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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+14.92%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$87.8B
AUM Growth
+$12.1B
(+16%)
Cap. Flow
-$1.54B
Cap. Flow
% of AUM
-1.76%
Top 10 Holdings %
Top 10 Hldgs %
59.77%
Holding
4,683
New
797
Increased
802
Reduced
1,081
Closed
926
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$628M |
| 2 |
Microsoft
MSFT
|
+$125M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.8M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$81M |
| 5 |
DCUD
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
|
+$45.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$243M |
| 2 |
Citigroup
C
|
+$185M |
| 3 |
Meta Platforms (Facebook)
META
|
+$161M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
Bank of America
BAC
|
+$137M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 96.91% |
| 2 | Technology | 0.76% |
| 3 | Communication Services | 0.52% |
| 4 | Consumer Discretionary | 0.51% |
| 5 | Financials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1576
Martin Marietta Materials
MLM
$35.7B
| $457K | ﹤0.01% |
2,274
-8,259
| -78% | -$1.54M |
|
1577
CALL
Huntington Ingalls Industries
HII
$11.1B
| $455K | ﹤0.01% |
+2,200
| New | +$451K |
|
1578
CALL
AB InBev
BUD
$154B
| $454K | ﹤0.01% |
5,400
-53,500
| -91% | -$4.11M |
|
1579
Packaging Corp of America
PKG
$20.3B
| $453K | ﹤0.01% |
+4,561
| New | +$433K |
|
1580
CALL
Avery Dennison
AVY
$12.9B
| $452K | ﹤0.01% |
+4,000
| New | +$413K |
|
1581
CALL
GrafTech
EAF
$161M
| $448K | ﹤0.01% |
+3,500
| New | +$465K |
|
|
ICPT
1582
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $447K | ﹤0.01% |
4,000
| – | – |
|
1583
Fortinet
FTNT
$115B
| $445K | ﹤0.01% |
26,510
+26,260
| +10,504% | +$419K |
|
1584
Factset
FDS
$9.93B
| $439K | ﹤0.01% |
1,770
+209
| +13% | +$46.7K |
|
1585
CALL
Crown Holdings
CCK
$12.2B
| $437K | ﹤0.01% |
+8,000
| New | +$413K |
|
1586
PUT
Viking Therapeutics
VKTX
$3.81B
| $437K | ﹤0.01% |
44,000
| – | – |
|
1587
Lexicon Pharmaceuticals
LXRX
$957M
| $436K | ﹤0.01% |
+78,389
| New | +$476K |
|
1588
CALL
Polaris
PII
$3.37B
| $436K | ﹤0.01% |
+5,200
| New | +$441K |
|
|
WW
1589
PUT
DELISTED
WW International
WW
| $436K | ﹤0.01% |
21,700
-728,700
| -97% | -$20.1M |
|
|
NBL
1590
CALL
DELISTED
Noble Energy, Inc.
NBL
| $436K | ﹤0.01% |
17,700
-70,000
| -80% | -$1.58M |
|
1591
Thermo Fisher Scientific
TMO
$224B
| $432K | ﹤0.01% |
1,578
-22,329
| -93% | -$5.56M |
|
1592
Charles River Laboratories
CRL
$13.3B
| $429K | ﹤0.01% |
+2,954
| New | +$388K |
|
1593
Exelon
EXC
$45B
| $428K | ﹤0.01% |
11,976
+8,391
| +234% | +$286K |
|
1594
CALL
Upland Software
UPLD
$9.97M
| $424K | ﹤0.01% |
+1,000
| New | +$340K |
|
|
1595
PUT
Upland Software
UPLD
$9.97M
| $424K | ﹤0.01% |
+1,000
| New | +$340K |
|
1596
CALL
General Dynamics
GD
$95.4B
| $423K | ﹤0.01% |
2,500
+2,200
| +733% | +$371K |
|
1597
Gen Digital
GEN
$17.8B
| $423K | ﹤0.01% |
18,385
-7,881
| -30% | -$172K |
|
1598
PUT
Tyson Foods
TSN
$18.2B
| $423K | ﹤0.01% |
6,100
-183,300
| -97% | -$11.3M |
|
1599
Wolfspeed
WOLF
$1.42B
| $421K | ﹤0.01% |
7,364
+4,641
| +170% | +$238K |
|
1600
CALL
YPF Sociedad Anonima ADS
YPF
$21.4B
| $420K | ﹤0.01% |
+30,000
| New | +$440K |
|
Similar funds
TI
Parallax Volatility Advisers's Q1 2019 Portfolio in Review
As of Q1 2019, Parallax Volatility Advisers held 4,683 positions worth $87.8B, up 16% from $75.6B the previous quarter. Its ten largest holdings account for 60% of the portfolio.
Parallax Volatility Advisers's Q1 2019 filing shows 797 new, 802 increased, 1,081 reduced and 926 closed positions. Its largest new stake was Dominion Energy, Inc 2016 Series A Corporate Units: 933,179 shares worth $46.6M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $243M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 95% a quarter earlier, followed by Technology and Communication Services.
- Parallax Volatility Advisers's largest Q1 2019 buy was Dominion Energy, Inc 2016 Series A Corporate Units: 933,179 shares worth $46.6M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q1 2019, an estimated $628M increase.
- Parallax Volatility Advisers's biggest Q1 2019 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $243M.
- Parallax Volatility Advisers fully exited iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q1 2019, selling an estimated $33.1M.
- Parallax Volatility Advisers's ten largest holdings make up 60% of its $87.8B portfolio in Q1 2019.
- Parallax Volatility Advisers opened 797 new positions and closed 926 in Q1 2019.
- Parallax Volatility Advisers's portfolio value rose 16% quarter-over-quarter to $87.8B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2019, filed 15 May 2019.