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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
(+1%)
Cap. Flow
+$1.06B
Cap. Flow
% of AUM
1.43%
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 | 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 | |
|---|---|---|---|---|---|---|
251
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $20.5M | 0.03% |
405,188
-379,704
| -48% | -$19.8M |
|
252
PUT
Boeing
BA
$190B
| $20.4M | 0.03% |
62,200
+42,200
| +211% | +$14.3M |
|
|
CELG
253
PUT
DELISTED
Celgene Corp
CELG
| $20.2M | 0.03% |
225,900
+158,500
| +235% | +$15.2M |
|
|
B
254
Barrick Mining
B
$68.4B
| $19.6M | 0.03% |
1,573,313
+64,993
| +4% | +$864K |
|
|
TWTR
255
PUT
DELISTED
Twitter, Inc.
TWTR
| $19.5M | 0.03% |
673,500
-241,500
| -26% | -$7.08M |
|
256
PUT
Freeport-McMoran
FCX
$99.9B
| $19.5M | 0.03% |
1,109,800
-2,551,000
| -70% | -$47.9M |
|
257
Alphabet (Google) Class C
GOOG
$4.4T
| $19.4M | 0.03% |
375,440
+176,420
| +89% | +$9.74M |
|
|
TWX
258
CALL
DELISTED
Time Warner Inc
TWX
| $18.9M | 0.03% |
200,000
-300,000
| -60% | -$28.3M |
|
|
LSI
259
PUT
DELISTED
Life Storage, Inc.
LSI
| $18.7M | 0.03% |
336,150
+265,650
| +377% | +$14.5M |
|
260
CALL
Harley-Davidson
HOG
$2.78B
| $18.6M | 0.03% |
434,300
+360,300
| +487% | +$17.2M |
|
261
CALL
Ford
F
$56.7B
| $18.4M | 0.02% |
1,659,100
+752,300
| +83% | +$8.49M |
|
262
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $18M | 0.02% |
52,600
+22,600
| +75% | +$7.86M |
|
263
CALL
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.91B
| $17.9M | 0.02% |
+166,667
| New | +$18.1M |
|
|
264
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.91B
| $17.9M | 0.02% |
166,667
+135,000
| +426% | +$14.7M |
|
265
CALL
Bausch Health
BHC
$2.33B
| $17.8M | 0.02% |
1,119,400
-730,400
| -39% | -$13.6M |
|
266
CALL
Viatris
VTRS
$20.6B
| $17.7M | 0.02% |
428,900
+228,900
| +114% | +$9.76M |
|
267
CALL
Nike
NKE
$62.4B
| $17.6M | 0.02% |
265,000
+12,000
| +5% | +$792K |
|
|
JWN
268
DELISTED
Nordstrom
JWN
| $17.6M | 0.02% |
362,751
-16,779
| -4% | -$835K |
|
269
CALL
MGM Resorts International
MGM
$11.5B
| $17.3M | 0.02% |
494,200
-139,600
| -22% | -$4.9M |
|
270
CALL
Travel + Leisure Co
TNL
$4.79B
| $17.2M | 0.02% |
+332,250
| New | +$17.8M |
|
|
271
PUT
Travel + Leisure Co
TNL
$4.79B
| $17.2M | 0.02% |
+332,250
| New | +$17.8M |
|
272
Costco
COST
$417B
| $17M | 0.02% |
89,967
+20,487
| +29% | +$3.87M |
|
|
X
273
PUT
DELISTED
US Steel
X
| $16.9M | 0.02% |
481,000
-512,700
| -52% | -$20.2M |
|
274
CALL
Herbalife
HLF
$1.3B
| $16.9M | 0.02% |
347,000
-205,000
| -37% | -$8.7M |
|
275
PUT
Intuit
INTU
$88.9B
| $16.8M | 0.02% |
97,100
+38,800
| +67% | +$6.53M |
|
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HF
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.