9% | +$2.76M |
|
150
PUT
McKesson
MCK
$101B
| $39.3M | 0.06% |
294,500
+219,500
| +293% | +$32.1M |
|
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.