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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 | |
|---|---|---|---|---|---|---|
451
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $11.3M | 0.01% |
305,200
-652,600
| -68% | -$22.3M |
|
|
UFS
452
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $11.2M | 0.01% |
+225,000
| New | +$10.7M |
|
453
PUT
UnitedHealth
UNH
$375B
| $11.1M | 0.01% |
45,000
-64,100
| -59% | -$16.3M |
|
454
PUT
Gilead Sciences
GILD
$164B
| $11.1M | 0.01% |
170,400
-189,400
| -53% | -$12.6M |
|
455
State Street SPDR S&P Biotech ETF
XBI
$9.99B
| $11M | 0.01% |
121,231
-168,995
| -58% | -$14.4M |
|
|
MDCO
456
DELISTED
Medicines Co
MDCO
| $10.9M | 0.01% |
389,293
+381,356
| +4,805% | +$8.99M |
|
457
PUT
lululemon athletica
LULU
$14B
| $10.9M | 0.01% |
66,300
-1,700
| -3% | -$248K |
|
|
AABA
458
CALL
DELISTED
Altaba Inc
AABA
| $10.9M | 0.01% |
146,600
-23,900
| -14% | -$1.65M |
|
459
PUT
Synchrony
SYF
$25.8B
| $10.8M | 0.01% |
340,000
| – | – |
|
460
PUT
Affiliated Managers Group
AMG
$9.92B
| $10.8M | 0.01% |
+100,600
| New | +$10.7M |
|
|
VIAB
461
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $10.7M | 0.01% |
382,500
-232,400
| -38% | -$6.67M |
|
462
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $10.7M | 0.01% |
188,200
+40,400
| +27% | +$2.19M |
|
463
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $10.7M | 0.01% |
367,400
-1,030,000
| -74% | -$28.6M |
|
464
D.R. Horton
DHI
$42.4B
| $10.6M | 0.01% |
256,555
+190,430
| +288% | +$7.46M |
|
465
PUT
Kraft Heinz
KHC
$30.5B
| $10.6M | 0.01% |
324,600
+52,100
| +19% | +$2.12M |
|
466
CALL
Expedia Group
EXPE
$38.4B
| $10.6M | 0.01% |
89,000
-616,600
| -87% | -$74.9M |
|
|
467
PUT
Expedia Group
EXPE
$38.4B
| $10.5M | 0.01% |
88,100
-45,100
| -34% | -$5.48M |
|
468
PUT
Banco Bradesco
BBD
$37.9B
| $10.5M | 0.01% |
1,533,312
-63,888
| -4% | -$459K |
|
469
CALL
Parker-Hannifin
PH
$126B
| $10.3M | 0.01% |
60,300
+8,400
| +16% | +$1.39M |
|
470
PUT
Axalta
AXTA
$8.15B
| $10.3M | 0.01% |
410,000
-90,000
| -18% | -$2.32M |
|
471
PUT
Honeywell
HON
$78.6B
| $10.3M | 0.01% |
68,965
-18,568
| -21% | -$2.59M |
|
472
PUT
Wynn Resorts
WYNN
$10.5B
| $10.3M | 0.01% |
86,400
+41,400
| +92% | +$4.95M |
|
|
LNW
473
DELISTED
Light & Wonder
LNW
| $10.3M | 0.01% |
502,656
+129,203
| +35% | +$3.09M |
|
474
PUT
Halliburton
HAL
$26.5B
| $10.2M | 0.01% |
348,700
-234,900
| -40% | -$7.09M |
|
475
CALL
NetEase
NTES
$82B
| $10.1M | 0.01% |
210,000
-33,500
| -14% | -$1.59M |
|
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.