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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 | |
|---|---|---|---|---|---|---|
401
CALL
Martin Marietta Materials
MLM
$31.5B
| $11.2M | 0.02% |
+50,000
| New | +$10.7M |
|
402
CALL
Criteo S.A. Ordinary Shares
CRTO
$1.1B
| $11.1M | 0.02% |
338,700
+336,200
| +13,448% | +$9.26M |
|
|
RHT
403
PUT
DELISTED
Red Hat Inc
RHT
| $11.1M | 0.02% |
82,400
-74,000
| -47% | -$11.9M |
|
404
CALL
GSK
GSK
$104B
| $11M | 0.02% |
218,080
+201,840
| +1,243% | +$10.2M |
|
405
Wynn Resorts
WYNN
$10.3B
| $11M | 0.02% |
65,481
+3,246
| +5% | +$599K |
|
406
PUT
Southwest Airlines
LUV
$22B
| $10.9M | 0.02% |
+214,600
| New | +$11.3M |
|
|
SODA
407
PUT
DELISTED
SodaStream International Ltd
SODA
| $10.9M | 0.02% |
127,600
+91,700
| +255% | +$8.28M |
|
408
PUT
CVS Health
CVS
$133B
| $10.8M | 0.02% |
168,400
-62,600
| -27% | -$4.13M |
|
|
MDCO
409
CALL
DELISTED
Medicines Co
MDCO
| $10.8M | 0.02% |
+295,000
| New | +$9.59M |
|
410
CALL
JB Hunt Transport Services
JBHT
$25.5B
| $10.7M | 0.02% |
+88,000
| New | +$10.8M |
|
411
KKR & Co
KKR
$91.1B
| $10.7M | 0.02% |
430,112
+388,586
| +936% | +$8.63M |
|
412
PUT
The Mosaic Company
MOS
$7.03B
| $10.7M | 0.02% |
381,000
| – | – |
|
413
PUT
Tower Semiconductor
TSEM
$24.8B
| $10.6M | 0.02% |
481,400
+83,900
| +21% | +$2.14M |
|
414
PUT
Vale
VALE
$64.1B
| $10.5M | 0.01% |
820,000
-30,000
| -4% | -$410K |
|
415
PUT
DaVita
DVA
$15.4B
| $10.4M | 0.01% |
+150,000
| New | +$10M |
|
416
PUT
Herbalife
HLF
$1.29B
| $10.3M | 0.01% |
+192,700
| New | +$10.1M |
|
417
CALL
Dollar General
DG
$28B
| $10.3M | 0.01% |
104,800
+40,000
| +62% | +$3.85M |
|
|
418
CALL
Tower Semiconductor
TSEM
$24.8B
| $10.3M | 0.01% |
468,900
+68,900
| +17% | +$1.75M |
|
419
PUT
Honeywell
HON
$77B
| $10.3M | 0.01% |
+79,150
| New | +$10.5M |
|
420
VanEck Semiconductor ETF
SMH
$65.2B
| $10.3M | 0.01% |
200,002
+200,000
| +10,000,000% | +$10.4M |
|
421
CALL
Align Technology
ALGN
$12.1B
| $10.3M | 0.01% |
+30,000
| New | +$8.95M |
|
|
DNKN
422
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $10.3M | 0.01% |
148,500
+48,500
| +49% | +$3.12M |
|
423
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
| $10.3M | 0.01% |
+211,100
| New | +$9.85M |
|
424
CALL
Chubb
CB
$135B
| $10.2M | 0.01% |
80,400
+74,600
| +1,286% | +$9.91M |
|
425
CALL
JD.com
JD
$44.6B
| $10.2M | 0.01% |
261,300
+211,300
| +423% | +$8.15M |
|
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.