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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 | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $16.7B | 23.58% |
61,482,900
+19,272,500
| +46% | +$5.2B |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $13.2B | 18.64% |
48,618,300
-25,701,500
| -35% | -$6.94B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $2.4B | 3.39% |
14,628,000
-20,252,900
| -58% | -$3.24B |
|
4
PUT
Apple
AAPL
$4.97T
| $2.38B | 3.37% |
51,480,000
+13,812,800
| +37% | +$626M |
|
5
CALL
Invesco QQQ Trust
QQQ
$436B
| $1.91B | 2.69% |
11,103,400
+4,181,900
| +60% | +$701M |
|
|
6
PUT
Invesco QQQ Trust
QQQ
$436B
| $1.69B | 2.39% |
9,835,500
+3,241,300
| +49% | +$543M |
|
|
7
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $1.12B | 1.58% |
16,695,500
-4,638,600
| -22% | -$325M |
|
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $1.05B | 1.49% |
24,306,800
+8,608,300
| +55% | +$398M |
|
|
9
PUT
Meta Platforms (Facebook)
META
$1.49T
| $894M | 1.26% |
4,599,800
-8,488,400
| -65% | -$1.53B |
|
10
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $848M | 1.2% |
9,962,200
+2,126,100
| +27% | +$182M |
|
|
11
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $770M | 1.09% |
17,763,700
+9,182,300
| +107% | +$425M |
|
|
12
PUT
Micron Technology
MU
$835B
| $719M | 1.02% |
13,704,700
+3,081,900
| +29% | +$167M |
|
13
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $702M | 0.99% |
5,764,200
+564,100
| +11% | +$67.5M |
|
14
PUT
Microsoft
MSFT
$2.9T
| $650M | 0.92% |
6,592,200
-3,306,400
| -33% | -$320M |
|
15
PUT
iShares China Large-Cap ETF
FXI
$4.32B
| $557M | 0.79% |
12,955,800
+11,406,600
| +736% | +$533M |
|
|
16
CALL
Apple
AAPL
$4.97T
| $538M | 0.76% |
11,616,800
+183,200
| +2% | +$8.31M |
|
|
17
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $478M | 0.68% |
7,132,900
-310,900
| -4% | -$21.8M |
|
|
VXX
18
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $467M | 0.66% |
12,635,100
-906,200
| -7% | -$35M |
|
|
ILG
19
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $452M | 0.64% |
13,674,400
-527,500
| -4% | -$17.6M |
|
20
PUT
Alibaba
BABA
$276B
| $438M | 0.62% |
2,363,200
+929,300
| +65% | +$177M |
|
21
CALL
SPDR Gold Trust
GLD
$131B
| $435M | 0.62% |
3,670,000
-430,000
| -10% | -$53.2M |
|
|
22
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $415M | 0.59% |
2,534,000
-2,457,700
| -49% | -$393M |
|
23
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $392M | 0.55% |
3,821,900
-1,143,800
| -23% | -$117M |
|
|
24
PUT
AT&T
T
$164B
| $367M | 0.52% |
15,133,850
+8,135,583
| +116% | +$204M |
|
|
25
PUT
Citigroup
C
$213B
| $365M | 0.52% |
5,456,800
+1,327,300
| +32% | +$91.4M |
|
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.