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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 | |
|---|---|---|---|---|---|---|
126
PUT
Johnson & Johnson
JNJ
$613B
| $53.8M | 0.07% |
420,000
+400,700
| +2,076% | +$54.2M |
|
127
PUT
Humana
HUM
$45B
| $53.8M | 0.07% |
+200,000
| New | +$54.1M |
|
|
VXX
128
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $52.8M | 0.07% |
1,116,803
+930,516
| +500% | +$35.3M |
|
|
VMW
129
CALL
DELISTED
VMware, Inc
VMW
| $52.4M | 0.07% |
431,800
+363,900
| +536% | +$45.8M |
|
|
VMW
130
PUT
DELISTED
VMware, Inc
VMW
| $52.4M | 0.07% |
431,800
+334,700
| +345% | +$42.1M |
|
131
CALL
Bristol-Myers Squibb
BMY
$134B
| $52.2M | 0.07% |
824,700
+349,700
| +74% | +$22.5M |
|
132
PUT
Snap
SNAP
$8.48B
| $51.8M | 0.07% |
3,266,400
+2,987,300
| +1,070% | +$48.5M |
|
133
iShares Russell 2000 ETF
IWM
$81.5B
| $50.6M | 0.07% |
333,590
-454,488
| -58% | -$70.2M |
|
134
CALL
PepsiCo
PEP
$191B
| $50.3M | 0.07% |
+460,900
| New | +$52.4M |
|
135
PUT
Teva Pharmaceuticals
TEVA
$40.2B
| $50.3M | 0.07% |
2,942,200
+1,847,200
| +169% | +$36.1M |
|
136
CALL
NVIDIA
NVDA
$5.01T
| $50.3M | 0.07% |
8,684,000
+3,284,000
| +61% | +$19.3M |
|
137
Qorvo
QRVO
$7.89B
| $49.8M | 0.07% |
707,509
-13,100
| -2% | -$987K |
|
138
PUT
Broadcom
AVGO
$1.87T
| $49.7M | 0.07% |
2,108,000
+95,000
| +5% | +$2.39M |
|
139
CALL
iShares Silver Trust
SLV
$28B
| $48.5M | 0.07% |
3,145,000
+510,000
| +19% | +$8.05M |
|
140
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $47.3M | 0.06% |
196,100
+176,100
| +881% | +$44.2M |
|
141
PUT
United States Natural Gas Fund
UNG
$473M
| $47.3M | 0.06% |
524,169
+460,061
| +718% | +$42.8M |
|
142
PUT
Advanced Micro Devices
AMD
$790B
| $46.9M | 0.06% |
4,661,600
+2,144,600
| +85% | +$25.4M |
|
143
PUT
Tesla
TSLA
$1.27T
| $46.8M | 0.06% |
2,640,000
-1,159,500
| -31% | -$25.5M |
|
144
Netflix
NFLX
$305B
| $46.4M | 0.06% |
1,571,300
+1,263,920
| +411% | +$34.4M |
|
145
Las Vegas Sands
LVS
$30.6B
| $46.4M | 0.06% |
+644,836
| New | +$47.3M |
|
146
PUT
Amgen
AMGN
$204B
| $46M | 0.06% |
+270,100
| New | +$49.6M |
|
147
CALL
iShares Biotechnology ETF
IBB
$9.18B
| $45.4M | 0.06% |
425,000
+149,500
| +54% | +$16.6M |
|
148
PUT
Coca-Cola
KO
$374B
| $44.8M | 0.06% |
1,030,900
+376,500
| +58% | +$16.9M |
|
149
PUT
Kraft Heinz
KHC
$31.3B
| $44.4M | 0.06% |
713,000
-52,900
| -7% | -$3.79M |
|
|
150
CALL
United States Natural Gas Fund
UNG
$473M
| $44.4M | 0.06% |
491,944
+383,167
| +352% | +$35.7M |
|
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.