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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 | |
|---|---|---|---|---|---|---|
151
PUT
eBay
EBAY
$48.4B
| $52.8M | 0.06% |
1,422,500
-602,400
| -30% | -$20.9M |
|
152
PUT
Autodesk
ADSK
$49.8B
| $52.7M | 0.06% |
338,200
-187,400
| -36% | -$28M |
|
153
CALL
Nucor
NUE
$58.6B
| $52.2M | 0.06% |
894,400
+99,900
| +13% | +$5.86M |
|
154
CALL
Philip Morris
PM
$296B
| $51.6M | 0.06% |
584,200
+362,500
| +164% | +$29.2M |
|
155
Sprott Physical Gold and Silver Trust
CEF
$7.36B
| $51.6M | 0.06% |
4,158,543
| – | – |
|
|
CELG
156
PUT
DELISTED
Celgene Corp
CELG
| $51.4M | 0.06% |
545,100
+287,800
| +112% | +$25.2M |
|
157
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $51.1M | 0.06% |
3,600,000
+1,745,000
| +94% | +$20.2M |
|
158
CALL
Twilio
TWLO
$30.1B
| $51M | 0.06% |
394,700
-33,800
| -8% | -$3.81M |
|
159
PUT
Kroger
KR
$35.6B
| $50.5M | 0.06% |
2,052,400
+1,818,700
| +778% | +$49.8M |
|
160
PUT
Johnson & Johnson
JNJ
$610B
| $50.2M | 0.06% |
358,800
-59,000
| -14% | -$7.9M |
|
161
CALL
iShares MSCI Brazil ETF
EWZ
$9.21B
| $49.7M | 0.06% |
1,212,200
-1,359,500
| -53% | -$58.4M |
|
162
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.71B
| $49.4M | 0.06% |
402,150
-889,325
| -69% | -$107M |
|
163
CALL
3M
MMM
$91.6B
| $48.4M | 0.06% |
278,907
+68,052
| +32% | +$11.5M |
|
164
CALL
Eli Lilly
LLY
$995B
| $48M | 0.05% |
369,600
+206,800
| +127% | +$25.1M |
|
165
CALL
Procter & Gamble
PG
$339B
| $47.9M | 0.05% |
460,200
-166,100
| -27% | -$16.2M |
|
166
CALL
Hasbro
HAS
$13.2B
| $47.8M | 0.05% |
562,000
+39,000
| +7% | +$3.4M |
|
167
CALL
W.W. Grainger
GWW
$64.6B
| $47.6M | 0.05% |
158,300
-333,300
| -68% | -$99.1M |
|
|
168
CALL
Autodesk
ADSK
$49.8B
| $47.4M | 0.05% |
304,000
-200,400
| -40% | -$30M |
|
169
CALL
Dollar General
DG
$28B
| $47M | 0.05% |
394,200
+87,600
| +29% | +$10.2M |
|
|
DCUD
170
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
| $46.6M | 0.05% |
+933,179
| New | +$45.4M |
|
171
CALL
FedEx
FDX
$72.8B
| $46.2M | 0.05% |
254,800
+31,900
| +14% | +$5.64M |
|
172
Booking.com
BKNG
$149B
| $46.1M | 0.05% |
660,250
-417,175
| -39% | -$29.8M |
|
173
PUT
PepsiCo
PEP
$190B
| $45.8M | 0.05% |
373,500
-630,100
| -63% | -$71.8M |
|
174
CALL
JD.com
JD
$44.6B
| $45.7M | 0.05% |
1,515,600
+896,800
| +145% | +$22.8M |
|
175
PUT
United States Oil Fund
USO
$1.9B
| $45.6M | 0.05% |
455,875
-743,538
| -62% | -$68.5M |
|
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.