We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
326
CALL
Marathon Petroleum
MPC
$86.9B
| $19.4M | 0.02% |
324,500
-234,500
| -42% | -$14.8M |
|
327
PUT
Cheniere Energy
LNG
$53.4B
| $19.1M | 0.02% |
278,800
+145,900
| +110% | +$9.59M |
|
|
ZEN
328
CALL
DELISTED
ZENDESK INC
ZEN
| $19M | 0.02% |
224,100
+49,100
| +28% | +$3.6M |
|
329
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $18.8M | 0.02% |
648,000
+593,600
| +1,091% | +$16.5M |
|
330
PUT
Altria Group
MO
$114B
| $18.8M | 0.02% |
327,600
+267,800
| +448% | +$13.7M |
|
331
CALL
Shopify
SHOP
$187B
| $18.7M | 0.02% |
904,000
+813,000
| +893% | +$14.4M |
|
332
CALL
Archer Daniels Midland
ADM
$37.4B
| $18.6M | 0.02% |
432,000
+375,800
| +669% | +$16.1M |
|
333
PayPal
PYPL
$49.6B
| $18.6M | 0.02% |
178,937
-155,318
| -46% | -$14.7M |
|
334
CALL
Ulta Beauty
ULTA
$23.2B
| $18.5M | 0.02% |
53,000
-139,800
| -73% | -$42.3M |
|
335
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $18.4M | 0.02% |
200,900
+29,300
| +17% | +$2.64M |
|
336
CALL
Trade Desk
TTD
$8.91B
| $18.1M | 0.02% |
914,000
+813,000
| +805% | +$13.3M |
|
337
Novartis
NVS
$294B
| $18M | 0.02% |
209,490
+208,854
| +32,839% | +$16.8M |
|
|
X
338
PUT
DELISTED
US Steel
X
| $18M | 0.02% |
924,400
-26,500
| -3% | -$564K |
|
339
CALL
US Bancorp
USB
$100B
| $17.8M | 0.02% |
369,600
+22,300
| +6% | +$1.12M |
|
340
CALL
Rio Tinto
RIO
$165B
| $17.7M | 0.02% |
+300,900
| New | +$16.5M |
|
341
PUT
iShares MSCI Mexico ETF
EWW
$1.97B
| $17.6M | 0.02% |
404,300
+277,000
| +218% | +$12.2M |
|
342
PUT
Zoetis
ZTS
$31.2B
| $17.6M | 0.02% |
175,000
+172,800
| +7,855% | +$15.7M |
|
343
Costco
COST
$418B
| $17.6M | 0.02% |
72,724
-159,222
| -69% | -$34.8M |
|
344
CALL
ServiceNow
NOW
$121B
| $17.5M | 0.02% |
355,500
-67,000
| -16% | -$2.95M |
|
345
CALL
Palo Alto Networks
PANW
$296B
| $17.4M | 0.02% |
430,800
+67,800
| +19% | +$2.51M |
|
346
Home Depot
HD
$352B
| $17.3M | 0.02% |
90,112
-7,022
| -7% | -$1.29M |
|
347
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$148M
| $17.2M | 0.02% |
+9,211
| New | +$20.3M |
|
348
CALL
Qorvo
QRVO
$8.4B
| $17.1M | 0.02% |
238,000
+23,100
| +11% | +$1.53M |
|
|
WBA
349
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $17.1M | 0.02% |
269,700
-394,600
| -59% | -$26.9M |
|
350
CALL
PG&E
PCG
$37.9B
| $17.1M | 0.02% |
958,200
+365,300
| +62% | +$5.9M |
|
Similar funds
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.