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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 | |
|---|---|---|---|---|---|---|
401
Vanguard FTSE Europe ETF
VGK
$31.1B
| $9.31M | 0.01% |
160,111
+160,110
| +16,011,000% | +$9.6M |
|
402
Tyson Foods
TSN
$20.5B
| $9.28M | 0.01% |
126,775
+119,815
| +1,721% | +$9.15M |
|
403
PUT
The Mosaic Company
MOS
$7.44B
| $9.25M | 0.01% |
381,000
-220,000
| -37% | -$5.79M |
|
|
MNDT
404
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $9.23M | 0.01% |
545,000
| – | – |
|
405
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $9.2M | 0.01% |
+65,307
| New | +$9.35M |
|
406
PUT
Texas Instruments
TXN
$254B
| $9.15M | 0.01% |
88,100
+3,900
| +5% | +$422K |
|
407
PUT
iShares Biotechnology ETF
IBB
$9.47B
| $9.13M | 0.01% |
85,500
-203,200
| -70% | -$22.5M |
|
408
CALL
Constellation Brands
STZ
$22.3B
| $9.12M | 0.01% |
40,000
-37,000
| -48% | -$8.15M |
|
409
PUT
Analog Devices
ADI
$184B
| $9.11M | 0.01% |
100,000
+80,000
| +400% | +$7.28M |
|
410
CALL
Johnson & Johnson
JNJ
$621B
| $8.98M | 0.01% |
+70,100
| New | +$9.47M |
|
411
CALL
Alphabet (Google) Class C
GOOG
$4.4T
| $8.98M | 0.01% |
174,000
-420,000
| -71% | -$23.2M |
|
|
LNW
412
DELISTED
Light & Wonder
LNW
| $8.83M | 0.01% |
212,352
+204,246
| +2,520% | +$9.56M |
|
413
PUT
Regeneron Pharmaceuticals
REGN
$79.1B
| $8.61M | 0.01% |
25,000
+13,000
| +108% | +$4.52M |
|
414
CALL
Vulcan Materials
VMC
$37.2B
| $8.56M | 0.01% |
75,000
+55,000
| +275% | +$6.93M |
|
|
HDS
415
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $8.52M | 0.01% |
+224,600
| New | +$8.46M |
|
416
MGM Resorts International
MGM
$11.4B
| $8.5M | 0.01% |
242,696
+170,609
| +237% | +$5.99M |
|
|
417
CALL
NRG Energy
NRG
$25.5B
| $8.36M | 0.01% |
273,700
-837,600
| -75% | -$23.2M |
|
418
Yum China
YUMC
$16.3B
| $8.26M | 0.01% |
198,918
+158,627
| +394% | +$6.82M |
|
|
TWX
419
DELISTED
Time Warner Inc
TWX
| $8.24M | 0.01% |
87,135
+39,970
| +85% | +$3.77M |
|
420
CALL
VanEck Oil Services ETF
OIH
$1.91B
| $8.19M | 0.01% |
+17,155
| New | +$8.87M |
|
421
CALL
American Eagle Outfitters
AEO
$2.99B
| $8.17M | 0.01% |
410,000
| – | – |
|
422
PUT
TSMC
TSM
$2.15T
| $8.16M | 0.01% |
186,500
-132,000
| -41% | -$5.75M |
|
423
PUT
Parker-Hannifin
PH
$126B
| $8.12M | 0.01% |
+47,500
| New | +$9M |
|
424
Cboe Global Markets
CBOE
$29.7B
| $7.93M | 0.01% |
69,492
+61,044
| +723% | +$7.42M |
|
425
CALL
United Airlines
UAL
$43.1B
| $7.85M | 0.01% |
113,000
-29,500
| -21% | -$2.04M |
|
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.