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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 | |
|---|---|---|---|---|---|---|
|
WWE
226
CALL
DELISTED
World Wrestling Entertainment
WWE
| $25.1M | 0.04% |
+345,000
| New | +$17.5M |
|
227
Broadcom
AVGO
$1.85T
| $25.1M | 0.04% |
1,033,050
+521,620
| +102% | +$12.8M |
|
228
CALL
Dick's Sporting Goods
DKS
$17.5B
| $25M | 0.04% |
+708,200
| New | +$24M |
|
229
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $24.7M | 0.03% |
215,600
+7,500
| +4% | +$864K |
|
230
CALL
Caterpillar
CAT
$375B
| $24.4M | 0.03% |
180,000
+148,500
| +471% | +$22.2M |
|
231
McKesson
MCK
$100B
| $24.2M | 0.03% |
+181,730
| New | +$26.6M |
|
232
CALL
Whirlpool
WHR
$2.43B
| $24M | 0.03% |
164,000
-14,600
| -8% | -$2.22M |
|
233
PUT
Goldman Sachs
GS
$300B
| $23.9M | 0.03% |
108,500
-211,100
| -66% | -$50.3M |
|
234
Wells Fargo
WFC
$261B
| $23.9M | 0.03% |
430,389
-1,396,829
| -76% | -$74.8M |
|
235
CALL
Trip.com Group
TCOM
$29.6B
| $23.8M | 0.03% |
500,000
| – | – |
|
|
SODA
236
CALL
DELISTED
SodaStream International Ltd
SODA
| $23.4M | 0.03% |
+274,000
| New | +$24.8M |
|
237
CALL
Cisco
CSCO
$457B
| $23.3M | 0.03% |
540,300
-1,484,700
| -73% | -$64.9M |
|
238
PUT
Mondelez International
MDLZ
$79.5B
| $23.3M | 0.03% |
567,100
-2,348,800
| -81% | -$94.4M |
|
239
CALL
Mastercard
MA
$502B
| $23.2M | 0.03% |
118,100
-321,900
| -73% | -$60.5M |
|
240
CALL
CVS Health
CVS
$133B
| $23M | 0.03% |
+357,000
| New | +$23.5M |
|
|
SCHW
241
PUT
Charles Schwab
SCHW
$183B
| $22.9M | 0.03% |
447,500
+181,600
| +68% | +$10.1M |
|
242
Nike
NKE
$61.9B
| $22.9M | 0.03% |
286,809
+183,250
| +177% | +$12.9M |
|
243
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $22.8M | 0.03% |
203,900
+88,400
| +77% | +$10.1M |
|
244
CALL
Johnson & Johnson
JNJ
$618B
| $22.8M | 0.03% |
188,100
+118,000
| +168% | +$14.7M |
|
|
ILG
245
DELISTED
ILG, Inc Common Stock
ILG
| $22.7M | 0.03% |
687,559
-1,888,139
| -73% | -$63M |
|
246
PUT
Applied Materials
AMAT
$403B
| $22.7M | 0.03% |
490,500
+87,700
| +22% | +$4.52M |
|
247
Walt Disney
DIS
$167B
| $22.6M | 0.03% |
215,308
-13,417
| -6% | -$1.37M |
|
248
Advanced Micro Devices
AMD
$776B
| $22.4M | 0.03% |
+1,493,868
| New | +$19M |
|
249
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $22.4M | 0.03% |
312,500
+212,500
| +213% | +$15.8M |
|
250
PUT
Agilent Technologies
A
$39.1B
| $22.3M | 0.03% |
+360,000
| New | +$23.5M |
|
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.