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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 | |
|---|---|---|---|---|---|---|
|
CHK
1101
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $1.5M | ﹤0.01% |
2,416
-1,400
| -37% | -$784K |
|
1102
CALL
Liberty Global Class A
LBTYA
$3.6B
| $1.5M | ﹤0.01% |
60,000
-65,000
| -52% | -$1.59M |
|
|
DERM
1103
DELISTED
Dermira, Inc.
DERM
| $1.49M | ﹤0.01% |
109,828
+107,138
| +3,983% | +$893K |
|
1104
CALL
Huntington Bancshares
HBAN
$35.5B
| $1.49M | ﹤0.01% |
117,200
+27,200
| +30% | +$366K |
|
|
HMSY
1105
CALL
DELISTED
HMS Holdings Corp.
HMSY
| $1.48M | ﹤0.01% |
+50,000
| New | +$1.54M |
|
1106
PUT
Aramark
ARMK
$14.7B
| $1.48M | ﹤0.01% |
+69,250
| New | +$1.55M |
|
1107
PUT
W.W. Grainger
GWW
$60.2B
| $1.47M | ﹤0.01% |
+4,900
| New | +$1.46M |
|
1108
Transocean
RIG
$5.82B
| $1.47M | ﹤0.01% |
169,129
+125,855
| +291% | +$1.08M |
|
1109
CALL
Boot Barn
BOOT
$4.95B
| $1.47M | ﹤0.01% |
50,000
| – | – |
|
|
RTN
1110
DELISTED
Raytheon Company
RTN
| $1.47M | ﹤0.01% |
8,076
-21,562
| -73% | -$3.76M |
|
1111
TD Synnex
SNX
$20.2B
| $1.47M | ﹤0.01% |
30,778
+30,606
| +17,794% | +$1.45M |
|
|
MDSO
1112
CALL
DELISTED
Medidata Solutions, Inc.
MDSO
| $1.47M | ﹤0.01% |
+20,000
| New | +$1.44M |
|
1113
CALL
Omnicom Group
OMC
$23.4B
| $1.46M | ﹤0.01% |
+20,000
| New | +$1.5M |
|
1114
PUT
Alcoa
AA
$13.2B
| $1.45M | ﹤0.01% |
51,600
+48,000
| +1,333% | +$1.37M |
|
|
AVLR
1115
CALL
DELISTED
Avalara, Inc.
AVLR
| $1.45M | ﹤0.01% |
+26,000
| New | +$1.21M |
|
1116
PUT
Ovintiv
OVV
$16.4B
| $1.45M | ﹤0.01% |
40,000
-3,000
| -7% | -$103K |
|
1117
CSX Corp
CSX
$93.1B
| $1.44M | ﹤0.01% |
57,801
+56,220
| +3,556% | +$1.3M |
|
1118
PUT
Emerson Electric
EMR
$88.3B
| $1.44M | ﹤0.01% |
21,000
+3,700
| +21% | +$243K |
|
1119
BlackBerry
BB
$5.26B
| $1.44M | ﹤0.01% |
142,247
+130,541
| +1,115% | +$1.1M |
|
1120
CALL
Gates Industrial Corporation Ltd.
GTES
$7.15B
| $1.43M | ﹤0.01% |
+100,000
| New | +$1.51M |
|
1121
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $1.43M | ﹤0.01% |
25,000
-473,200
| -95% | -$25.7M |
|
1122
CALL
Eaton
ETN
$174B
| $1.42M | ﹤0.01% |
17,600
-73,400
| -81% | -$5.6M |
|
1123
PUT
Tractor Supply
TSCO
$18.1B
| $1.42M | ﹤0.01% |
72,500
+50,500
| +230% | +$918K |
|
|
TRUE
1124
CALL
DELISTED
TrueCar
TRUE
| $1.41M | ﹤0.01% |
212,500
| – | – |
|
|
AMRN
1125
Amarin Corp
AMRN
$303M
| $1.4M | ﹤0.01% |
3,367
+2,020
| +150% | +$729K |
|
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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.