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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 | |
|---|---|---|---|---|---|---|
151
Netflix
NFLX
$307B
| $39.1M | 0.06% |
997,780
-573,520
| -36% | -$19.6M |
|
152
CALL
CarMax
KMX
$8.39B
| $38.8M | 0.05% |
+532,900
| New | +$35.6M |
|
153
JPMorgan Chase
JPM
$916B
| $38.4M | 0.05% |
368,273
-272,647
| -43% | -$29.9M |
|
154
CALL
iShares Biotechnology ETF
IBB
$9.45B
| $38.1M | 0.05% |
346,700
-78,300
| -18% | -$8.37M |
|
155
PUT
Deere & Co
DE
$165B
| $37.2M | 0.05% |
266,200
-527,000
| -66% | -$77.7M |
|
156
CALL
iShares MSCI Japan ETF
EWJ
$21.2B
| $37.1M | 0.05% |
640,000
-860,000
| -57% | -$51.8M |
|
157
CALL
Snap
SNAP
$7.96B
| $36.6M | 0.05% |
2,799,100
+1,431,500
| +105% | +$18.5M |
|
|
SFLY
158
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $36.5M | 0.05% |
405,800
+112,600
| +38% | +$10.1M |
|
159
CALL
GE Aerospace
GE
$364B
| $36.5M | 0.05% |
559,569
+346,212
| +162% | +$23.1M |
|
|
LSI
160
PUT
DELISTED
Life Storage, Inc.
LSI
| $36.4M | 0.05% |
561,450
+225,300
| +67% | +$13.6M |
|
161
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $36.4M | 0.05% |
+150,000
| New | +$36.8M |
|
162
CALL
Home Depot
HD
$337B
| $36.3M | 0.05% |
186,000
+5,000
| +3% | +$934K |
|
163
CALL
Thermo Fisher Scientific
TMO
$214B
| $36.1M | 0.05% |
174,200
+61,700
| +55% | +$13.1M |
|
164
CALL
PG&E
PCG
$39B
| $36M | 0.05% |
+845,600
| New | +$36.7M |
|
165
CALL
Elevance Health
ELV
$81.5B
| $35.9M | 0.05% |
+151,000
| New | +$35M |
|
|
TWTR
166
DELISTED
Twitter, Inc.
TWTR
| $35.8M | 0.05% |
819,739
-147,330
| -15% | -$5.17M |
|
|
167
PUT
GE Aerospace
GE
$364B
| $35.3M | 0.05% |
541,478
+196,351
| +57% | +$13.1M |
|
168
PUT
Gilead Sciences
GILD
$165B
| $35.3M | 0.05% |
497,800
+40,100
| +9% | +$2.83M |
|
169
CALL
Qorvo
QRVO
$7.9B
| $35M | 0.05% |
+436,500
| New | +$33.7M |
|
170
PUT
General Motors
GM
$80.9B
| $34.8M | 0.05% |
884,300
+445,000
| +101% | +$17.5M |
|
171
PUT
W.W. Grainger
GWW
$64.2B
| $34.5M | 0.05% |
111,800
-28,000
| -20% | -$8.37M |
|
172
CALL
Qualcomm
QCOM
$164B
| $34.5M | 0.05% |
614,300
-847,500
| -58% | -$47.3M |
|
173
Morgan Stanley
MS
$319B
| $34.4M | 0.05% |
726,099
+239,338
| +49% | +$12.5M |
|
|
174
CALL
NVIDIA
NVDA
$4.6T
| $34.3M | 0.05% |
5,788,000
-2,896,000
| -33% | -$17.6M |
|
175
CALL
Target
TGT
$66.3B
| $34.2M | 0.05% |
448,900
+228,900
| +104% | +$16.8M |
|
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.