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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 | |
|---|---|---|---|---|---|---|
576
PUT
Ally Financial
ALLY
$13.4B
| $4.07M | 0.01% |
150,000
+65,000
| +76% | +$1.86M |
|
|
SFLY
577
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $4.06M | 0.01% |
+50,000
| New | +$3.49M |
|
|
FOLD
578
PUT
DELISTED
Amicus Therapeutics
FOLD
| $4.06M | 0.01% |
270,000
-10,000
| -4% | -$152K |
|
579
CALL
Public Service Enterprise Group
PEG
$37.6B
| $4.02M | 0.01% |
+80,000
| New | +$3.93M |
|
580
PUT
Hain Celestial
HAIN
$53.6M
| $4.01M | 0.01% |
125,000
-70,000
| -36% | -$2.54M |
|
581
CALL
Core Laboratories
CLB
$520M
| $3.99M | 0.01% |
36,900
+9,100
| +33% | +$1.01M |
|
582
CALL
Bank OZK
OZK
$5.65B
| $3.99M | 0.01% |
82,600
-5,700
| -6% | -$288K |
|
583
PUT
Nucor
NUE
$62B
| $3.97M | 0.01% |
65,000
-167,600
| -72% | -$11.1M |
|
|
CTXS
584
CALL
DELISTED
Citrix Systems Inc
CTXS
| $3.95M | 0.01% |
+42,600
| New | +$3.92M |
|
585
CALL
Liberty Global Class A
LBTYA
$3.69B
| $3.91M | 0.01% |
125,000
| – | – |
|
586
PUT
Under Armour Class C
UA
$2.74B
| $3.9M | 0.01% |
272,000
| – | – |
|
587
PUT
TAL Education Group
TAL
$6.78B
| $3.89M | 0.01% |
105,000
| – | – |
|
588
PUT
Darling Ingredients
DAR
$9.63B
| $3.89M | 0.01% |
+225,000
| New | +$4.09M |
|
589
PUT
Lam Research
LRCX
$388B
| $3.88M | 0.01% |
191,000
+46,000
| +32% | +$911K |
|
|
ARRS
590
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $3.87M | 0.01% |
+145,600
| New | +$3.76M |
|
591
CVS Health
CVS
$124B
| $3.87M | 0.01% |
62,171
-94,854
| -60% | -$6.81M |
|
592
PUT
Kimberly-Clark
KMB
$36.1B
| $3.85M | 0.01% |
35,000
-27,000
| -44% | -$3.07M |
|
593
FedEx
FDX
$74.6B
| $3.85M | 0.01% |
16,025
+10,265
| +178% | +$2.6M |
|
594
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
| $3.83M | 0.01% |
+42,500
| New | +$3.77M |
|
|
OCLR
595
PUT
DELISTED
Oclaro Inc.
OCLR
| $3.82M | 0.01% |
400,000
-45,000
| -10% | -$338K |
|
596
CALL
MetLife
MET
$64.1B
| $3.81M | 0.01% |
83,000
-684,200
| -89% | -$33.2M |
|
597
Analog Devices
ADI
$186B
| $3.74M | 0.01% |
41,017
+29,558
| +258% | +$2.69M |
|
598
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $3.73M | 0.01% |
31,480
-110,897
| -78% | -$13.1M |
|
599
PUT
Hasbro
HAS
$13B
| $3.72M | 0.01% |
44,100
-25,100
| -36% | -$2.33M |
|
600
PUT
Transocean
RIG
$5.85B
| $3.71M | 0.01% |
375,000
-65,300
| -15% | -$672K |
|
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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.