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Parallax Volatility Advisers

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
Cap. Flow
-$5.91B
Cap. Flow %
-8.35%
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 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
XLU icon
3476
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
$0 ﹤0.01%
2
-555,172
-100% -$14M
XMHQ icon
3477
Invesco S&P MidCap Quality ETF
XMHQ
$5.61B
$0 ﹤0.01%
+1
New +$48
XMLV icon
3478
Invesco S&P MidCap Low Volatility ETF
XMLV
$746M
$0 ﹤0.01%
1
– –
XMMO icon
3479
Invesco S&P MidCap Momentum ETF
XMMO
$7.44B
$0 ﹤0.01%
+1
New +$48
XMPT icon
3480
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XMVM icon
3481
Invesco S&P MidCap Value with Momentum ETF
XMVM
$507M
$0 ﹤0.01%
+1
New +$31
XNTK icon
3482
State Street SPDR NYSE Technology ETF
XNTK
$2.22B
$0 ﹤0.01%
2
– –
XOP icon
3483
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
– –
-65,307
Closed -$10.5M
XPH icon
3484
State Street SPDR S&P Pharmaceuticals ETF
XPH
$504M
$0 ﹤0.01%
2
– –
XPO icon
3485
XPO
XPO
$23.5B
– –
-95,838
Closed -$3.48M
XPO icon
3486
PUT
XPO
XPO
$23.5B
– –
-176,664
Closed -$6.22M
XPP icon
3487
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.85M
$0 ﹤0.01%
1
– –
XRAY icon
3488
Dentsply Sirona
XRAY
$2.77B
– –
-72
Closed -$4K
XSD icon
3489
State Street SPDR S&P Semiconductor ETF
XSD
$2.86B
$0 ﹤0.01%
2
– –
XSLV icon
3490
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSMO icon
3491
Invesco S&P SmallCap Momentum ETF
XSMO
$3.12B
$0 ﹤0.01%
+1
New +$35
XSVM icon
3492
Invesco S&P SmallCap Value with Momentum ETF
XSVM
$682M
$0 ﹤0.01%
+1
New +$31
XSW icon
3493
State Street SPDR S&P Software & Services ETF
XSW
$478M
$0 ﹤0.01%
2
– –
XTL icon
3494
State Street SPDR S&P Telecom ETF
XTL
$590M
$0 ﹤0.01%
1
– –
XTN icon
3495
State Street SPDR S&P Transportation ETF
XTN
$402M
$0 ﹤0.01%
2
– –
XYLD icon
3496
Global X S&P 500 Covered Call ETF
XYLD
$3.27B
$0 ﹤0.01%
1
– –
YCS icon
3497
ProShares UltraShort Yen
YCS
$29.3M
$0 ﹤0.01%
4
– –
YINN icon
3498
Direxion Daily FTSE China Bull 3X ETF
YINN
$737M
– –
0
– –
YPF icon
3499
CALL
YPF
YPF
$19.2B
– –
-30,000
Closed -$649K
YPF icon
3500
PUT
YPF
YPF
$19.2B
– –
-16,800
Closed -$363K
138 139
140
141 142

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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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 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.