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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 | |
|---|---|---|---|---|---|---|
276
PUT
Melco Resorts & Entertainment
MLCO
$2.22B
| $16.8M | 0.02% |
580,000
+37,900
| +7% | +$1.06M |
|
277
CALL
Baidu
BIDU
$37.9B
| $16.7M | 0.02% |
75,000
-221,500
| -75% | -$54.6M |
|
|
TWTR
278
CALL
DELISTED
Twitter, Inc.
TWTR
| $16.7M | 0.02% |
575,000
+434,100
| +308% | +$12.7M |
|
279
PUT
Expedia Group
EXPE
$37.8B
| $16.7M | 0.02% |
151,000
-312,400
| -67% | -$36.4M |
|
280
CALL
Palo Alto Networks
PANW
$297B
| $16.6M | 0.02% |
547,800
+520,200
| +1,885% | +$14.5M |
|
281
Procter & Gamble
PG
$339B
| $16.4M | 0.02% |
207,498
+147,978
| +249% | +$12.3M |
|
282
CALL
Freeport-McMoran
FCX
$99.7B
| $16.4M | 0.02% |
932,600
-1,046,000
| -53% | -$19.6M |
|
283
PUT
Salesforce
CRM
$157B
| $16.3M | 0.02% |
140,400
-17,600
| -11% | -$2.02M |
|
284
PUT
American International
AIG
$42.3B
| $16.3M | 0.02% |
300,000
+17,600
| +6% | +$1.04M |
|
285
CALL
Philip Morris
PM
$292B
| $16.3M | 0.02% |
+164,000
| New | +$17.1M |
|
286
CALL
Chevron
CVX
$373B
| $16M | 0.02% |
+140,000
| New | +$16.7M |
|
287
PUT
General Motors
GM
$77.8B
| $16M | 0.02% |
439,300
-935,100
| -68% | -$37.9M |
|
288
PUT
DuPont de Nemours
DD
$19.7B
| $15.9M | 0.02% |
98,720
-25,233
| -20% | -$4.56M |
|
289
PUT
PepsiCo
PEP
$189B
| $15.9M | 0.02% |
145,800
-252,300
| -63% | -$28.7M |
|
|
SCHW
290
Charles Schwab
SCHW
$188B
| $15.8M | 0.02% |
302,598
+251,540
| +493% | +$13.5M |
|
291
CALL
American Express
AXP
$235B
| $15.8M | 0.02% |
169,100
-37,700
| -18% | -$3.65M |
|
292
CALL
Dollar Tree
DLTR
$24.7B
| $15.7M | 0.02% |
165,000
+96,000
| +139% | +$10.1M |
|
293
CALL
United Parcel Service
UPS
$91.3B
| $15.5M | 0.02% |
148,500
-42,600
| -22% | -$4.92M |
|
294
CALL
Delta Air Lines
DAL
$61.9B
| $15.5M | 0.02% |
282,600
-555,000
| -66% | -$30.6M |
|
|
MTOR
295
CALL
DELISTED
MERITOR, Inc.
MTOR
| $15.5M | 0.02% |
752,500
+2,500
| +0.3% | +$60.5K |
|
296
PUT
State Street
STT
$51.4B
| $15.4M | 0.02% |
154,000
+145,200
| +1,650% | +$15.2M |
|
297
CALL
Take-Two Interactive
TTWO
$44B
| $15.3M | 0.02% |
+156,800
| New | +$17.6M |
|
|
GG
298
PUT
DELISTED
Goldcorp Inc
GG
| $15.3M | 0.02% |
1,108,600
+335,000
| +43% | +$4.53M |
|
299
CALL
Target
TGT
$67.1B
| $15.3M | 0.02% |
220,000
-31,000
| -12% | -$2.26M |
|
|
300
CALL
Amazon
AMZN
$2.94T
| $15.2M | 0.02% |
210,000
+28,000
| +15% | +$2M |
|
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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.