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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
+3.38%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$74.4B
AUM Growth
+$751M
Cap. Flow
+$1.06B
Cap. Flow %
1.43%
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 Technology 0.93%
2 Financials 0.81%
3 Consumer Discretionary 0.73%
4 Communication Services 0.7%
5 Consumer Staples 0.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLY icon
4451
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
– –
-20,000
Closed -$987K
XLY icon
4452
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
– –
-467,400
Closed -$23.1M
XMLV icon
4453
Invesco S&P MidCap Low Volatility ETF
XMLV
$748M
$0 ﹤0.01%
1
– –
XMPT icon
4454
VanEck CEF Muni Income ETF
XMPT
$221M
$0 ﹤0.01%
1
– –
XNCR icon
4455
Xencor
XNCR
$1.55B
– –
-5,796
Closed -$127K
XNTK icon
4456
State Street SPDR NYSE Technology ETF
XNTK
$2.23B
$0 ﹤0.01%
2
– –
XOM icon
4457
ExxonMobil
XOM
$634B
– –
-99,000
Closed -$7.91M
XPH icon
4458
State Street SPDR S&P Pharmaceuticals ETF
XPH
$508M
$0 ﹤0.01%
2
– –
XPRO icon
4459
Expro Ltd
XPRO
$1.91B
– –
-1,260
Closed -$50K
XPP icon
4460
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.93M
$0 ﹤0.01%
1
– –
XSD icon
4461
State Street SPDR S&P Semiconductor ETF
XSD
$3.04B
$0 ﹤0.01%
2
– –
XRT icon
4462
CALL
State Street SPDR S&P Retail ETF
XRT
$327M
– –
-10,000
Closed -$452K
XRT icon
4463
State Street SPDR S&P Retail ETF
XRT
$327M
$0 ﹤0.01%
2
– –
XRT icon
4464
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
– –
-20,000
Closed -$904K
XSLV icon
4465
Invesco S&P SmallCap Low Volatility ETF
XSLV
$247M
$0 ﹤0.01%
1
– –
XSW icon
4466
State Street SPDR S&P Software & Services ETF
XSW
$484M
$0 ﹤0.01%
2
– –
XTL icon
4467
State Street SPDR S&P Telecom ETF
XTL
$586M
$0 ﹤0.01%
1
– –
XTN icon
4468
State Street SPDR S&P Transportation ETF
XTN
$399M
$0 ﹤0.01%
2
– –
XYLD icon
4469
Global X S&P 500 Covered Call ETF
XYLD
$3.27B
$0 ﹤0.01%
1
– –
XYL icon
4470
Xylem
XYL
$28.1B
– –
-4,308
Closed -$294K
YCS icon
4471
ProShares UltraShort Yen
YCS
$29.3M
$0 ﹤0.01%
4
– –
YELP icon
4472
CALL
Yelp
YELP
$1.41B
– –
-90,000
Closed -$3.78M
YELP icon
4473
Yelp
YELP
$1.41B
– –
-236,020
Closed -$9.9M
YELP icon
4474
PUT
Yelp
YELP
$1.41B
– –
-186,600
Closed -$7.83M
YEXT icon
4475
Yext
YEXT
$574M
– –
-3,612
Closed -$43K
177 178
179
180 181

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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 Technology at 0.93% of assets, up from 0.72% a quarter earlier, followed by Financials 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.