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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
351
PUT
iShares Silver Trust
SLV
$29.7B
| $11.5M | 0.02% |
745,000
-260,000
| -26% | -$4.11M |
|
|
CELG
352
DELISTED
Celgene Corp
CELG
| $11.5M | 0.02% |
128,586
+88,022
| +217% | +$8.45M |
|
353
PUT
Martin Marietta Materials
MLM
$32.6B
| $11.4M | 0.02% |
+55,000
| New | +$11.9M |
|
354
PUT
Hershey
HSY
$36.6B
| $11.4M | 0.02% |
115,200
+63,900
| +125% | +$6.6M |
|
355
Wynn Resorts
WYNN
$10.6B
| $11.3M | 0.02% |
62,235
-14,816
| -19% | -$2.56M |
|
356
CALL
Exelon
EXC
$46.5B
| $11.3M | 0.02% |
+406,580
| New | +$11M |
|
|
CXO
357
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $11.3M | 0.02% |
75,000
+20,000
| +36% | +$3.05M |
|
358
CALL
Honeywell
HON
$76.5B
| $11.2M | 0.02% |
86,014
-13,616
| -14% | -$1.88M |
|
359
CALL
PayPal
PYPL
$50.6B
| $11.2M | 0.02% |
147,700
-52,300
| -26% | -$4.15M |
|
360
CALL
TSMC
TSM
$2.18T
| $11.2M | 0.02% |
255,800
+250,600
| +4,819% | +$10.9M |
|
361
CALL
Starbucks
SBUX
$120B
| $11.2M | 0.02% |
193,100
-189,600
| -50% | -$11M |
|
|
KSU
362
PUT
DELISTED
Kansas City Southern
KSU
| $11.1M | 0.01% |
101,000
+68,900
| +215% | +$7.47M |
|
363
CALL
American International
AIG
$42.3B
| $11.1M | 0.01% |
203,100
-180,300
| -47% | -$10.7M |
|
|
WBA
364
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $11M | 0.01% |
167,500
+165,500
| +8,275% | +$11.8M |
|
365
CALL
Mondelez International
MDLZ
$80.3B
| $10.9M | 0.01% |
262,200
+117,100
| +81% | +$5.09M |
|
|
CATM
366
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $10.9M | 0.01% |
490,000
| – | – |
|
|
HDS
367
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $10.9M | 0.01% |
+286,600
| New | +$10.8M |
|
368
CALL
Simon Property Group
SPG
$72.1B
| $10.9M | 0.01% |
+70,400
| New | +$11.2M |
|
369
PUT
Vale
VALE
$62.9B
| $10.8M | 0.01% |
850,000
-3,195,700
| -79% | -$42.1M |
|
370
CALL
Tower Semiconductor
TSEM
$25.8B
| $10.8M | 0.01% |
400,000
+7,500
| +2% | +$239K |
|
|
VIAB
371
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $10.7M | 0.01% |
344,800
-13,900
| -4% | -$449K |
|
|
372
PUT
Tower Semiconductor
TSEM
$25.8B
| $10.7M | 0.01% |
397,500
+79,500
| +25% | +$2.53M |
|
373
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $10.7M | 0.01% |
455,050
-308,000
| -40% | -$35.5M |
|
374
CALL
Royal Caribbean
RCL
$86.8B
| $10.6M | 0.01% |
90,000
-3,700
| -4% | -$467K |
|
375
PUT
McKesson
MCK
$101B
| $10.6M | 0.01% |
75,000
+37,500
| +100% | +$5.84M |
|
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.