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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
RHT
226
PUT
DELISTED
Red Hat Inc
RHT
$23.4M 0.03%
156,400
+56,400
+56% +$7.82M
FXI icon
227
iShares China Large-Cap ETF
FXI
$4.33B
$23.4M 0.03%
494,291
+494,290
+49,429,000% +$24.3M
TCOM icon
228
CALL
Trip.com Group
TCOM
$29.2B
$23.3M 0.03%
500,000
-9,900
-2% -$464K
TMO icon
229
CALL
Thermo Fisher Scientific
TMO
$213B
$23.2M 0.03%
+112,500
New +$23.6M
DIS icon
230
Walt Disney
DIS
$176B
$23M 0.03%
228,725
+193,445
+548% +$20.6M
KHC icon
231
CALL
Kraft Heinz
KHC
$30.5B
$22.9M 0.03%
367,000
+16,300
+5% +$1.17M
DUK icon
232
CALL
Duke Energy
DUK
$96.1B
$22.8M 0.03%
294,500
+89,500
+44% +$6.92M
AMAT icon
233
PUT
Applied Materials
AMAT
$425B
$22.4M 0.03%
402,800
+194,900
+94% +$10.8M
GE icon
234
PUT
GE Aerospace
GE
$398B
$22.3M 0.03%
345,127
-92,730
-21% -$6.87M
TIF
235
PUT
DELISTED
Tiffany & Co.
TIF
$22.2M 0.03%
227,800
+209,800
+1,166% +$21.7M
INTC icon
236
Intel
INTC
$498B
$22.2M 0.03%
426,405
+317,085
+290% +$15.1M
EXPE icon
237
CALL
Expedia Group
EXPE
$38.4B
$22.1M 0.03%
200,000
-1,211,900
-86% -$141M
XBI icon
238
CALL
State Street SPDR S&P Biotech ETF
XBI
$10B
$21.9M 0.03%
250,000
+225,000
+900% +$20.5M
DAL icon
239
PUT
Delta Air Lines
DAL
$62.2B
$21.9M 0.03%
400,100
-655,500
-62% -$36.2M
MCD icon
240
CALL
McDonald's
MCD
$195B
$21.9M 0.03%
+140,000
New +$23M
LOW icon
241
PUT
Lowe's Companies
LOW
$123B
$21.8M 0.03%
247,900
+37,900
+18% +$3.59M
SNAP icon
242
Snap
SNAP
$9.2B
$21.7M 0.03%
1,368,966
+1,279,133
+1,424% +$20.8M
SNAP icon
243
CALL
Snap
SNAP
$9.2B
$21.7M 0.03%
1,367,600
+1,329,700
+3,508% +$21.6M
RSX
244
CALL
DELISTED
VanEck Russia ETF
RSX
$21.6M 0.03%
950,000
+525,000
+124% +$12.1M
WW
245
PUT
DELISTED
WW International
WW
$21.5M 0.03%
337,300
+8,200
+2% +$526K
TMUS icon
246
CALL
T-Mobile US
TMUS
$185B
$21.1M 0.03%
346,500
-386,000
-53% -$24.1M
DNKN
247
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$21.1M 0.03%
352,700
+338,300
+2,349% +$21M
PHM icon
248
PUT
Pultegroup
PHM
$25.3B
$20.6M 0.03%
700,000
-300,000
-30% -$9.3M
TLT icon
249
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
$20.6M 0.03%
169,082
+169,081
+16,908,100% +$20.4M
ADM icon
250
PUT
Archer Daniels Midland
ADM
$38.3B
$20.5M 0.03%
473,500
+411,300
+661% +$17.3M
8 9
10
11 12

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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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.