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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 | |
|---|---|---|---|---|---|---|
76
SPDR Gold Trust
GLD
$131B
| $99.9M | 0.13% |
794,421
+559,312
| +238% | +$70.5M |
|
77
CALL
DuPont de Nemours
DD
$19.1B
| $99.7M | 0.13% |
618,186
-120,731
| -16% | -$21.8M |
|
78
Microsoft
MSFT
$3.62T
| $99.1M | 0.13% |
1,085,609
+623,642
| +135% | +$57M |
|
79
Wells Fargo
WFC
$266B
| $95.8M | 0.13% |
1,827,218
+206,716
| +13% | +$12.3M |
|
80
CALL
United States Oil Fund
USO
$1.91B
| $95.7M | 0.13% |
914,000
+102,087
| +13% | +$10.3M |
|
81
CALL
Verizon
VZ
$198B
| $95.3M | 0.13% |
1,992,600
+480,900
| +32% | +$24.2M |
|
82
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $92.7M | 0.12% |
898,200
+135,900
| +18% | +$14M |
|
83
PUT
McDonald's
MCD
$188B
| $92.4M | 0.12% |
590,600
+440,000
| +292% | +$72.4M |
|
84
CALL
iShares MSCI Japan ETF
EWJ
$22B
| $91M | 0.12% |
1,500,000
+1,000,000
| +200% | +$61.4M |
|
|
85
PUT
iShares MSCI Japan ETF
EWJ
$22B
| $91M | 0.12% |
1,500,000
+425,000
| +40% | +$26.1M |
|
86
CALL
Coca-Cola
KO
$374B
| $89.5M | 0.12% |
2,060,900
+172,600
| +9% | +$7.75M |
|
87
CALL
Cisco
CSCO
$457B
| $86.9M | 0.12% |
2,025,000
+946,700
| +88% | +$40.2M |
|
88
Bank of America
BAC
$438B
| $84.5M | 0.11% |
2,816,529
-140,300
| -5% | -$4.41M |
|
89
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $84.2M | 0.11% |
597,850
+314,975
| +111% | +$45.1M |
|
90
Citigroup
C
$224B
| $84.1M | 0.11% |
1,245,597
+915,254
| +277% | +$68.8M |
|
91
PUT
VanEck Semiconductor ETF
SMH
$68.5B
| $83.7M | 0.11% |
1,605,000
+439,000
| +38% | +$23.1M |
|
92
CALL
Medtronic
MDT
$111B
| $83.7M | 0.11% |
1,042,900
+788,300
| +310% | +$65M |
|
93
CALL
ExxonMobil
XOM
$643B
| $81.4M | 0.11% |
1,091,600
+254,900
| +30% | +$20.4M |
|
|
94
CALL
Qualcomm
QCOM
$159B
| $81M | 0.11% |
1,461,800
-47,600
| -3% | -$3.03M |
|
95
CALL
iShares MSCI Brazil ETF
EWZ
$9.22B
| $80.8M | 0.11% |
1,800,000
-3,595,200
| -67% | -$161M |
|
96
PUT
Goldman Sachs
GS
$303B
| $80.5M | 0.11% |
319,600
-79,100
| -20% | -$20.6M |
|
|
ILG
97
DELISTED
ILG, Inc Common Stock
ILG
| $80.1M | 0.11% |
2,575,698
-1,207,157
| -32% | -$37.8M |
|
|
98
PUT
Verizon
VZ
$198B
| $79.3M | 0.11% |
1,657,500
+1,147,800
| +225% | +$57.7M |
|
99
PUT
Chevron
CVX
$385B
| $77.3M | 0.1% |
678,200
+508,200
| +299% | +$60.8M |
|
100
CALL
Mastercard
MA
$500B
| $77.1M | 0.1% |
440,000
+386,900
| +729% | +$66.1M |
|
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.