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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
126
PUT
Deere & Co
DE
$160B
| $64.8M | 0.07% |
405,700
-260,000
| -39% | -$41.5M |
|
127
CALL
Sempra
SRE
$57.9B
| $64.8M | 0.07% |
1,030,000
+999,200
| +3,244% | +$58.9M |
|
128
PUT
Costco
COST
$422B
| $64.6M | 0.07% |
266,700
-272,000
| -50% | -$59.5M |
|
129
CALL
Roku
ROKU
$21.5B
| $64.2M | 0.07% |
994,600
+960,000
| +2,775% | +$51.3M |
|
130
CALL
Bristol-Myers Squibb
BMY
$133B
| $64M | 0.07% |
1,340,700
+1,038,500
| +344% | +$51.7M |
|
131
Baidu
BIDU
$37.7B
| $62.5M | 0.07% |
379,339
-259,947
| -41% | -$43.5M |
|
132
PUT
Qualcomm
QCOM
$155B
| $62.5M | 0.07% |
1,095,800
+228,000
| +26% | +$12.3M |
|
133
CALL
Salesforce
CRM
$151B
| $62.1M | 0.07% |
391,800
-891,400
| -69% | -$138M |
|
|
134
Meta Platforms (Facebook)
META
$1.42T
| $61.5M | 0.07% |
369,174
-1,009,567
| -73% | -$161M |
|
135
CALL
GE Aerospace
GE
$374B
| $60.9M | 0.07% |
1,223,663
+709,937
| +138% | +$33.4M |
|
136
PUT
Dollar Tree
DLTR
$24.4B
| $60.2M | 0.07% |
573,300
+465,700
| +433% | +$45.7M |
|
137
CALL
United Parcel Service
UPS
$88.6B
| $58.8M | 0.07% |
526,500
+37,100
| +8% | +$3.93M |
|
|
138
PUT
GE Aerospace
GE
$374B
| $58.4M | 0.07% |
1,172,922
+63,320
| +6% | +$2.98M |
|
139
CALL
Western Digital
WDC
$188B
| $58.1M | 0.07% |
1,600,301
+746,172
| +87% | +$25.5M |
|
140
Micron Technology
MU
$930B
| $57.5M | 0.07% |
1,391,935
-2,949,479
| -68% | -$114M |
|
141
CALL
Lam Research
LRCX
$367B
| $56.7M | 0.06% |
3,165,000
-1,045,000
| -25% | -$17.4M |
|
142
Netflix
NFLX
$299B
| $56.4M | 0.06% |
1,581,550
-568,710
| -26% | -$19.7M |
|
143
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $56.4M | 0.06% |
1,705,000
+382,400
| +29% | +$12.3M |
|
144
CALL
Tesla
TSLA
$1.23T
| $56.1M | 0.06% |
3,007,500
-4,474,500
| -60% | -$89.8M |
|
145
Amazon
AMZN
$2.92T
| $56M | 0.06% |
629,020
+156,620
| +33% | +$13M |
|
146
PUT
AbbVie
ABBV
$443B
| $56M | 0.06% |
695,000
+436,900
| +169% | +$35.7M |
|
147
CALL
JPMorgan Chase
JPM
$935B
| $55.4M | 0.06% |
547,300
-1,356,400
| -71% | -$140M |
|
148
CALL
VF Corp
VFC
$5.63B
| $54.7M | 0.06% |
668,423
+649,626
| +3,456% | +$50.7M |
|
149
CALL
Herbalife
HLF
$1.29B
| $53.5M | 0.06% |
1,009,700
+771,400
| +324% | +$44.3M |
|
150
PUT
Yum! Brands
YUM
$41.8B
| $53.4M | 0.06% |
535,000
+331,200
| +163% | +$31.4M |
|
Similar funds
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.