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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 | |
|---|---|---|---|---|---|---|
176
CALL
Verizon
VZ
$197B
| $34.1M | 0.05% |
678,000
-1,314,600
| -66% | -$63.6M |
|
|
WW
177
PUT
DELISTED
WW International
WW
| $34.1M | 0.05% |
337,300
| – | – |
|
178
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $33.6M | 0.05% |
+315,000
| New | +$34.4M |
|
179
CALL
Herbalife
HLF
$1.3B
| $33.5M | 0.05% |
623,300
+276,300
| +80% | +$14.5M |
|
180
PUT
Qualcomm
QCOM
$164B
| $33.3M | 0.05% |
594,200
-99,700
| -14% | -$5.57M |
|
181
PUT
Target
TGT
$66.3B
| $33.3M | 0.05% |
436,900
+95,600
| +28% | +$7.04M |
|
182
PUT
Best Buy
BBY
$19B
| $32.9M | 0.05% |
441,500
+5,600
| +1% | +$414K |
|
183
CALL
Expedia Group
EXPE
$36.5B
| $32.6M | 0.05% |
271,400
+71,400
| +36% | +$8.24M |
|
184
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $32.6M | 0.05% |
603,689
+603,688
| +60,368,800% | +$34.2M |
|
|
TWTR
185
CALL
DELISTED
Twitter, Inc.
TWTR
| $32.4M | 0.05% |
742,800
+167,800
| +29% | +$5.89M |
|
186
PUT
Kraft Heinz
KHC
$32.8B
| $32.4M | 0.05% |
515,300
-197,700
| -28% | -$11.7M |
|
187
CALL
Merck
MRK
$322B
| $32.3M | 0.05% |
556,907
-14,253
| -2% | -$804K |
|
188
CALL
Southwest Airlines
LUV
$21.7B
| $31.9M | 0.05% |
627,300
+622,300
| +12,446% | +$32.8M |
|
189
CALL
Bausch Health
BHC
$1.75B
| $31.8M | 0.05% |
1,370,000
+250,600
| +22% | +$5.18M |
|
190
PUT
Archer Daniels Midland
ADM
$38.7B
| $31.7M | 0.04% |
692,400
+218,900
| +46% | +$9.83M |
|
191
CALL
Williams-Sonoma
WSM
$27.5B
| $31.6M | 0.04% |
1,028,800
+972,800
| +1,737% | +$26M |
|
192
CALL
United States Natural Gas Fund
UNG
$450M
| $30.8M | 0.04% |
325,069
-166,875
| -34% | -$15.4M |
|
193
PUT
Blackstone
BX
$104B
| $30.6M | 0.04% |
950,000
+54,700
| +6% | +$1.74M |
|
194
CALL
Edgewell Personal Care
EPC
$1.3B
| $30.3M | 0.04% |
+600,000
| New | +$27.6M |
|
195
PUT
Starbucks
SBUX
$119B
| $29.9M | 0.04% |
611,900
-1,896,400
| -76% | -$108M |
|
196
PUT
Coca-Cola
KO
$383B
| $29.8M | 0.04% |
680,000
-350,900
| -34% | -$15.2M |
|
|
197
CALL
Amazon
AMZN
$2.44T
| $29.7M | 0.04% |
350,000
+140,000
| +67% | +$11.1M |
|
198
PUT
Halliburton
HAL
$26.1B
| $29.6M | 0.04% |
656,300
+9,800
| +2% | +$488K |
|
199
CALL
Lockheed Martin
LMT
$131B
| $29.5M | 0.04% |
+99,900
| New | +$32.2M |
|
200
PUT
Freeport-McMoran
FCX
$86.2B
| $29.3M | 0.04% |
1,699,800
+590,000
| +53% | +$10M |
|
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.