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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 | |
|---|---|---|---|---|---|---|
801
PUT
Ambev
ABEV
$46.5B
| $1.82M | ﹤0.01% |
+250,000
| New | +$1.72M |
|
802
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $1.81M | ﹤0.01% |
50,000
-1,100,000
| -96% | -$40.9M |
|
803
Akamai
AKAM
$17.2B
| $1.8M | ﹤0.01% |
25,432
+21,429
| +535% | +$1.46M |
|
804
CALL
Deckers Outdoor
DECK
$13.3B
| $1.8M | ﹤0.01% |
120,000
-60,000
| -33% | -$901K |
|
805
CALL
Stoneridge
SRI
$207M
| $1.79M | ﹤0.01% |
65,000
-52,500
| -45% | -$1.28M |
|
|
SPLK
806
PUT
DELISTED
Splunk Inc
SPLK
| $1.77M | ﹤0.01% |
18,000
+17,600
| +4,400% | +$1.68M |
|
807
PepsiCo
PEP
$189B
| $1.76M | ﹤0.01% |
16,167
-113,962
| -88% | -$13M |
|
808
CALL
Kosmos Energy
KOS
$1.47B
| $1.76M | ﹤0.01% |
+279,400
| New | +$1.75M |
|
|
MAG
809
CALL
DELISTED
MAG Silver
MAG
| $1.75M | ﹤0.01% |
+180,000
| New | +$1.96M |
|
810
Olin
OLN
$2.14B
| $1.75M | ﹤0.01% |
57,731
+53,013
| +1,124% | +$1.8M |
|
811
PUT
Mastercard
MA
$505B
| $1.75M | ﹤0.01% |
10,000
-170,200
| -94% | -$29.1M |
|
|
NXTM
812
DELISTED
NxStage Medical Inc.
NXTM
| $1.74M | ﹤0.01% |
69,976
-10,766
| -13% | -$262K |
|
813
VanEck Oil Services ETF
OIH
$1.94B
| $1.73M | ﹤0.01% |
+3,627
| New | +$1.88M |
|
814
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $1.72M | ﹤0.01% |
14,683
+9,380
| +177% | +$1.11M |
|
|
GAP
815
The Gap Inc
GAP
$7.39B
| $1.72M | ﹤0.01% |
55,144
+21,485
| +64% | +$703K |
|
816
CALL
Cboe Global Markets
CBOE
$30.2B
| $1.71M | ﹤0.01% |
+15,000
| New | +$1.82M |
|
|
MNDT
817
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.71M | ﹤0.01% |
100,848
-45,461
| -31% | -$733K |
|
|
APC
818
DELISTED
Anadarko Petroleum
APC
| $1.7M | ﹤0.01% |
28,172
+15,372
| +120% | +$901K |
|
819
CALL
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $1.7M | ﹤0.01% |
+100,000
| New | +$1.68M |
|
|
TRTN
820
CALL
DELISTED
Triton International Limited
TRTN
| $1.69M | ﹤0.01% |
+55,200
| New | +$1.85M |
|
|
HMSY
821
CALL
DELISTED
HMS Holdings Corp.
HMSY
| $1.69M | ﹤0.01% |
100,100
-9,900
| -9% | -$166K |
|
822
Warner Bros
WBD
$66.2B
| $1.69M | ﹤0.01% |
78,634
-216,774
| -73% | -$5.15M |
|
|
KEM
823
DELISTED
KEMET Corporation
KEM
| $1.67M | ﹤0.01% |
92,271
-12,105
| -12% | -$222K |
|
|
AKS
824
PUT
DELISTED
AK Steel Holding Corp
AKS
| $1.67M | ﹤0.01% |
367,600
+267,600
| +268% | +$1.47M |
|
825
PUT
Advanced Energy
AEIS
$13B
| $1.66M | ﹤0.01% |
26,000
| – | – |
|
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.