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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 | |
|---|---|---|---|---|---|---|
426
CALL
Knight Transportation
KNX
$11.5B
| $7.82M | 0.01% |
+170,000
| New | +$8.05M |
|
427
Pultegroup
PHM
$25.3B
| $7.76M | 0.01% |
263,315
+208,386
| +379% | +$6.46M |
|
428
CALL
Cars.com
CARS
$662M
| $7.59M | 0.01% |
268,000
+218,000
| +436% | +$6.38M |
|
429
American Airlines Group
AAL
$11B
| $7.54M | 0.01% |
145,130
+135,170
| +1,357% | +$7.24M |
|
430
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $7.43M | 0.01% |
100,000
| – | – |
|
|
431
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $7.43M | 0.01% |
100,000
-412,100
| -80% | -$31.8M |
|
|
432
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $7.42M | 0.01% |
122,892
-1,158,027
| -90% | -$71.9M |
|
433
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $7.34M | 0.01% |
280,000
-2,202,500
| -89% | -$60.6M |
|
434
Masco
MAS
$15.2B
| $7.28M | 0.01% |
180,094
+172,132
| +2,162% | +$7.39M |
|
435
PUT
Cognizant
CTSH
$25.1B
| $7.25M | 0.01% |
90,000
-2,000
| -2% | -$158K |
|
|
TIF
436
CALL
DELISTED
Tiffany & Co.
TIF
| $7.17M | 0.01% |
73,400
+17,800
| +32% | +$1.84M |
|
437
Comcast
CMCSA
$87.8B
| $7.11M | 0.01% |
207,930
-150,094
| -42% | -$5.82M |
|
|
SBNY
438
CALL
DELISTED
Signature Bank
SBNY
| $7.1M | 0.01% |
+50,000
| New | +$7.54M |
|
439
PUT
Capri Holdings
CPRI
$1.84B
| $7.08M | 0.01% |
114,000
+60,400
| +113% | +$3.84M |
|
440
CALL
XPO
XPO
$23.4B
| $7.08M | 0.01% |
200,952
+35,564
| +22% | +$1.19M |
|
|
IDTI
441
CALL
DELISTED
Integrated Device Technology I
IDTI
| $6.99M | 0.01% |
+228,800
| New | +$7.11M |
|
|
WP
442
CALL
DELISTED
Worldpay, Inc.
WP
| $6.99M | 0.01% |
+85,000
| New | +$6.74M |
|
443
PUT
ServiceNow
NOW
$121B
| $6.95M | 0.01% |
210,000
+29,000
| +16% | +$895K |
|
444
PUT
United Parcel Service
UPS
$91.5B
| $6.95M | 0.01% |
66,400
-55,900
| -46% | -$6.46M |
|
445
PUT
Upbound Group
UPBD
$1.17B
| $6.9M | 0.01% |
800,000
+750,000
| +1,500% | +$7.2M |
|
446
Nike
NKE
$63B
| $6.88M | 0.01% |
103,559
+72,879
| +238% | +$4.81M |
|
447
PUT
Norfolk Southern
NSC
$76.8B
| $6.79M | 0.01% |
50,000
+48,000
| +2,400% | +$6.9M |
|
|
CA
448
CALL
DELISTED
CA, Inc.
CA
| $6.73M | 0.01% |
+198,500
| New | +$6.9M |
|
449
AngloGold Ashanti
AU
$44.8B
| $6.69M | 0.01% |
704,850
-486,616
| -41% | -$4.96M |
|
450
PUT
Ambarella
AMBA
$3.59B
| $6.69M | 0.01% |
136,500
+40,800
| +43% | +$2.12M |
|
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.