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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
NFLX icon
151
Netflix
NFLX
$320B
$39.1M 0.06%
997,780
-573,520
-36% -$19.6M
KMX icon
152
CALL
CarMax
KMX
$8.6B
$38.8M 0.05%
+532,900
New +$35.6M
JPM icon
153
JPMorgan Chase
JPM
$940B
$38.4M 0.05%
368,273
-272,647
-43% -$29.9M
IBB icon
154
CALL
iShares Biotechnology ETF
IBB
$10.5B
$38.1M 0.05%
346,700
-78,300
-18% -$8.37M
DE icon
155
PUT
Deere & Co
DE
$184B
$37.2M 0.05%
266,200
-527,000
-66% -$77.7M
EWJ icon
156
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
$37.1M 0.05%
640,000
-860,000
-57% -$51.8M
SNAP icon
157
CALL
Snap
SNAP
$9.18B
$36.6M 0.05%
2,799,100
+1,431,500
+105% +$18.5M
SFLY
158
PUT
DELISTED
Shutterfly, Inc.
SFLY
$36.5M 0.05%
405,800
+112,600
+38% +$10.1M
GE icon
159
CALL
GE Aerospace
GE
$347B
$36.5M 0.05%
559,569
+346,212
+162% +$23.1M
LSI
160
PUT
DELISTED
Life Storage, Inc.
LSI
$36.4M 0.05%
561,450
+225,300
+67% +$13.6M
DIA icon
161
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$36.4M 0.05%
+150,000
New +$36.8M
HD icon
162
CALL
Home Depot
HD
$313B
$36.3M 0.05%
186,000
+5,000
+3% +$934K
TMO icon
163
CALL
Thermo Fisher Scientific
TMO
$223B
$36.1M 0.05%
174,200
+61,700
+55% +$13.1M
PCG icon
164
CALL
PG&E
PCG
$32.6B
$36M 0.05%
+845,600
New +$36.7M
ELV icon
165
CALL
Elevance Health
ELV
$87.2B
$35.9M 0.05%
+151,000
New +$35M
TWTR
166
DELISTED
Twitter, Inc.
TWTR
$35.8M 0.05%
819,739
-147,330
-15% -$5.17M
GE icon
167
PUT
GE Aerospace
GE
$347B
$35.3M 0.05%
541,478
+196,351
+57% +$13.1M
GILD icon
168
PUT
Gilead Sciences
GILD
$182B
$35.3M 0.05%
497,800
+40,100
+9% +$2.83M
QRVO icon
169
CALL
Qorvo
QRVO
$9.18B
$35M 0.05%
+436,500
New +$33.7M
GM icon
170
PUT
General Motors
GM
$75.3B
$34.8M 0.05%
884,300
+445,000
+101% +$17.5M
GWW icon
171
PUT
W.W. Grainger
GWW
$60.7B
$34.5M 0.05%
111,800
-28,000
-20% -$8.37M
QCOM icon
172
CALL
Qualcomm
QCOM
$186B
$34.5M 0.05%
614,300
-847,500
-58% -$47.3M
MS icon
173
Morgan Stanley
MS
$340B
$34.4M 0.05%
726,099
+239,338
+49% +$12.5M
NVDA icon
174
CALL
NVIDIA
NVDA
$5.45T
$34.3M 0.05%
5,788,000
-2,896,000
-33% -$17.6M
TGT icon
175
CALL
Target
TGT
$73.9B
$34.2M 0.05%
448,900
+228,900
+104% +$16.8M
5 6
7
8 9

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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.