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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
ORCL icon
201
CALL
Oracle
ORCL
$466B
$27.5M 0.04%
601,500
+104,500
+21% +$5.2M
SLB icon
202
PUT
SLB Ltd
SLB
$84.7B
$27.4M 0.04%
422,200
+262,200
+164% +$18.3M
WHR icon
203
CALL
Whirlpool
WHR
$2.4B
$27.3M 0.04%
178,600
+160,600
+892% +$26.8M
LQD icon
204
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$27.1M 0.04%
231,000
+131,000
+131% +$15.5M
MON
205
CALL
DELISTED
Monsanto Co
MON
$26.8M 0.04%
230,000
+150,000
+188% +$18M
PANW icon
206
PUT
Palo Alto Networks
PANW
$273B
$26.3M 0.04%
869,400
-1,606,200
-65% -$44.6M
MS icon
207
Morgan Stanley
MS
$338B
$26.3M 0.04%
486,761
-244,937
-33% -$13.6M
ADBE icon
208
CALL
Adobe
ADBE
$101B
$26.1M 0.04%
121,000
+71,000
+142% +$14.4M
TSN icon
209
PUT
Tyson Foods
TSN
$18.2B
$26M 0.04%
355,400
+32,900
+10% +$2.51M
AMGN icon
210
CALL
Amgen
AMGN
$212B
$25.6M 0.03%
+150,000
New +$27.5M
LRCX icon
211
CALL
Lam Research
LRCX
$395B
$25.3M 0.03%
1,247,000
+997,000
+399% +$19.7M
BABA icon
212
Alibaba
BABA
$272B
$25.1M 0.03%
136,855
+122,764
+871% +$23.1M
BHC icon
213
PUT
Bausch Health
BHC
$2.3B
$25M 0.03%
1,567,300
-287,200
-15% -$5.35M
STT icon
214
CALL
State Street
STT
$52.7B
$24.9M 0.03%
250,000
+225,000
+900% +$23.6M
MET icon
215
PUT
MetLife
MET
$60.8B
$24.5M 0.03%
533,400
-1,279,600
-71% -$62.1M
LQD icon
216
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$24.4M 0.03%
208,100
+108,100
+108% +$12.8M
NEM icon
217
PUT
Newmont
NEM
$136B
$24.2M 0.03%
620,000
-628,000
-50% -$24.2M
JD icon
218
JD.com
JD
$36.5B
$24M 0.03%
593,826
-652,506
-52% -$29.6M
SFLY
219
PUT
DELISTED
Shutterfly, Inc.
SFLY
$23.8M 0.03%
+293,200
New +$20.4M
BIDU icon
220
Baidu
BIDU
$31.4B
$23.7M 0.03%
+106,360
New +$26.2M
MS icon
221
CALL
Morgan Stanley
MS
$338B
$23.7M 0.03%
439,400
-153,300
-26% -$8.49M
TGT icon
222
PUT
Target
TGT
$71.6B
$23.7M 0.03%
341,300
+261,300
+327% +$19M
FMI
223
CALL
DELISTED
Foundation Medicine, Inc.
FMI
$23.6M 0.03%
300,000
-10,000
-3% -$738K
UAL icon
224
PUT
United Airlines
UAL
$34.8B
$23.4M 0.03%
337,000
+197,600
+142% +$13.7M
PYPL icon
225
PayPal
PYPL
$44.6B
$23.4M 0.03%
308,283
-269,189
-47% -$21.4M
7 8
9
10 11

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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.