We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
651
CME Group
CME
$95B
| $5.69M | 0.01% |
34,594
+3,094
| +10% | +$547K |
|
652
CALL
BP
BP
$109B
| $5.68M | 0.01% |
132,192
-128,641
| -49% | -$5.27M |
|
653
CALL
DaVita
DVA
$11.5B
| $5.66M | 0.01% |
104,300
+29,000
| +39% | +$1.6M |
|
654
PUT
XPO
XPO
$23B
| $5.64M | 0.01% |
+303,596
| New | +$5.83M |
|
655
CALL
Agnico Eagle Mines
AEM
$85B
| $5.64M | 0.01% |
+129,600
| New | +$5.48M |
|
656
CALL
Capital One
COF
$135B
| $5.64M | 0.01% |
69,000
-127,900
| -65% | -$10.4M |
|
657
Nike
NKE
$62.3B
| $5.63M | 0.01% |
66,805
-63,299
| -49% | -$5.22M |
|
658
Myriad Genetics
MYGN
$304M
| $5.61M | 0.01% |
+169,091
| New | +$5.15M |
|
659
PUT
Lumentum
LITE
$65.2B
| $5.61M | 0.01% |
99,200
+93,400
| +1,610% | +$4.48M |
|
660
CALL
iShares MSCI Japan ETF
EWJ
$22.5B
| $5.59M | 0.01% |
102,200
-1,613,500
| -94% | -$86.9M |
|
|
MDR
661
CALL
DELISTED
McDermott International
MDR
| $5.58M | 0.01% |
750,000
+250,000
| +50% | +$2.06M |
|
662
CALL
Signet Jewelers
SIG
$3.65B
| $5.58M | 0.01% |
205,400
-399,600
| -66% | -$11M |
|
663
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $5.57M | 0.01% |
108,500
-2,536,000
| -96% | -$135M |
|
|
664
PUT
DaVita
DVA
$11.5B
| $5.55M | 0.01% |
102,200
+67,800
| +197% | +$3.75M |
|
|
ENDP
665
CALL
DELISTED
Endo International plc
ENDP
| $5.54M | 0.01% |
690,000
| – | – |
|
666
United Parcel Service
UPS
$87.7B
| $5.52M | 0.01% |
49,395
+32,745
| +197% | +$3.47M |
|
667
CALL
Federal Realty Investment Trust
FRT
$10.2B
| $5.51M | 0.01% |
+40,000
| New | +$5.24M |
|
668
PUT
NXP Semiconductors
NXPI
$58.4B
| $5.51M | 0.01% |
62,300
-900
| -1% | -$79.1K |
|
669
PUT
Post Holdings
POST
$4.09B
| $5.47M | 0.01% |
+76,400
| New | +$5.01M |
|
670
PUT
Ralph Lauren
RL
$23.6B
| $5.44M | 0.01% |
41,900
+27,200
| +185% | +$3.24M |
|
671
PUT
Papa John's
PZZA
$811M
| $5.44M | 0.01% |
102,700
+4,400
| +4% | +$194K |
|
|
CRC
672
PUT
DELISTED
California Resources Corporation
CRC
| $5.38M | 0.01% |
209,300
-185,700
| -47% | -$4.02M |
|
|
CONN
673
PUT
DELISTED
Conn's Inc.
CONN
| $5.36M | 0.01% |
+234,600
| New | +$5.06M |
|
|
LSI
674
PUT
DELISTED
Life Storage, Inc.
LSI
| $5.36M | 0.01% |
82,650
-358,350
| -81% | -$23M |
|
675
CALL
Dick's Sporting Goods
DKS
$17.8B
| $5.33M | 0.01% |
144,800
-125,500
| -46% | -$4.47M |
|
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.