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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 | |
|---|---|---|---|---|---|---|
|
51
Amazon
AMZN
$2.92T
| $175M | 0.24% |
2,420,640
+2,025,180
| +512% | +$145M |
|
52
PUT
Walmart Inc
WMT
$885B
| $172M | 0.23% |
5,788,800
+4,378,800
| +311% | +$141M |
|
53
PUT
United Parks & Resorts
PRKS
$2.1B
| $166M | 0.22% |
11,172,500
-820,200
| -7% | -$12.1M |
|
54
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $164M | 0.22% |
+6,500,000
| New | +$162M |
|
55
PUT
Oracle
ORCL
$374B
| $157M | 0.21% |
3,440,300
+2,461,500
| +251% | +$122M |
|
56
PUT
Baidu
BIDU
$37.7B
| $157M | 0.21% |
701,900
+63,400
| +10% | +$15.6M |
|
57
PUT
Starbucks
SBUX
$120B
| $145M | 0.2% |
2,508,300
+1,955,200
| +353% | +$113M |
|
|
58
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $141M | 0.19% |
534,509
+534,508
| +53,450,800% | +$146M |
|
59
PUT
Walt Disney
DIS
$167B
| $132M | 0.18% |
1,318,700
+313,600
| +31% | +$33.3M |
|
60
PUT
Costco
COST
$422B
| $128M | 0.17% |
679,000
+614,600
| +954% | +$116M |
|
|
61
CALL
Micron Technology
MU
$930B
| $127M | 0.17% |
2,444,900
+629,300
| +35% | +$30.1M |
|
62
PUT
Caterpillar
CAT
$375B
| $127M | 0.17% |
864,500
+262,600
| +44% | +$41.5M |
|
63
PUT
PayPal
PYPL
$48.9B
| $126M | 0.17% |
1,660,500
+971,000
| +141% | +$77M |
|
|
64
CALL
Meta Platforms (Facebook)
META
$1.42T
| $124M | 0.17% |
775,800
-783,500
| -50% | -$141M |
|
65
PUT
Deere & Co
DE
$160B
| $123M | 0.17% |
793,200
+338,200
| +74% | +$54.9M |
|
66
PUT
Mondelez International
MDLZ
$79.5B
| $122M | 0.16% |
2,915,900
+1,949,700
| +202% | +$84.7M |
|
67
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $120M | 0.16% |
1,367,500
+387,000
| +39% | +$35.3M |
|
68
CALL
Citigroup
C
$222B
| $119M | 0.16% |
1,757,200
+580,000
| +49% | +$43.6M |
|
69
PUT
Morgan Stanley
MS
$331B
| $115M | 0.15% |
2,135,300
-2,371,100
| -53% | -$131M |
|
70
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $113M | 0.15% |
1,000,000
| – | – |
|
71
Blackstone
BX
$102B
| $111M | 0.15% |
3,471,265
+444,998
| +15% | +$15.2M |
|
72
PUT
Wynn Resorts
WYNN
$10.3B
| $110M | 0.15% |
604,000
+146,300
| +32% | +$25.3M |
|
73
PUT
Nike
NKE
$61.9B
| $105M | 0.14% |
1,580,200
+970,400
| +159% | +$64M |
|
74
PUT
United States Oil Fund
USO
$2.15B
| $103M | 0.14% |
980,075
-762,888
| -44% | -$77M |
|
75
CALL
IBM
IBM
$211B
| $101M | 0.14% |
688,373
+350,933
| +104% | +$53.1M |
|
Similar funds
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.