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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 | |
|---|---|---|---|---|---|---|
501
CALL
Citizens Financial Group
CFG
$31B
| $5.25M | 0.01% |
+125,000
| New | +$5.61M |
|
|
SCHW
502
CALL
Charles Schwab
SCHW
$188B
| $5.22M | 0.01% |
+100,000
| New | +$5.36M |
|
503
Tronox
TROX
$933M
| $5.2M | 0.01% |
281,955
+168,780
| +149% | +$3.36M |
|
504
PUT
Deutsche Bank
DB
$71.5B
| $5.17M | 0.01% |
370,000
+365,700
| +8,505% | +$6.17M |
|
505
PUT
Williams-Sonoma
WSM
$29.2B
| $5.17M | 0.01% |
196,000
+188,000
| +2,350% | +$4.97M |
|
|
CIT
506
PUT
DELISTED
CIT Group Inc.
CIT
| $5.15M | 0.01% |
100,000
-72,500
| -42% | -$3.81M |
|
507
State Street SPDR S&P Metals & Mining ETF
XME
$4.28B
| $5.13M | 0.01% |
150,790
+150,789
| +15,078,900% | +$5.55M |
|
508
SLB Ltd
SLB
$74.1B
| $5.1M | 0.01% |
78,695
+46,335
| +143% | +$3.24M |
|
509
CALL
Vodafone
VOD
$35.4B
| $5.08M | 0.01% |
+182,500
| New | +$5.44M |
|
|
ASRT
510
CALL
DELISTED
Assertio
ASRT
| $5.08M | 0.01% |
+12,837
| New | +$5.62M |
|
511
CALL
Goldman Sachs
GS
$309B
| $5.04M | 0.01% |
20,000
-9,800
| -33% | -$2.55M |
|
512
PUT
Banc of California
BANC
$3.07B
| $5.02M | 0.01% |
260,000
-200,000
| -43% | -$4.06M |
|
513
CALL
Eaton
ETN
$174B
| $5.02M | 0.01% |
62,800
-147,200
| -70% | -$12.1M |
|
514
CALL
Archer Daniels Midland
ADM
$37.4B
| $5.01M | 0.01% |
115,600
-42,200
| -27% | -$1.78M |
|
515
BP
BP
$106B
| $5.01M | 0.01% |
+132,993
| New | +$5.01M |
|
516
CALL
Monro
MNRO
$411M
| $4.99M | 0.01% |
+93,000
| New | +$5.16M |
|
517
Cheniere Energy
LNG
$53.4B
| $4.98M | 0.01% |
93,138
+44,842
| +93% | +$2.47M |
|
518
CALL
Carnival Corporation Ltd
CCL
$40.6B
| $4.97M | 0.01% |
+75,800
| New | +$5.16M |
|
519
CALL
Williams Companies
WMB
$87.8B
| $4.96M | 0.01% |
199,700
+99,700
| +100% | +$2.94M |
|
520
PUT
O'Reilly Automotive
ORLY
$76.3B
| $4.95M | 0.01% |
+300,000
| New | +$5.07M |
|
|
LEAF
521
DELISTED
Leaf Group Ltd.
LEAF
| $4.94M | 0.01% |
701,325
+699,561
| +39,658% | +$5.7M |
|
522
CALL
Travelers Companies
TRV
$79.8B
| $4.94M | 0.01% |
35,600
-24,400
| -41% | -$3.41M |
|
523
American International
AIG
$42.1B
| $4.88M | 0.01% |
89,749
-144,676
| -62% | -$8.55M |
|
524
CME Group
CME
$95.2B
| $4.85M | 0.01% |
30,000
-7,960
| -21% | -$1.27M |
|
|
AZUL
525
DELISTED
Azul
AZUL
| $4.84M | 0.01% |
+139,410
| New | +$4.09M |
|
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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.