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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 | |
|---|---|---|---|---|---|---|
751
HP
HPQ
$25.8B
| $4.04M | ﹤0.01% |
207,829
+170,374
| +455% | +$3.61M |
|
|
B
752
Barrick Mining
B
$69.3B
| $4.03M | ﹤0.01% |
293,903
-626,155
| -68% | -$8.09M |
|
753
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $4.02M | ﹤0.01% |
37,700
-1,482,200
| -98% | -$155M |
|
754
Devon Energy
DVN
$47.4B
| $4.02M | ﹤0.01% |
127,417
-34,136
| -21% | -$954K |
|
755
CALL
Golar LNG
GLNG
$5.19B
| $4.01M | ﹤0.01% |
190,000
+117,500
| +162% | +$2.59M |
|
|
WBT
756
CALL
DELISTED
Welbilt, Inc.
WBT
| $4M | ﹤0.01% |
+244,500
| New | +$3.57M |
|
757
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $3.98M | ﹤0.01% |
32,400
-650,500
| -95% | -$78.3M |
|
758
PUT
Iridium Communications
IRDM
$5.12B
| $3.97M | ﹤0.01% |
+150,000
| New | +$3.23M |
|
759
PUT
Lennox International
LII
$15.1B
| $3.97M | ﹤0.01% |
+15,000
| New | +$3.59M |
|
760
iShares MSCI Brazil ETF
EWZ
$9.07B
| $3.96M | ﹤0.01% |
96,477
-267,709
| -74% | -$11.5M |
|
761
CALL
Ralph Lauren
RL
$23.6B
| $3.95M | ﹤0.01% |
30,400
-300,700
| -91% | -$35.8M |
|
762
CALL
Macy's
M
$6.61B
| $3.92M | ﹤0.01% |
163,000
-157,900
| -49% | -$3.99M |
|
|
RSX
763
CALL
DELISTED
VanEck Russia ETF
RSX
| $3.91M | ﹤0.01% |
190,000
+40,000
| +27% | +$823K |
|
|
RSX
764
PUT
DELISTED
VanEck Russia ETF
RSX
| $3.91M | ﹤0.01% |
190,000
+189,900
| +189,900% | +$3.91M |
|
765
PUT
Paycom
PAYC
$10.1B
| $3.88M | ﹤0.01% |
20,500
+19,600
| +2,178% | +$3.18M |
|
766
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $3.86M | ﹤0.01% |
75,144
-684,433
| -90% | -$36.5M |
|
767
Halliburton
HAL
$27.1B
| $3.82M | ﹤0.01% |
130,273
-151,174
| -54% | -$4.57M |
|
768
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $3.8M | ﹤0.01% |
35,500
-176,200
| -83% | -$19.1M |
|
769
Procter & Gamble
PG
$342B
| $3.78M | ﹤0.01% |
36,362
-24,184
| -40% | -$2.35M |
|
770
CALL
Sun Communities
SUI
$14.7B
| $3.73M | ﹤0.01% |
+31,500
| New | +$3.5M |
|
|
ECHO
771
CALL
DELISTED
Echo Global Logistics, Inc.
ECHO
| $3.72M | ﹤0.01% |
150,000
| – | – |
|
772
FedEx
FDX
$74.7B
| $3.71M | ﹤0.01% |
20,428
-48,056
| -70% | -$8.49M |
|
773
PUT
BOK Financial
BOKF
$8.78B
| $3.67M | ﹤0.01% |
+45,000
| New | +$3.78M |
|
774
PUT
Darden Restaurants
DRI
$24.1B
| $3.64M | ﹤0.01% |
+30,000
| New | +$3.29M |
|
775
CALL
Broadridge
BR
$18.8B
| $3.63M | ﹤0.01% |
+35,000
| New | +$3.51M |
|
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.