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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 | |
|---|---|---|---|---|---|---|
751
PUT
APA Corp
APA
$13B
| $3.37M | ﹤0.01% |
72,000
| – | – |
|
752
CALL
Synchrony
SYF
$25.5B
| $3.34M | ﹤0.01% |
100,000
| – | – |
|
753
PUT
ON Semiconductor
ON
$31.5B
| $3.33M | ﹤0.01% |
150,000
-30,000
| -17% | -$725K |
|
754
Melco Resorts & Entertainment
MLCO
$2.18B
| $3.32M | ﹤0.01% |
118,577
+96,033
| +426% | +$2.94M |
|
755
CALL
VOC Energy
VOC
$51M
| $3.3M | ﹤0.01% |
621,800
+436,700
| +236% | +$2.2M |
|
|
ENDP
756
PUT
DELISTED
Endo International plc
ENDP
| $3.3M | ﹤0.01% |
350,000
+75,000
| +27% | +$504K |
|
|
BBBY
757
PUT
Bed Bath & Beyond
BBBY
$501M
| $3.3M | ﹤0.01% |
+130,438
| New | +$3.54M |
|
758
PUT
VanEck Oil Services ETF
OIH
$1.88B
| $3.28M | ﹤0.01% |
6,250
| – | – |
|
759
PUT
Cemex
CX
$17.1B
| $3.28M | ﹤0.01% |
500,000
| – | – |
|
760
Akamai
AKAM
$17.1B
| $3.27M | ﹤0.01% |
44,690
+19,258
| +76% | +$1.44M |
|
761
PUT
MetLife
MET
$61.9B
| $3.27M | ﹤0.01% |
75,000
-458,400
| -86% | -$21.4M |
|
762
CALL
PVH
PVH
$4.06B
| $3.26M | ﹤0.01% |
+21,800
| New | +$3.43M |
|
763
CALL
Cheniere Energy
LNG
$53.9B
| $3.26M | ﹤0.01% |
50,000
-50,000
| -50% | -$3.08M |
|
|
CIT
764
CALL
DELISTED
CIT Group Inc.
CIT
| $3.22M | ﹤0.01% |
63,800
| – | – |
|
|
GLUU
765
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $3.21M | ﹤0.01% |
500,000
-125,000
| -20% | -$650K |
|
766
CALL
Chevron
CVX
$383B
| $3.2M | ﹤0.01% |
25,300
-114,700
| -82% | -$14.2M |
|
767
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$241M
| $3.17M | ﹤0.01% |
21
+18
| +600% | +$3.06M |
|
768
CALL
OFG Bancorp
OFG
$2.26B
| $3.16M | ﹤0.01% |
225,000
+100,000
| +80% | +$1.35M |
|
|
769
PUT
OFG Bancorp
OFG
$2.26B
| $3.16M | ﹤0.01% |
225,000
+100,000
| +80% | +$1.35M |
|
|
FL
770
DELISTED
Foot Locker
FL
| $3.15M | ﹤0.01% |
59,897
+30,403
| +103% | +$1.47M |
|
771
Match Group
MTCH
$9.47B
| $3.15M | ﹤0.01% |
+81,171
| New | +$3.41M |
|
|
TRTN
772
CALL
DELISTED
Triton International Limited
TRTN
| $3.15M | ﹤0.01% |
102,600
+47,400
| +86% | +$1.57M |
|
773
PUT
Deckers Outdoor
DECK
$13.5B
| $3.12M | ﹤0.01% |
165,600
-32,400
| -16% | -$561K |
|
774
Assurant
AIZ
$14B
| $3.1M | ﹤0.01% |
30,000
+29,986
| +214,186% | +$2.82M |
|
775
CALL
ServiceNow
NOW
$119B
| $3.1M | ﹤0.01% |
+90,000
| New | +$3.12M |
|
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.