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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
351
PUT
VanEck Semiconductor ETF
SMH
$72.5B
| $16.9M | 0.02% |
318,000
-160,600
| -34% | -$7.96M |
|
352
CALL
Dycom Industries
DY
$12.3B
| $16.8M | 0.02% |
365,800
+150,400
| +70% | +$8.23M |
|
353
PUT
SPDR Gold Trust
GLD
$138B
| $16.7M | 0.02% |
136,700
-186,000
| -58% | -$22.9M |
|
|
JWN
354
CALL
DELISTED
Nordstrom
JWN
| $16.6M | 0.02% |
373,600
+330,400
| +765% | +$15.1M |
|
|
XLNX
355
CALL
DELISTED
Xilinx Inc
XLNX
| $16.5M | 0.02% |
130,400
-133,000
| -50% | -$14.9M |
|
356
PUT
Mastercard
MA
$498B
| $16.5M | 0.02% |
70,100
-173,900
| -71% | -$37.4M |
|
357
Weibo
WB
$1.94B
| $16.1M | 0.02% |
259,599
-70,644
| -21% | -$4.38M |
|
358
PUT
Dropbox
DBX
$8.07B
| $16M | 0.02% |
733,700
+583,700
| +389% | +$13.6M |
|
359
CALL
Advance Auto Parts
AAP
$3.52B
| $16M | 0.02% |
93,700
+61,400
| +190% | +$9.91M |
|
|
DHR.PRA
360
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
| $15.8M | 0.02% |
+15,035
| New | +$15.5M |
|
361
Kroger
KR
$34.8B
| $15.8M | 0.02% |
642,093
+556,930
| +654% | +$15.3M |
|
362
PepsiCo
PEP
$188B
| $15.5M | 0.02% |
126,430
-75,139
| -37% | -$8.56M |
|
363
PUT
Newmont
NEM
$111B
| $15.4M | 0.02% |
431,700
-526,000
| -55% | -$17.8M |
|
364
CALL
ConocoPhillips
COP
$142B
| $15.4M | 0.02% |
231,300
-137,700
| -37% | -$9.26M |
|
365
AT&T
T
$161B
| $15.4M | 0.02% |
651,105
+408,467
| +168% | +$9.4M |
|
366
CALL
CSX Corp
CSX
$94.4B
| $15.3M | 0.02% |
615,300
-1,269,900
| -67% | -$29.4M |
|
|
BNY
367
CALL
Bank of New York Mellon
BNY
$108B
| $15.2M | 0.02% |
301,400
-8,500
| -3% | -$438K |
|
368
Stanley Black & Decker
SWK
$15.5B
| $15.2M | 0.02% |
111,559
+111,359
| +55,680% | +$14.5M |
|
369
CALL
Citizens Financial Group
CFG
$30.7B
| $15.1M | 0.02% |
+466,000
| New | +$16.1M |
|
370
Estee Lauder
EL
$31.6B
| $15.1M | 0.02% |
91,159
+88,745
| +3,676% | +$13M |
|
371
CALL
Delta Air Lines
DAL
$60.9B
| $15M | 0.02% |
289,800
+21,600
| +8% | +$1.07M |
|
372
CALL
Occidental Petroleum
OXY
$56B
| $14.8M | 0.02% |
223,900
+23,700
| +12% | +$1.56M |
|
373
PUT
iShares Biotechnology ETF
IBB
$9.51B
| $14.8M | 0.02% |
132,400
+82,100
| +163% | +$9M |
|
374
CALL
Applied Materials
AMAT
$425B
| $14.7M | 0.02% |
370,800
-632,100
| -63% | -$24M |
|
375
PUT
Visa
V
$685B
| $14.7M | 0.02% |
94,100
-704,600
| -88% | -$102M |
|
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.