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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 | |
|---|---|---|---|---|---|---|
301
CALL
RTX Corp
RTX
$300B
| $22.4M | 0.03% |
276,327
+68,168
| +33% | +$5.18M |
|
302
CALL
Abbott
ABT
$183B
| $22.4M | 0.03% |
280,000
-521,900
| -65% | -$38.8M |
|
303
CALL
American International
AIG
$42.5B
| $22.4M | 0.03% |
519,430
-335,600
| -39% | -$14.4M |
|
304
CALL
Halliburton
HAL
$26.6B
| $22.3M | 0.03% |
762,300
-665,800
| -47% | -$20.1M |
|
305
Conagra Brands
CAG
$7.18B
| $22.2M | 0.03% |
800,058
+750,972
| +1,530% | +$17.2M |
|
|
TWTR
306
DELISTED
Twitter, Inc.
TWTR
| $22M | 0.03% |
669,413
-546,280
| -45% | -$17.3M |
|
307
PUT
Intuit
INTU
$89.7B
| $21.9M | 0.02% |
83,700
+29,600
| +55% | +$6.84M |
|
308
PUT
Lowe's Companies
LOW
$123B
| $21.8M | 0.02% |
199,200
-428,900
| -68% | -$42.8M |
|
309
PUT
Valero Energy
VLO
$87.1B
| $21.5M | 0.02% |
253,400
+213,500
| +535% | +$17.6M |
|
310
CALL
TJX Companies
TJX
$177B
| $21.4M | 0.02% |
402,100
+360,300
| +862% | +$18M |
|
|
FL
311
CALL
DELISTED
Foot Locker
FL
| $21.2M | 0.02% |
349,400
+314,200
| +893% | +$18.3M |
|
312
PUT
iShares MSCI Japan ETF
EWJ
$22.5B
| $21.1M | 0.02% |
385,000
+330,100
| +601% | +$17.8M |
|
|
EXAS
313
PUT
DELISTED
Exact Sciences
EXAS
| $21M | 0.02% |
242,500
+2,500
| +1% | +$213K |
|
314
Herbalife
HLF
$1.31B
| $20.9M | 0.02% |
393,583
+374,966
| +2,014% | +$21.5M |
|
315
PUT
American Express
AXP
$236B
| $20.8M | 0.02% |
190,100
+74,400
| +64% | +$7.82M |
|
316
PUT
JPMorgan Chase
JPM
$955B
| $20.7M | 0.02% |
204,900
-1,262,200
| -86% | -$130M |
|
317
CALL
United States Oil Fund
USO
$1.79B
| $20.7M | 0.02% |
207,063
-417,962
| -67% | -$38.5M |
|
|
RTN
318
CALL
DELISTED
Raytheon Company
RTN
| $20.7M | 0.02% |
113,400
+65,200
| +135% | +$11.4M |
|
319
CALL
Kohl's
KSS
$2.23B
| $20.6M | 0.02% |
299,600
-90,300
| -23% | -$6.13M |
|
320
CALL
HP
HPQ
$26.1B
| $20.2M | 0.02% |
1,038,900
+693,400
| +201% | +$14.7M |
|
321
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.7B
| $19.9M | 0.02% |
76,700
-68,200
| -47% | -$17.2M |
|
322
Constellation Brands
STZ
$22.3B
| $19.7M | 0.02% |
112,606
+109,643
| +3,700% | +$18.5M |
|
323
Coca-Cola
KO
$374B
| $19.7M | 0.02% |
420,726
-123,513
| -23% | -$5.78M |
|
324
PUT
Mondelez International
MDLZ
$79.9B
| $19.6M | 0.02% |
392,400
-430,300
| -52% | -$19.7M |
|
|
MLNX
325
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $19.6M | 0.02% |
+165,200
| New | +$16.6M |
|
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HF
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.