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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 | |
|---|---|---|---|---|---|---|
526
NetEase
NTES
$83.3B
| $8.41M | 0.01% |
174,255
+145,675
| +510% | +$6.93M |
|
527
General Motors
GM
$76.3B
| $8.34M | 0.01% |
224,720
-246,254
| -52% | -$9.35M |
|
528
CALL
Ross Stores
ROST
$81.3B
| $8.33M | 0.01% |
89,500
-30,000
| -25% | -$2.75M |
|
529
CALL
Kirby Corp
KEX
$7.11B
| $8.26M | 0.01% |
+110,000
| New | +$8.02M |
|
|
530
PUT
Kirby Corp
KEX
$7.11B
| $8.26M | 0.01% |
+110,000
| New | +$8.02M |
|
|
SPLK
531
PUT
DELISTED
Splunk Inc
SPLK
| $8.22M | 0.01% |
66,000
+20,100
| +44% | +$2.51M |
|
532
CALL
Baidu
BIDU
$36.9B
| $8.18M | 0.01% |
49,600
-55,000
| -53% | -$9.21M |
|
533
CALL
MetLife
MET
$63.9B
| $8.15M | 0.01% |
191,400
+81,700
| +74% | +$3.61M |
|
534
PUT
Baxter International
BAX
$14.1B
| $8.13M | 0.01% |
+100,000
| New | +$7.28M |
|
535
PUT
SBA Communications
SBAC
$19.4B
| $8.13M | 0.01% |
+40,700
| New | +$7.38M |
|
|
BZUN
536
Baozun
BZUN
$170M
| $8.11M | 0.01% |
195,166
+170,769
| +700% | +$5.98M |
|
537
iShares 20+ Year Treasury Bond ETF
TLT
$41.5B
| $8.07M | 0.01% |
63,850
-624,855
| -91% | -$76M |
|
538
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$313M
| $8.06M | 0.01% |
+250,000
| New | +$8.75M |
|
|
DNKN
539
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $8.05M | 0.01% |
107,200
+70,000
| +188% | +$4.9M |
|
|
SJIU
540
DELISTED
South Jersey Industries, Inc.
SJIU
| $8M | 0.01% |
+155,000
| New | +$7.74M |
|
|
CFXA
541
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $7.99M | 0.01% |
+60,000
| New | +$7.27M |
|
542
CALL
Old Dominion Freight Line
ODFL
$44.2B
| $7.94M | 0.01% |
+165,000
| New | +$7.71M |
|
543
iShares MSCI Japan ETF
EWJ
$22.6B
| $7.84M | 0.01% |
143,196
+137,412
| +2,376% | +$7.4M |
|
|
AGN
544
DELISTED
Allergan plc
AGN
| $7.78M | 0.01% |
53,142
+35,881
| +208% | +$5.2M |
|
545
PUT
CSX Corp
CSX
$94.1B
| $7.72M | 0.01% |
309,600
-489,000
| -61% | -$11.3M |
|
546
CALL
Madrigal Pharmaceuticals
MDGL
$11.8B
| $7.64M | 0.01% |
61,000
| – | – |
|
547
PUT
United Rentals
URI
$72.4B
| $7.61M | 0.01% |
66,600
+28,700
| +76% | +$3.54M |
|
548
CALL
RingCentral
RNG
$5.12B
| $7.6M | 0.01% |
70,500
+6,900
| +11% | +$678K |
|
549
PUT
TAL Education Group
TAL
$6.78B
| $7.59M | 0.01% |
210,300
+49,800
| +31% | +$1.62M |
|
|
ETFC
550
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $7.58M | 0.01% |
163,300
+162,800
| +32,560% | +$7.75M |
|
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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.