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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
(+1%)
Cap. Flow
+$258M
Cap. Flow
% of AUM
0.35%
Top 10 Holdings %
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 Platforms (Facebook)
META
|
+$262M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$203M |
| 3 |
Micron Technology
MU
|
+$146M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$146M |
| 5 |
Amazon
AMZN
|
+$145M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$182M |
| 2 |
Qualcomm
QCOM
|
+$126M |
| 3 |
NRG Energy
NRG
|
+$111M |
| 4 |
Macerich
MAC
|
+$78.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
626
Martin Marietta Materials
MLM
$35.7B
| $3.3M | ﹤0.01% |
15,898
+14,269
| +876% | +$3.09M |
|
627
CALL
Casey's General Stores
CASY
$23.3B
| $3.29M | ﹤0.01% |
+30,000
| New | +$3.47M |
|
628
CALL
D.R. Horton
DHI
$38.9B
| $3.29M | ﹤0.01% |
+75,000
| New | +$3.5M |
|
|
CIT
629
CALL
DELISTED
CIT Group Inc.
CIT
| $3.29M | ﹤0.01% |
63,800
-43,000
| -40% | -$2.26M |
|
630
CALL
Walt Disney
DIS
$180B
| $3.27M | ﹤0.01% |
32,600
-61,100
| -65% | -$6.49M |
|
|
GGP
631
CALL
DELISTED
GGP Inc.
GGP
| $3.27M | ﹤0.01% |
160,000
-282,000
| -64% | -$6.24M |
|
632
PUT
Philip Morris
PM
$289B
| $3.26M | ﹤0.01% |
32,800
+12,800
| +64% | +$1.33M |
|
633
PUT
A10 Networks
ATEN
$1.8B
| $3.26M | ﹤0.01% |
+559,600
| New | +$3.66M |
|
634
CALL
Canadian Solar
CSIQ
$914M
| $3.25M | ﹤0.01% |
200,000
+100,000
| +100% | +$1.61M |
|
635
Lumen
LUMN
$7.02B
| $3.25M | ﹤0.01% |
197,946
-105,773
| -35% | -$1.83M |
|
636
PUT
El Pollo Loco
LOCO
$459M
| $3.24M | ﹤0.01% |
+341,000
| New | +$3.38M |
|
637
PUT
Ulta Beauty
ULTA
$23.2B
| $3.23M | ﹤0.01% |
15,800
-200
| -1% | -$43.3K |
|
|
SAGE
638
PUT
DELISTED
Sage Therapeutics
SAGE
| $3.22M | ﹤0.01% |
+20,000
| New | +$3.4M |
|
639
CALL
Graphic Packaging
GPK
$2.82B
| $3.22M | ﹤0.01% |
+209,600
| New | +$3.27M |
|
640
Dollar General
DG
$27.5B
| $3.16M | ﹤0.01% |
33,792
+9,299
| +38% | +$894K |
|
641
CALL
Steel Dynamics
STLD
$34.5B
| $3.13M | ﹤0.01% |
70,900
| – | – |
|
|
EMES
642
PUT
DELISTED
Emerge Energy Services LP
EMES
| $3.13M | ﹤0.01% |
509,800
| – | – |
|
643
PUT
Liberty Global Class A
LBTYA
$3.58B
| $3.13M | ﹤0.01% |
100,000
| – | – |
|
644
PUT
Akamai
AKAM
$15.9B
| $3.13M | ﹤0.01% |
44,100
-6,200
| -12% | -$422K |
|
645
PUT
Warner Bros
WBD
$70B
| $3.12M | ﹤0.01% |
145,500
-20,000
| -12% | -$476K |
|
|
DISH
646
DELISTED
DISH Network Corp.
DISH
| $3.11M | ﹤0.01% |
82,073
-39,982
| -33% | -$1.76M |
|
647
CALL
Myriad Genetics
MYGN
$305M
| $3.11M | ﹤0.01% |
+105,200
| New | +$3.56M |
|
648
CALL
NXP Semiconductors
NXPI
$56.3B
| $3.1M | ﹤0.01% |
26,500
-73,500
| -74% | -$8.87M |
|
649
PUT
Monster Beverage
MNST
$83.9B
| $3.1M | ﹤0.01% |
216,400
-1,155,600
| -84% | -$18M |
|
650
PUT
CF Industries
CF
$20.9B
| $3.09M | ﹤0.01% |
82,000
-80,300
| -49% | -$3.27M |
|
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TI
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.