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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $19.6B | 26.3% |
74,319,800
+519,200
| +0.7% | +$142M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $11.1B | 14.94% |
42,210,400
-7,941,300
| -16% | -$2.17B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $5.3B | 7.12% |
34,880,900
+10,229,800
| +41% | +$1.58B |
|
|
4
PUT
Meta Platforms (Facebook)
META
$1.37T
| $2.09B | 2.81% |
13,088,200
+11,801,000
| +917% | +$2.12B |
|
5
PUT
Apple
AAPL
$4.9T
| $1.58B | 2.12% |
37,667,200
+16,852,000
| +81% | +$725M |
|
|
6
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $1.49B | 2% |
21,334,100
+5,617,600
| +36% | +$401M |
|
|
7
PUT
Amazon
AMZN
$2.53T
| $1.18B | 1.59% |
16,348,000
+9,838,000
| +151% | +$704M |
|
8
CALL
Invesco QQQ Trust
QQQ
$450B
| $1.11B | 1.49% |
6,921,500
-10,122,100
| -59% | -$1.67B |
|
|
9
PUT
Invesco QQQ Trust
QQQ
$450B
| $1.06B | 1.42% |
6,594,200
-8,207,400
| -55% | -$1.36B |
|
10
PUT
Microsoft
MSFT
$3.35T
| $903M | 1.21% |
9,898,600
+5,450,700
| +123% | +$498M |
|
11
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $758M | 1.02% |
15,698,500
-1,026,000
| -6% | -$50.3M |
|
|
12
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $758M | 1.02% |
4,991,700
+3,091,500
| +163% | +$477M |
|
13
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $671M | 0.9% |
7,836,100
+3,886,600
| +98% | +$336M |
|
|
VXX
14
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $641M | 0.86% |
13,541,300
+3,563,700
| +36% | +$135M |
|
15
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $634M | 0.85% |
5,200,100
-552,800
| -10% | -$66.8M |
|
|
16
PUT
Micron Technology
MU
$988B
| $554M | 0.74% |
10,622,800
+4,800,100
| +82% | +$230M |
|
|
17
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
| $519M | 0.7% |
7,443,800
-2,792,800
| -27% | -$199M |
|
18
CALL
SPDR Gold Trust
GLD
$133B
| $516M | 0.69% |
4,100,000
-220,000
| -5% | -$27.7M |
|
19
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $512M | 0.69% |
4,965,700
-356,000
| -7% | -$36.7M |
|
|
20
CALL
Apple
AAPL
$4.9T
| $480M | 0.64% |
11,433,600
-6,839,200
| -37% | -$294M |
|
|
ILG
21
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $442M | 0.59% |
14,201,900
-976,900
| -6% | -$30.6M |
|
|
22
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $414M | 0.56% |
8,581,400
-6,605,200
| -43% | -$324M |
|
|
23
CALL
Microsoft
MSFT
$3.35T
| $402M | 0.54% |
4,409,200
+2,880,600
| +188% | +$263M |
|
24
PUT
Intel
INTC
$460B
| $361M | 0.49% |
6,926,200
+3,654,600
| +112% | +$174M |
|
25
PUT
Cisco
CSCO
$448B
| $335M | 0.45% |
7,801,900
+3,587,500
| +85% | +$152M |
|
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.