We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
+$1.06B
Cap. Flow %
1.43%
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 icon
Meta Platforms (Facebook)
META
+$262M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$203M
3
MU icon
Micron Technology
MU
+$146M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$146M
5
AMZN icon
Amazon
AMZN
+$145M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$182M
2
QCOM icon
Qualcomm
QCOM
+$126M
3
NRG icon
NRG Energy
NRG
+$111M
4
MAC icon
Macerich
MAC
+$78.8M
5
KRE icon
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
WFC icon
26
PUT
Wells Fargo
WFC
$258B
$302M 0.41%
5,770,000
+1,667,500
+41% +$99.1M
META icon
27
Meta Platforms (Facebook)
META
$1.37T
$301M 0.41%
1,885,333
+1,461,498
+345% +$262M
BAC icon
28
PUT
Bank of America
BAC
$433B
$296M 0.4%
9,864,000
+106,900
+1% +$3.36M
HYG icon
29
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$291M 0.39%
3,400,000
+2,406,800
+242% +$208M
C icon
30
PUT
Citigroup
C
$222B
$279M 0.37%
4,129,500
+124,900
+3% +$9.39M
BABA icon
31
PUT
Alibaba
BABA
$279B
$263M 0.35%
1,433,900
+107,300
+8% +$20.2M
NFLX icon
32
PUT
Netflix
NFLX
$305B
$253M 0.34%
8,563,000
+5,464,000
+176% +$149M
IBM icon
33
PUT
IBM
IBM
$209B
$246M 0.33%
1,677,679
+811,905
+94% +$123M
GOOG icon
34
PUT
Alphabet (Google) Class C
GOOG
$4.08T
$243M 0.33%
4,706,000
+814,000
+21% +$44.9M
JPM icon
35
PUT
JPMorgan Chase
JPM
$933B
$239M 0.32%
2,176,800
+521,400
+31% +$59M
BABA icon
36
CALL
Alibaba
BABA
$279B
$232M 0.31%
1,264,100
+436,000
+53% +$82.1M
GLD icon
37
PUT
SPDR Gold Trust
GLD
$133B
$226M 0.3%
1,795,000
+205,000
+13% +$25.9M
TLT icon
38
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$225M 0.3%
1,849,400
-929,900
-33% -$112M
BAC icon
39
CALL
Bank of America
BAC
$433B
$224M 0.3%
7,457,300
+5,216,800
+233% +$164M
MU icon
40
Micron Technology
MU
$988B
$223M 0.3%
4,273,243
+3,054,617
+251% +$146M
INTC icon
41
CALL
Intel
INTC
$460B
$213M 0.29%
4,083,800
+1,912,700
+88% +$90.9M
FDX icon
42
PUT
FedEx
FDX
$73B
$208M 0.28%
864,900
+814,700
+1,623% +$206M
HD icon
43
PUT
Home Depot
HD
$332B
$205M 0.28%
1,150,800
+1,088,200
+1,738% +$204M
EFA icon
44
iShares MSCI EAFE ETF
EFA
$78.5B
$198M 0.27%
2,845,691
+2,845,690
+284,569,000% +$203M
XLU icon
45
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$194M 0.26%
7,667,800
+7,627,800
+19,070% +$190M
RTX icon
46
PUT
RTX Corp
RTX
$289B
$190M 0.26%
+2,404,157
New +$199M
T icon
47
PUT
AT&T
T
$159B
$188M 0.25%
6,998,267
+1,175,712
+20% +$32.7M
VXX
48
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$184M 0.25%
3,880,425
+3,262,700
+528% +$124M
LVS icon
49
PUT
Las Vegas Sands
LVS
$32.3B
$178M 0.24%
2,476,700
+1,662,200
+204% +$122M
NVDA icon
50
PUT
NVIDIA
NVDA
$4.72T
$176M 0.24%
30,456,000
-3,080,000
-9% -$18.1M
1
2
3 4 5

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.