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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 | |
|---|---|---|---|---|---|---|
976
CALL
Microchip Technology
MCHP
$46B
| $941K | ﹤0.01% |
+20,600
| New | +$949K |
|
|
GHDX
977
CALL
DELISTED
Genomic Health, Inc.
GHDX
| $939K | ﹤0.01% |
30,000
| – | – |
|
978
PUT
NetApp
NTAP
$37.1B
| $925K | ﹤0.01% |
15,000
+13,000
| +650% | +$794K |
|
979
PUT
Camtek
CAMT
$7.33B
| $911K | ﹤0.01% |
135,000
| – | – |
|
980
Molson Coors Class B
TAP
$8.12B
| $911K | ﹤0.01% |
12,098
+7,761
| +179% | +$621K |
|
981
CALL
Lumen
LUMN
$6.52B
| $904K | ﹤0.01% |
55,000
-45,000
| -45% | -$781K |
|
982
CoreCivic
CXW
$3.21B
| $887K | ﹤0.01% |
45,434
+3,325
| +8% | +$71.8K |
|
983
KeyCorp
KEY
$24.4B
| $886K | ﹤0.01% |
45,329
-30,675
| -40% | -$643K |
|
984
PUT
ICICI Bank
IBN
$108B
| $885K | ﹤0.01% |
100,000
-450,000
| -82% | -$4.45M |
|
|
GRMN
985
CALL
Garmin
GRMN
$59.9B
| $884K | ﹤0.01% |
15,000
| – | – |
|
986
PUT
Banco Santander
SAN
$210B
| $884K | ﹤0.01% |
+140,870
| New | +$933K |
|
987
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
| $879K | ﹤0.01% |
+4,500
| New | +$858K |
|
|
ESV
988
PUT
DELISTED
Ensco Rowan plc
ESV
| $878K | ﹤0.01% |
50,000
-50,000
| -50% | -$1.1M |
|
|
BHVN
989
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $876K | ﹤0.01% |
+34,000
| New | +$1.02M |
|
990
Red Rock Resorts
RRR
$3.62B
| $862K | ﹤0.01% |
29,423
+18,923
| +180% | +$622K |
|
991
HP
HPQ
$26.6B
| $851K | ﹤0.01% |
38,829
-23,706
| -38% | -$535K |
|
992
Cemex
CX
$16.2B
| $847K | ﹤0.01% |
+127,888
| New | +$958K |
|
993
PUT
Impinj
PI
$5.5B
| $847K | ﹤0.01% |
65,000
-286,000
| -81% | -$4.77M |
|
994
O'Reilly Automotive
ORLY
$75.8B
| $846K | ﹤0.01% |
51,270
+17,610
| +52% | +$298K |
|
|
CHK
995
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $846K | ﹤0.01% |
+1,400
| New | +$938K |
|
996
KKR & Co
KKR
$92.4B
| $843K | ﹤0.01% |
41,526
-243,278
| -85% | -$5.41M |
|
|
STML
997
PUT
DELISTED
Stemline Therapeutics, Inc.
STML
| $842K | ﹤0.01% |
55,000
| – | – |
|
|
998
NRG Energy
NRG
$25.7B
| $833K | ﹤0.01% |
27,273
-4,018,946
| -99% | -$111M |
|
999
PUT
CVR Energy
CVI
$3.17B
| $828K | ﹤0.01% |
27,400
| – | – |
|
1000
Goodyear
GT
$1.89B
| $826K | ﹤0.01% |
31,087
-122,279
| -80% | -$3.78M |
|
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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.