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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 | |
|---|---|---|---|---|---|---|
601
PUT
Devon Energy
DVN
$49.7B
| $3.67M | ﹤0.01% |
115,500
+24,000
| +26% | +$881K |
|
|
BNY
602
PUT
Bank of New York Mellon
BNY
$108B
| $3.61M | ﹤0.01% |
70,000
+41,400
| +145% | +$2.3M |
|
|
S
603
CALL
DELISTED
Sprint Corporation
S
| $3.56M | ﹤0.01% |
730,000
+204,300
| +39% | +$1.09M |
|
|
K
604
DELISTED
Kellanova
K
| $3.56M | ﹤0.01% |
58,312
+52,135
| +844% | +$3.29M |
|
605
CALL
Enbridge
ENB
$113B
| $3.54M | ﹤0.01% |
+112,500
| New | +$3.94M |
|
|
S
606
PUT
DELISTED
Sprint Corporation
S
| $3.54M | ﹤0.01% |
724,300
+289,300
| +67% | +$1.54M |
|
607
PUT
Immersion
IMMR
$246M
| $3.52M | ﹤0.01% |
+295,000
| New | +$2.99M |
|
608
POSCO
PKX
$17B
| $3.52M | ﹤0.01% |
+44,666
| New | +$3.77M |
|
|
X
609
CALL
DELISTED
US Steel
X
| $3.52M | ﹤0.01% |
100,000
-750,400
| -88% | -$29.6M |
|
|
FRC
610
CALL
DELISTED
First Republic Bank
FRC
| $3.52M | ﹤0.01% |
+38,000
| New | +$3.5M |
|
611
CALL
Ashland
ASH
$3.32B
| $3.49M | ﹤0.01% |
+50,000
| New | +$3.6M |
|
612
US Foods
USFD
$23.6B
| $3.47M | ﹤0.01% |
+105,972
| New | +$3.46M |
|
613
CALL
ConocoPhillips
COP
$142B
| $3.46M | ﹤0.01% |
58,400
-44,600
| -43% | -$2.52M |
|
|
LSI
614
DELISTED
Life Storage, Inc.
LSI
| $3.42M | ﹤0.01% |
61,431
+56,905
| +1,257% | +$3.11M |
|
615
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $3.41M | ﹤0.01% |
101,800
+61,800
| +155% | +$2.14M |
|
616
Hershey
HSY
$36.8B
| $3.4M | ﹤0.01% |
34,325
+31,045
| +946% | +$3.21M |
|
617
XPO
XPO
$23B
| $3.38M | ﹤0.01% |
95,838
-1,031,482
| -91% | -$34.4M |
|
618
CALL
Best Buy
BBY
$16.9B
| $3.36M | ﹤0.01% |
48,000
-9,900
| -17% | -$712K |
|
|
SIVB
619
PUT
DELISTED
SVB Financial Group
SIVB
| $3.36M | ﹤0.01% |
+14,000
| New | +$3.51M |
|
620
CALL
Synchrony
SYF
$25.6B
| $3.35M | ﹤0.01% |
+100,000
| New | +$3.71M |
|
621
CALL
Hasbro
HAS
$12.9B
| $3.35M | ﹤0.01% |
39,700
+30,000
| +309% | +$2.78M |
|
622
PUT
Core Laboratories
CLB
$513M
| $3.31M | ﹤0.01% |
+30,600
| New | +$3.39M |
|
623
PUT
Cemex
CX
$16.3B
| $3.31M | ﹤0.01% |
500,000
+200,000
| +67% | +$1.5M |
|
|
624
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $3.31M | ﹤0.01% |
+120,000
| New | +$3.46M |
|
|
SODA
625
PUT
DELISTED
SodaStream International Ltd
SODA
| $3.3M | ﹤0.01% |
35,900
+13,300
| +59% | +$1.08M |
|
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.