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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 | |
|---|---|---|---|---|---|---|
151
Deere & Co
DE
$165B
| $44.1M | 0.06% |
283,835
+217,743
| +329% | +$35.3M |
|
152
PUT
Union Pacific
UNP
$173B
| $43.7M | 0.06% |
325,200
+150,300
| +86% | +$20.2M |
|
153
CALL
VanEck Gold Miners ETF
GDX
$23B
| $42.3M | 0.06% |
1,923,800
-3,070,500
| -61% | -$69.3M |
|
154
CALL
Monster Beverage
MNST
$92.5B
| $42M | 0.06% |
1,470,000
+763,800
| +108% | +$23.9M |
|
|
AABA
155
PUT
DELISTED
Altaba Inc
AABA
| $40M | 0.05% |
540,000
+385,000
| +248% | +$29M |
|
156
PUT
W.W. Grainger
GWW
$65.1B
| $39.5M | 0.05% |
139,800
-35,400
| -20% | -$9.27M |
|
|
157
PUT
Qualcomm
QCOM
$157B
| $38.4M | 0.05% |
693,900
-957,100
| -58% | -$61M |
|
158
CALL
Autodesk
ADSK
$49.8B
| $38M | 0.05% |
302,500
+274,000
| +961% | +$32.6M |
|
159
Mondelez International
MDLZ
$78.9B
| $38M | 0.05% |
910,195
+875,275
| +2,507% | +$38M |
|
|
160
PUT
VanEck Gold Miners ETF
GDX
$23B
| $36.7M | 0.05% |
1,668,100
-3,830,300
| -70% | -$86.4M |
|
161
CALL
Las Vegas Sands
LVS
$30.3B
| $36.1M | 0.05% |
502,500
-578,100
| -53% | -$42.4M |
|
162
PUT
Western Digital
WDC
$181B
| $35.6M | 0.05% |
510,678
+295,955
| +138% | +$19.9M |
|
163
PUT
iShares MSCI Brazil ETF
EWZ
$9.21B
| $34.8M | 0.05% |
775,000
-3,633,700
| -82% | -$162M |
|
164
PUT
Gilead Sciences
GILD
$161B
| $34.5M | 0.05% |
457,700
-331,400
| -42% | -$26.3M |
|
165
CALL
JPMorgan Chase
JPM
$938B
| $34.1M | 0.05% |
310,000
-661,900
| -68% | -$74.9M |
|
166
PUT
Trip.com Group
TCOM
$29.4B
| $33.8M | 0.05% |
724,800
-467,200
| -39% | -$21.9M |
|
167
CALL
RTX Corp
RTX
$291B
| $33.6M | 0.05% |
423,786
+380,088
| +870% | +$31.4M |
|
168
Starbucks
SBUX
$120B
| $33.2M | 0.04% |
574,273
+492,443
| +602% | +$28.5M |
|
169
Oracle
ORCL
$393B
| $33M | 0.04% |
721,421
+650,261
| +914% | +$32.3M |
|
170
iShares MSCI Japan ETF
EWJ
$22B
| $32.3M | 0.04% |
531,778
+10,937
| +2% | +$671K |
|
171
CALL
Home Depot
HD
$335B
| $32.3M | 0.04% |
181,000
-78,600
| -30% | -$14.7M |
|
172
PUT
American Airlines Group
AAL
$10.8B
| $32M | 0.04% |
616,100
-770,600
| -56% | -$41.3M |
|
173
PUT
Adobe
ADBE
$100B
| $31.8M | 0.04% |
147,100
+122,600
| +500% | +$24.9M |
|
174
CALL
Comcast
CMCSA
$87.2B
| $31.6M | 0.04% |
925,400
+916,400
| +10,182% | +$35.5M |
|
175
CALL
VanEck Semiconductor ETF
SMH
$68.4B
| $31.3M | 0.04% |
+600,000
| New | +$31.6M |
|
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.