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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 | |
|---|---|---|---|---|---|---|
301
State Street SPDR S&P Bank ETF
KBE
$1.68B
| $15.1M | 0.02% |
314,301
+314,300
| +31,430,000% | +$15.6M |
|
302
CALL
Halozyme
HALO
$9.92B
| $14.8M | 0.02% |
755,000
+330,500
| +78% | +$6.4M |
|
303
PUT
Lennar Class A
LEN
$21.2B
| $14.7M | 0.02% |
+256,907
| New | +$15.5M |
|
304
Electronic Arts
EA
$52.9B
| $14.7M | 0.02% |
120,856
+61,603
| +104% | +$7.47M |
|
305
PUT
AngloGold Ashanti
AU
$44.8B
| $14.5M | 0.02% |
1,530,000
-1,115,000
| -42% | -$11.4M |
|
306
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $14.5M | 0.02% |
122,300
-306,300
| -71% | -$36.2M |
|
|
STI
307
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $14.4M | 0.02% |
211,700
+207,700
| +5,193% | +$14.4M |
|
|
HTZ
308
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $14.4M | 0.02% |
834,475
-46,040
| -5% | -$843K |
|
309
PUT
CVS Health
CVS
$126B
| $14.4M | 0.02% |
231,000
-281,900
| -55% | -$20.2M |
|
|
TWX
310
PUT
DELISTED
Time Warner Inc
TWX
| $14.2M | 0.02% |
150,000
-730,000
| -83% | -$68.8M |
|
311
PUT
eBay
EBAY
$49.4B
| $14.1M | 0.02% |
351,600
-350,300
| -50% | -$14.5M |
|
|
STMP
312
CALL
DELISTED
Stamps.com, Inc.
STMP
| $14.1M | 0.02% |
+70,000
| New | +$13.7M |
|
|
HAPN
313
PUT
Happen Inc
HAPN
$2.36B
| $14M | 0.02% |
802,380
+502,380
| +167% | +$9.68M |
|
314
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
| $14M | 0.02% |
386,800
-388,300
| -50% | -$14.4M |
|
315
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $14M | 0.02% |
555,174
+555,172
| +27,758,600% | +$13.9M |
|
316
PUT
Thermo Fisher Scientific
TMO
$213B
| $13.9M | 0.02% |
67,500
+56,800
| +531% | +$11.9M |
|
|
SCHW
317
PUT
Charles Schwab
SCHW
$188B
| $13.9M | 0.02% |
265,900
+253,400
| +2,027% | +$13.6M |
|
318
CALL
GE Aerospace
GE
$395B
| $13.8M | 0.02% |
213,357
-307,401
| -59% | -$22.8M |
|
|
ONC
319
CALL
BeOne Medicines Ltd
ONC
$34B
| $13.8M | 0.02% |
+82,000
| New | +$11.1M |
|
320
CALL
Kohl's
KSS
$2.23B
| $13.7M | 0.02% |
209,300
+120,000
| +134% | +$7.62M |
|
321
Western Digital
WDC
$179B
| $13.7M | 0.02% |
196,091
+104,057
| +113% | +$7M |
|
322
CALL
Advanced Micro Devices
AMD
$784B
| $13.7M | 0.02% |
1,359,900
-356,300
| -21% | -$4.22M |
|
|
323
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $13.7M | 0.02% |
115,500
+5,500
| +5% | +$651K |
|
324
PUT
Yum China
YUMC
$16.3B
| $13.7M | 0.02% |
329,000
+239,900
| +269% | +$10.3M |
|
325
PUT
Merck
MRK
$317B
| $13.6M | 0.02% |
262,000
-605,639
| -70% | -$32.7M |
|
Similar funds
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.