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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
+14.92%
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
$87.8B
AUM Growth
+$12.1B
(+16%)
Cap. Flow
+$1.24B
Cap. Flow
% of AUM
1.41%
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 | Technology | 0.75% |
| 2 | Communication Services | 0.52% |
| 3 | Consumer Discretionary | 0.51% |
| 4 | Financials | 0.33% |
| 5 | Healthcare | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Bristol-Myers Squibb
BMY
$131B
| $32.8M | 0.04% |
688,400
-90,300
| -12% | -$4.5M |
|
227
PUT
Target
TGT
$66.9B
| $32.8M | 0.04% |
409,100
+228,700
| +127% | +$16.7M |
|
228
PUT
Eli Lilly
LLY
$1.06T
| $32.8M | 0.04% |
252,400
+168,100
| +199% | +$20.4M |
|
229
PUT
Comcast
CMCSA
$87.1B
| $32.7M | 0.04% |
817,800
-1,936,200
| -70% | -$72.9M |
|
|
AGN
230
CALL
DELISTED
Allergan plc
AGN
| $32.5M | 0.04% |
222,200
+65,000
| +41% | +$9.42M |
|
231
CALL
Union Pacific
UNP
$176B
| $32.5M | 0.04% |
194,200
-397,500
| -67% | -$64M |
|
232
CALL
Workday
WDAY
$42.3B
| $32.4M | 0.04% |
168,200
+32,700
| +24% | +$5.95M |
|
233
CALL
Align Technology
ALGN
$12.4B
| $32.1M | 0.04% |
112,800
-27,500
| -20% | -$6.56M |
|
234
CALL
American Airlines Group
AAL
$11.2B
| $31.7M | 0.04% |
997,700
-108,800
| -10% | -$3.65M |
|
235
CALL
State Street
STT
$51.8B
| $31.6M | 0.04% |
480,000
+330,000
| +220% | +$22.9M |
|
236
United Parks & Resorts
PRKS
$2.14B
| $30.9M | 0.04% |
1,199,286
+317,233
| +36% | +$8.09M |
|
|
237
PUT
American Airlines Group
AAL
$11.2B
| $30.9M | 0.04% |
971,700
-117,900
| -11% | -$3.96M |
|
238
PUT
Medtronic
MDT
$110B
| $30.8M | 0.04% |
337,900
-1,230,700
| -78% | -$110M |
|
239
CALL
DuPont de Nemours
DD
$19.5B
| $30.2M | 0.03% |
224,016
+102,195
| +84% | +$14.2M |
|
240
PUT
FedEx
FDX
$73.9B
| $29.9M | 0.03% |
165,100
+19,300
| +13% | +$3.41M |
|
241
CALL
Amgen
AMGN
$223B
| $29.9M | 0.03% |
157,400
-648,800
| -80% | -$124M |
|
|
242
CALL
Comcast
CMCSA
$87.1B
| $29.9M | 0.03% |
747,200
-2,953,500
| -80% | -$111M |
|
243
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33.1B
| $29.9M | 0.03% |
250,800
-759,000
| -75% | -$87.9M |
|
244
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.1B
| $29.8M | 0.03% |
523,338
+239,112
| +84% | +$13M |
|
245
CALL
Regeneron Pharmaceuticals
REGN
$79.8B
| $29.5M | 0.03% |
71,800
-226,500
| -76% | -$93.3M |
|
246
PUT
Coty
COTY
$2.5B
| $29.4M | 0.03% |
2,552,500
+2,544,500
| +31,806% | +$24.1M |
|
247
CALL
iShares Silver Trust
SLV
$30.2B
| $28.8M | 0.03% |
2,027,600
-449,100
| -18% | -$6.56M |
|
248
Alphabet (Google) Class A
GOOGL
$4.65T
| $28.7M | 0.03% |
486,980
+219,240
| +82% | +$12.4M |
|
|
MDCO
249
CALL
DELISTED
Medicines Co
MDCO
| $28.6M | 0.03% |
1,023,900
+986,400
| +2,630% | +$23.2M |
|
|
MDCO
250
PUT
DELISTED
Medicines Co
MDCO
| $28.6M | 0.03% |
1,022,600
+1,007,600
| +6,717% | +$23.7M |
|
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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 Technology at 0.75% of assets, down from 1.1% a quarter earlier, followed by Communication Services and Consumer Discretionary.
- 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.