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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 | |
|---|---|---|---|---|---|---|
201
CALL
Oracle
ORCL
$397B
| $27.5M | 0.04% |
601,500
+104,500
| +21% | +$5.2M |
|
202
PUT
SLB Ltd
SLB
$73.3B
| $27.4M | 0.04% |
422,200
+262,200
| +164% | +$18.3M |
|
203
CALL
Whirlpool
WHR
$2.57B
| $27.3M | 0.04% |
178,600
+160,600
| +892% | +$26.8M |
|
204
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $27.1M | 0.04% |
231,000
+131,000
| +131% | +$15.5M |
|
|
MON
205
CALL
DELISTED
Monsanto Co
MON
| $26.8M | 0.04% |
230,000
+150,000
| +188% | +$18M |
|
206
PUT
Palo Alto Networks
PANW
$277B
| $26.3M | 0.04% |
869,400
-1,606,200
| -65% | -$44.6M |
|
207
Morgan Stanley
MS
$331B
| $26.3M | 0.04% |
486,761
-244,937
| -33% | -$13.6M |
|
208
CALL
Adobe
ADBE
$101B
| $26.1M | 0.04% |
121,000
+71,000
| +142% | +$14.4M |
|
209
PUT
Tyson Foods
TSN
$20.9B
| $26M | 0.04% |
355,400
+32,900
| +10% | +$2.51M |
|
210
CALL
Amgen
AMGN
$205B
| $25.6M | 0.03% |
+150,000
| New | +$27.5M |
|
211
CALL
Lam Research
LRCX
$365B
| $25.3M | 0.03% |
1,247,000
+997,000
| +399% | +$19.7M |
|
212
Alibaba
BABA
$308B
| $25.1M | 0.03% |
136,855
+122,764
| +871% | +$23.1M |
|
213
PUT
Bausch Health
BHC
$2.54B
| $25M | 0.03% |
1,567,300
-287,200
| -15% | -$5.35M |
|
214
CALL
State Street
STT
$50.1B
| $24.9M | 0.03% |
250,000
+225,000
| +900% | +$23.6M |
|
215
PUT
MetLife
MET
$62B
| $24.5M | 0.03% |
533,400
-1,279,600
| -71% | -$62.1M |
|
|
216
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $24.4M | 0.03% |
208,100
+108,100
| +108% | +$12.8M |
|
217
PUT
Newmont
NEM
$99.6B
| $24.2M | 0.03% |
620,000
-628,000
| -50% | -$24.2M |
|
218
JD.com
JD
$44.6B
| $24M | 0.03% |
593,826
-652,506
| -52% | -$29.6M |
|
|
SFLY
219
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $23.8M | 0.03% |
+293,200
| New | +$20.4M |
|
220
Baidu
BIDU
$38.4B
| $23.7M | 0.03% |
+106,360
| New | +$26.2M |
|
|
221
CALL
Morgan Stanley
MS
$331B
| $23.7M | 0.03% |
439,400
-153,300
| -26% | -$8.49M |
|
222
PUT
Target
TGT
$67.7B
| $23.7M | 0.03% |
341,300
+261,300
| +327% | +$19M |
|
|
FMI
223
CALL
DELISTED
Foundation Medicine, Inc.
FMI
| $23.6M | 0.03% |
300,000
-10,000
| -3% | -$738K |
|
224
PUT
United Airlines
UAL
$41.6B
| $23.4M | 0.03% |
337,000
+197,600
| +142% | +$13.7M |
|
225
PayPal
PYPL
$49.2B
| $23.4M | 0.03% |
308,283
-269,189
| -47% | -$21.4M |
|
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.