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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+3.78%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$70.7B
AUM Growth
-$3.62B
Cap. Flow
-$933M
Cap. Flow %
-1.32%
Top 10 Hldgs %
59.58%
Holding
4,066
New
804
Increased
529
Reduced
573
Closed
911

Top Buys

Rank Stock Value
1
C icon
Citigroup
C
+$68.6M
2
IBM icon
IBM
IBM
+$62.1M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$60M
4
T icon
AT&T
T
+$56.6M
5
NVDA icon
NVIDIA
NVDA
+$54.4M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$195M
2
AMZN icon
Amazon
AMZN
+$177M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$169M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$144M
5
MU icon
Micron Technology
MU
+$137M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.49%
2 Technology 0.88%
3 Financials 0.74%
4 Communication Services 0.61%
5 Consumer Discretionary 0.48%
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
AVGO icon
227
Broadcom
AVGO
$1.75T
$25.1M 0.04%
1,033,050
+521,620
+102% +$12.8M
DKS icon
228
CALL
Dick's Sporting Goods
DKS
$11.8B
$25M 0.04%
+708,200
New +$24M
LQD icon
229
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$24.7M 0.03%
215,600
+7,500
+4% +$864K
CAT icon
230
CALL
Caterpillar
CAT
$378B
$24.4M 0.03%
180,000
+148,500
+471% +$22.2M
MCK icon
231
McKesson
MCK
$104B
$24.2M 0.03%
+181,730
New +$26.6M
WHR icon
232
CALL
Whirlpool
WHR
$2.45B
$24M 0.03%
164,000
-14,600
-8% -$2.22M
GS icon
233
PUT
Goldman Sachs
GS
$302B
$23.9M 0.03%
108,500
-211,100
-66% -$50.3M
WFC icon
234
Wells Fargo
WFC
$266B
$23.9M 0.03%
430,389
-1,396,829
-76% -$74.8M
TCOM icon
235
CALL
Trip.com Group
TCOM
$25.5B
$23.8M 0.03%
500,000
– –
SODA
236
CALL
DELISTED
SodaStream International Ltd
SODA
$23.4M 0.03%
+274,000
New +$24.8M
CSCO icon
237
CALL
Cisco
CSCO
$430B
$23.3M 0.03%
540,300
-1,484,700
-73% -$64.9M
MDLZ icon
238
PUT
Mondelez International
MDLZ
$78.7B
$23.3M 0.03%
567,100
-2,348,800
-81% -$94.4M
MA icon
239
CALL
Mastercard
MA
$500B
$23.2M 0.03%
118,100
-321,900
-73% -$60.5M
CVS icon
240
CALL
CVS Health
CVS
$123B
$23M 0.03%
+357,000
New +$23.5M
SCHW
241
PUT
Charles Schwab
SCHW
$185B
$22.9M 0.03%
447,500
+181,600
+68% +$10.1M
NKE icon
242
Nike
NKE
$56.5B
$22.9M 0.03%
286,809
+183,250
+177% +$12.9M
FXE icon
243
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$22.8M 0.03%
203,900
+88,400
+77% +$10.1M
JNJ icon
244
CALL
Johnson & Johnson
JNJ
$649B
$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
AMAT icon
246
PUT
Applied Materials
AMAT
$375B
$22.7M 0.03%
490,500
+87,700
+22% +$4.52M
DIS icon
247
Walt Disney
DIS
$181B
$22.6M 0.03%
215,308
-13,417
-6% -$1.37M
AMD icon
248
Advanced Micro Devices
AMD
$826B
$22.4M 0.03%
+1,493,868
New +$19M
XLI icon
249
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$22.4M 0.03%
312,500
+212,500
+213% +$15.8M
A icon
250
PUT
Agilent Technologies
A
$41.4B
$22.3M 0.03%
+360,000
New +$23.5M
8 9
10
11 12

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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's Q2 2018 filing shows 804 new, 529 increased, 573 reduced and 911 closed positions. Its largest new stake was McKesson: 181,730 shares worth $24.2M. The largest sale was Meta Platforms (Facebook), an estimated $195M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.