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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 | |
|---|---|---|---|---|---|---|
551
CALL
Vale
VALE
$64.1B
| $6.41M | 0.01% |
500,000
| – | – |
|
552
CALL
Banc of California
BANC
$3.03B
| $6.4M | 0.01% |
+327,500
| New | +$6.27M |
|
553
PUT
TSMC
TSM
$2.1T
| $6.4M | 0.01% |
175,000
-11,500
| -6% | -$454K |
|
|
SBNY
554
CALL
DELISTED
Signature Bank
SBNY
| $6.39M | 0.01% |
50,000
| – | – |
|
|
CTXS
555
CALL
DELISTED
Citrix Systems Inc
CTXS
| $6.38M | 0.01% |
60,800
+18,200
| +43% | +$1.87M |
|
556
PUT
Waters Corp
WAT
$37B
| $6.29M | 0.01% |
+32,500
| New | +$6.4M |
|
|
TFCFA
557
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $6.21M | 0.01% |
125,000
+113,900
| +1,026% | +$4.5M |
|
|
APC
558
CALL
DELISTED
Anadarko Petroleum
APC
| $6.19M | 0.01% |
+84,500
| New | +$5.73M |
|
559
CALL
Danaher
DHR
$137B
| $6.17M | 0.01% |
+70,500
| New | +$6.28M |
|
560
CALL
FirstEnergy
FE
$28B
| $6.17M | 0.01% |
171,700
| – | – |
|
561
PUT
Nutrien
NTR
$33.2B
| $6.12M | 0.01% |
+112,500
| New | +$5.58M |
|
562
CALL
KeyCorp
KEY
$24.2B
| $6.04M | 0.01% |
309,300
+81,300
| +36% | +$1.62M |
|
563
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $6.04M | 0.01% |
117,222
+117,221
| +11,722,100% | +$5.95M |
|
564
CALL
US Bancorp
USB
$98.2B
| $6.01M | 0.01% |
120,100
-68,200
| -36% | -$3.46M |
|
565
CALL
HP
HPQ
$24.9B
| $5.99M | 0.01% |
263,800
+132,600
| +101% | +$2.96M |
|
566
PUT
McDonald's
MCD
$192B
| $5.97M | 0.01% |
38,100
-552,500
| -94% | -$89.6M |
|
567
CALL
VF Corp
VFC
$5.63B
| $5.97M | 0.01% |
+77,738
| New | +$5.86M |
|
568
ConocoPhillips
COP
$147B
| $5.94M | 0.01% |
+85,333
| New | +$5.68M |
|
569
Microsoft
MSFT
$3.45T
| $5.93M | 0.01% |
60,167
-1,025,442
| -94% | -$99.4M |
|
570
CALL
Upbound Group
UPBD
$1.13B
| $5.92M | 0.01% |
402,500
+52,500
| +15% | +$569K |
|
571
Masco
MAS
$14.1B
| $5.9M | 0.01% |
157,712
-22,382
| -12% | -$862K |
|
572
CALL
Vodafone
VOD
$36.3B
| $5.89M | 0.01% |
242,300
+59,800
| +33% | +$1.63M |
|
573
3M
MMM
$90.9B
| $5.82M | 0.01% |
+35,404
| New | +$6.04M |
|
574
PUT
Tapestry
TPR
$30.8B
| $5.82M | 0.01% |
124,600
+89,600
| +256% | +$4.31M |
|
575
CALL
Xerox
XRX
$387M
| $5.82M | 0.01% |
+242,300
| New | +$6.85M |
|
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.