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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
+3.38%
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
$74.4B
AUM Growth
+$751M
Cap. Flow
+$258M
Cap. Flow %
0.35%
Top 10 Hldgs %
61.01%
Holding
5,536
New
484
Increased
586
Reduced
1,008
Closed
2,276

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$262M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$203M
3
MU icon
Micron Technology
MU
+$146M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$146M
5
AMZN icon
Amazon
AMZN
+$145M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$182M
2
QCOM icon
Qualcomm
QCOM
+$126M
3
NRG icon
NRG Energy
NRG
+$111M
4
MAC icon
Macerich
MAC
+$78.8M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$71.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.02%
2 Technology 0.94%
3 Consumer Discretionary 0.85%
4 Financials 0.81%
5 Communication Services 0.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLV icon
351
PUT
iShares Silver Trust
SLV
$31B
$11.5M 0.02%
745,000
-260,000
-26% -$4.11M
CELG
352
DELISTED
Celgene Corp
CELG
$11.5M 0.02%
128,586
+88,022
+217% +$8.45M
MLM icon
353
PUT
Martin Marietta Materials
MLM
$35.4B
$11.4M 0.02%
+55,000
New +$11.9M
HSY icon
354
PUT
Hershey
HSY
$34.8B
$11.4M 0.02%
115,200
+63,900
+125% +$6.6M
WYNN icon
355
Wynn Resorts
WYNN
$9.14B
$11.3M 0.02%
62,235
-14,816
-19% -$2.56M
EXC icon
356
CALL
Exelon
EXC
$44.7B
$11.3M 0.02%
+406,580
New +$11M
CXO
357
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$11.3M 0.02%
75,000
+20,000
+36% +$3.05M
HON icon
358
CALL
Honeywell
HON
$63.9B
$11.2M 0.02%
86,014
-13,616
-14% -$1.88M
PYPL icon
359
CALL
PayPal
PYPL
$45.4B
$11.2M 0.02%
147,700
-52,300
-26% -$4.15M
TSM icon
360
CALL
TSMC
TSM
$2.23T
$11.2M 0.02%
255,800
+250,600
+4,819% +$10.9M
SBUX icon
361
CALL
Starbucks
SBUX
$113B
$11.2M 0.02%
193,100
-189,600
-50% -$11M
KSU
362
PUT
DELISTED
Kansas City Southern
KSU
$11.1M 0.01%
101,000
+68,900
+215% +$7.47M
AIG icon
363
CALL
American International
AIG
$39.1B
$11.1M 0.01%
203,100
-180,300
-47% -$10.7M
WBA
364
PUT
DELISTED
Walgreens Boots Alliance
WBA
$11M 0.01%
167,500
+165,500
+8,275% +$11.8M
MDLZ icon
365
CALL
Mondelez International
MDLZ
$79.2B
$10.9M 0.01%
262,200
+117,100
+81% +$5.09M
CATM
366
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$10.9M 0.01%
490,000
– –
HDS
367
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
$10.9M 0.01%
+286,600
New +$10.8M
SPG icon
368
CALL
Simon Property Group
SPG
$66.3B
$10.9M 0.01%
+70,400
New +$11.2M
VALE icon
369
PUT
Vale
VALE
$64.7B
$10.8M 0.01%
850,000
-3,195,700
-79% -$42.1M
TSEM icon
370
CALL
Tower Semiconductor
TSEM
$23.6B
$10.8M 0.01%
400,000
+7,500
+2% +$239K
VIAB
371
PUT
DELISTED
Viacom Inc. Class B
VIAB
$10.7M 0.01%
344,800
-13,900
-4% -$449K
TSEM icon
372
PUT
Tower Semiconductor
TSEM
$23.6B
$10.7M 0.01%
397,500
+79,500
+25% +$2.53M
SVXY icon
373
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$250M
$10.7M 0.01%
455,050
-308,000
-40% -$35.5M
RCL icon
374
CALL
Royal Caribbean
RCL
$69B
$10.6M 0.01%
90,000
-3,700
-4% -$467K
MCK icon
375
PUT
McKesson
MCK
$103B
$10.6M 0.01%
75,000
+37,500
+100% +$5.84M
13 14
15
16 17

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Parallax Volatility Advisers's Q1 2018 Portfolio in Review

As of Q1 2018, Parallax Volatility Advisers held 5,536 positions worth $74.4B, up 1% from $73.6B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Parallax Volatility Advisers's Q1 2018 filing shows 484 new, 586 increased, 1,008 reduced and 2,276 closed positions. Its largest new stake was Las Vegas Sands: 644,836 shares worth $46.4M. The largest sale was State Street Financial Select Sector SPDR ETF, an estimated $182M.

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

  • Parallax Volatility Advisers's largest Q1 2018 buy was Las Vegas Sands: 644,836 shares worth $46.4M.
  • Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q1 2018, an estimated $262M increase.
  • Parallax Volatility Advisers's biggest Q1 2018 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $182M.
  • Parallax Volatility Advisers fully exited Qualcomm in Q1 2018, selling an estimated $126M.
  • Parallax Volatility Advisers's ten largest holdings make up 61% of its $74.4B portfolio in Q1 2018.
  • Parallax Volatility Advisers opened 484 new positions and closed 2,276 in Q1 2018.
  • Parallax Volatility Advisers's portfolio value rose 1% quarter-over-quarter to $74.4B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2018, filed 15 May 2018.