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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 | |
|---|---|---|---|---|---|---|
576
PUT
Petrobras
PBR
$119B
| $7.17M | 0.01% |
450,100
-632,700
| -58% | -$10M |
|
577
CALL
Extra Space Storage
EXR
$31.6B
| $7.13M | 0.01% |
+70,000
| New | +$6.72M |
|
578
Liberty Global Class C
LBTYK
$3.58B
| $7.12M | 0.01% |
294,194
+188,791
| +179% | +$4.47M |
|
579
CALL
Belden
BDC
$5.05B
| $7.12M | 0.01% |
+132,500
| New | +$7.26M |
|
580
CALL
VanEck Gold Miners ETF
GDX
$25.6B
| $7.08M | 0.01% |
315,600
-2,064,700
| -87% | -$45.4M |
|
|
WBA
581
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $7.03M | 0.01% |
111,000
-23,400
| -17% | -$1.6M |
|
582
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $7.02M | 0.01% |
+310,000
| New | +$7M |
|
583
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.5B
| $7.02M | 0.01% |
500,823
+385,049
| +333% | +$5.64M |
|
584
PUT
Advance Auto Parts
AAP
$3.49B
| $7.01M | 0.01% |
41,100
+18,300
| +80% | +$2.96M |
|
|
SKX
585
CALL
DELISTED
Skechers
SKX
| $7M | 0.01% |
208,200
-7,800
| -4% | -$233K |
|
586
CALL
Whirlpool
WHR
$2.8B
| $6.95M | 0.01% |
52,300
-126,600
| -71% | -$16.7M |
|
587
Western Digital
WDC
$156B
| $6.91M | 0.01% |
190,103
-43,425
| -19% | -$1.49M |
|
588
CALL
Bausch Health
BHC
$2.21B
| $6.89M | 0.01% |
278,800
-2,351,200
| -89% | -$56.2M |
|
589
CALL
Domo
DOMO
$179M
| $6.86M | 0.01% |
170,000
+12,500
| +8% | +$384K |
|
590
PUT
Monolithic Power Systems
MPWR
$66.8B
| $6.84M | 0.01% |
+50,500
| New | +$6.63M |
|
591
PUT
Capital One
COF
$135B
| $6.81M | 0.01% |
83,300
-27,800
| -25% | -$2.26M |
|
592
PUT
American International
AIG
$42.4B
| $6.79M | 0.01% |
157,700
-68,500
| -30% | -$2.93M |
|
593
CALL
Accenture
ACN
$105B
| $6.78M | 0.01% |
38,500
-18,200
| -32% | -$2.86M |
|
594
CALL
Wayfair
W
$14.3B
| $6.78M | 0.01% |
45,600
-96,600
| -68% | -$12.6M |
|
|
SKX
595
PUT
DELISTED
Skechers
SKX
| $6.72M | 0.01% |
200,000
-274,000
| -58% | -$8.19M |
|
596
Zoetis
ZTS
$32.4B
| $6.69M | 0.01% |
66,492
+64,724
| +3,661% | +$5.88M |
|
|
597
PUT
Wayfair
W
$14.3B
| $6.68M | 0.01% |
45,000
+25,200
| +127% | +$3.29M |
|
598
PUT
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
| $6.67M | 0.01% |
+200,000
| New | +$6.79M |
|
599
PUT
Myriad Genetics
MYGN
$304M
| $6.64M | 0.01% |
+200,000
| New | +$6.09M |
|
|
ATVI
600
DELISTED
Activision Blizzard
ATVI
| $6.59M | 0.01% |
144,682
+32,157
| +29% | +$1.45M |
|
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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.