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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 | |
|---|---|---|---|---|---|---|
626
CALL
Range Resources
RRC
$9.38B
| $4.89M | 0.01% |
292,100
+10,900
| +4% | +$165K |
|
627
State Street
STT
$50.6B
| $4.89M | 0.01% |
52,488
+49,071
| +1,436% | +$4.87M |
|
628
PUT
Avis
CAR
$4.86B
| $4.88M | 0.01% |
+150,000
| New | +$6.53M |
|
629
CVS Health
CVS
$133B
| $4.86M | 0.01% |
75,541
+13,370
| +22% | +$881K |
|
630
Madison Square Garden
MSGS
$9.48B
| $4.82M | 0.01% |
+21,773
| New | +$4.02M |
|
631
Pultegroup
PHM
$24.1B
| $4.78M | 0.01% |
166,344
-96,971
| -37% | -$2.92M |
|
632
eBay
EBAY
$50.6B
| $4.76M | 0.01% |
131,171
+23,778
| +22% | +$925K |
|
|
FL
633
PUT
DELISTED
Foot Locker
FL
| $4.74M | 0.01% |
90,000
| – | – |
|
634
CALL
Ally Financial
ALLY
$13.2B
| $4.73M | 0.01% |
180,000
+30,000
| +20% | +$801K |
|
635
CALL
PNC Financial Services
PNC
$99.7B
| $4.73M | 0.01% |
35,000
| – | – |
|
636
CALL
Eagle Materials
EXP
$6.29B
| $4.72M | 0.01% |
45,000
+35,000
| +350% | +$3.68M |
|
637
CALL
First Financial Bancorp
FFBC
$3.55B
| $4.69M | 0.01% |
+153,000
| New | +$4.78M |
|
638
CALL
Alcoa
AA
$11.9B
| $4.69M | 0.01% |
100,000
+55,000
| +122% | +$2.77M |
|
|
COUP
639
CALL
DELISTED
Coupa Software Incorporated
COUP
| $4.67M | 0.01% |
+75,000
| New | +$3.99M |
|
640
PUT
Northrop Grumman
NOC
$77.1B
| $4.62M | 0.01% |
+15,000
| New | +$4.96M |
|
641
Tower Semiconductor
TSEM
$24.8B
| $4.61M | 0.01% |
209,222
+29,326
| +16% | +$747K |
|
|
TIF
642
CALL
DELISTED
Tiffany & Co.
TIF
| $4.58M | 0.01% |
34,800
-38,600
| -53% | -$4.41M |
|
|
XLNX
643
PUT
DELISTED
Xilinx Inc
XLNX
| $4.57M | 0.01% |
+70,000
| New | +$4.77M |
|
644
PUT
Nu Skin
NUS
$252M
| $4.57M | 0.01% |
+58,400
| New | +$4.52M |
|
645
PUT
Immersion
IMMR
$251M
| $4.55M | 0.01% |
295,000
| – | – |
|
646
PUT
iShares MSCI Australia ETF
EWA
$1.39B
| $4.52M | 0.01% |
200,000
-250,000
| -56% | -$5.63M |
|
647
CALL
LiveRamp
RAMP
$2.3B
| $4.49M | 0.01% |
150,000
+60,000
| +67% | +$1.64M |
|
648
PUT
First Horizon
FHN
$12.2B
| $4.46M | 0.01% |
+250,000
| New | +$4.7M |
|
649
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
| $4.46M | 0.01% |
136,360
+59,315
| +77% | +$1.95M |
|
|
SKX
650
DELISTED
Skechers
SKX
| $4.44M | 0.01% |
147,960
+130,193
| +733% | +$4.16M |
|
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.