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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 | |
|---|---|---|---|---|---|---|
401
CALL
Ambarella
AMBA
$3.59B
| $13.3M | 0.02% |
307,500
-208,500
| -40% | -$8.25M |
|
402
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.57B
| $13.2M | 0.02% |
+460,500
| New | +$11.8M |
|
403
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $13.2M | 0.02% |
151,600
+145,200
| +2,269% | +$12M |
|
404
Dollar Tree
DLTR
$24.7B
| $13.2M | 0.02% |
125,298
+89,469
| +250% | +$8.78M |
|
405
CALL
Merck
MRK
$317B
| $13.1M | 0.02% |
165,479
-335,570
| -67% | -$25.1M |
|
406
PUT
Trade Desk
TTD
$8.91B
| $13.1M | 0.01% |
662,000
+114,000
| +21% | +$1.87M |
|
407
PUT
First Solar
FSLR
$25.4B
| $13M | 0.01% |
245,900
+64,100
| +35% | +$3.23M |
|
408
CALL
General Mills
GIS
$19.2B
| $13M | 0.01% |
250,800
+89,900
| +56% | +$4.07M |
|
409
PUT
Ionis Pharmaceuticals
IONS
$9.01B
| $13M | 0.01% |
+159,800
| New | +$10.3M |
|
410
CALL
Papa John's
PZZA
$979M
| $12.9M | 0.01% |
244,500
-42,600
| -15% | -$1.88M |
|
411
PUT
Microchip Technology
MCHP
$42.2B
| $12.9M | 0.01% |
311,600
+169,000
| +119% | +$7M |
|
|
SPLK
412
CALL
DELISTED
Splunk Inc
SPLK
| $12.9M | 0.01% |
103,300
+73,600
| +248% | +$9.19M |
|
413
CALL
Johnson & Johnson
JNJ
$621B
| $12.8M | 0.01% |
91,600
-670,300
| -88% | -$89.8M |
|
414
CALL
CME Group
CME
$95.2B
| $12.8M | 0.01% |
77,700
+60,400
| +349% | +$10.7M |
|
415
CALL
Automatic Data Processing
ADP
$107B
| $12.8M | 0.01% |
80,000
-71,500
| -47% | -$10.4M |
|
416
PUT
Best Buy
BBY
$17.8B
| $12.8M | 0.01% |
179,500
+14,700
| +9% | +$916K |
|
417
PUT
Universal Display
OLED
$3.95B
| $12.7M | 0.01% |
83,100
+8,200
| +11% | +$1.01M |
|
418
CALL
United States Natural Gas Fund
UNG
$455M
| $12.6M | 0.01% |
134,575
-159,894
| -54% | -$16M |
|
|
ABMD
419
PUT
DELISTED
Abiomed Inc
ABMD
| $12.5M | 0.01% |
+43,900
| New | +$14.6M |
|
420
CALL
Tilray
TLRY
$602M
| $12.5M | 0.01% |
19,090
+14,020
| +277% | +$10.7M |
|
421
JD.com
JD
$43.9B
| $12.4M | 0.01% |
411,741
-1,139,757
| -73% | -$29M |
|
|
SAGE
422
CALL
DELISTED
Sage Therapeutics
SAGE
| $12.4M | 0.01% |
78,000
+70,500
| +940% | +$10.2M |
|
423
Tyson Foods
TSN
$20.5B
| $12.4M | 0.01% |
178,301
+160,507
| +902% | +$9.94M |
|
424
CALL
HSBC
HSBC
$352B
| $12.4M | 0.01% |
+308,429
| New | +$12.4M |
|
425
PUT
US Bancorp
USB
$100B
| $12.3M | 0.01% |
255,900
-23,300
| -8% | -$1.17M |
|
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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.