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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+14.92%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$87.8B
AUM Growth
+$12.1B
Cap. Flow
-$1.54B
Cap. Flow %
-1.76%
Top 10 Hldgs %
59.77%
Holding
4,683
New
797
Increased
802
Reduced
1,081
Closed
926

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$628M
2
MSFT icon
Microsoft
MSFT
+$125M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$85.8M
4
EFA icon
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
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$243M
2
C icon
Citigroup
C
+$185M
3
META icon
Meta Platforms (Facebook)
META
+$161M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
BAC icon
Bank of America
BAC
+$137M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.91%
2 Technology 0.76%
3 Communication Services 0.52%
4 Consumer Discretionary 0.51%
5 Financials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMGN icon
276
PUT
Amgen
AMGN
$212B
$24.2M 0.03%
127,500
-85,900
-40% -$16.4M
TWLO icon
277
PUT
Twilio
TWLO
$34.9B
$24.1M 0.03%
186,900
+2,700
+1% +$304K
ULTA icon
278
PUT
Ulta Beauty
ULTA
$23.2B
$24.1M 0.03%
69,200
+47,800
+223% +$14.5M
COTY icon
279
Coty
COTY
$2.37B
$24M 0.03%
2,091,254
+2,073,597
+11,744% +$19.6M
ATVI
280
CALL
DELISTED
Activision Blizzard
ATVI
$23.9M 0.03%
525,800
+141,000
+37% +$6.37M
DIS icon
281
CALL
Walt Disney
DIS
$180B
$23.9M 0.03%
215,000
-2,070,800
-91% -$231M
NTES icon
282
PUT
NetEase
NTES
$74.2B
$23.8M 0.03%
493,500
-432,500
-47% -$20.6M
UNH icon
283
CALL
UnitedHealth
UNH
$353B
$23.7M 0.03%
95,900
-209,200
-69% -$53.4M
EW icon
284
Edwards Lifesciences
EW
$49.7B
$23.6M 0.03%
370,647
+365,754
+7,475% +$20.9M
BHP icon
285
CALL
BHP
BHP
$234B
$23.6M 0.03%
483,039
+388,763
+412% +$17.7M
X
286
CALL
DELISTED
US Steel
X
$23.4M 0.03%
1,199,300
+1,069,600
+825% +$22.8M
SLB icon
287
CALL
SLB Ltd
SLB
$84.7B
$23.3M 0.03%
535,700
+118,200
+28% +$5.11M
YELP icon
288
CALL
Yelp
YELP
$1.11B
$23.1M 0.03%
670,000
-160,100
-19% -$5.79M
DAL icon
289
PUT
Delta Air Lines
DAL
$51.8B
$23.1M 0.03%
447,400
+185,700
+71% +$9.21M
CL icon
290
PUT
Colgate-Palmolive
CL
$70.2B
$23M 0.03%
336,100
+258,000
+330% +$16.7M
MOMO
291
PUT
Hello Group
MOMO
$685M
$23M 0.03%
601,600
+52,600
+10% +$1.68M
CSCO icon
292
Cisco
CSCO
$431B
$23M 0.03%
425,598
+275,367
+183% +$13.4M
SO icon
293
CALL
Southern Company
SO
$102B
$22.9M 0.03%
443,800
+345,200
+350% +$16.9M
PFE icon
294
Pfizer
PFE
$158B
$22.7M 0.03%
562,990
+362,068
+180% +$14.5M
PM icon
295
PUT
Philip Morris
PM
$289B
$22.6M 0.03%
255,900
+154,000
+151% +$12.4M
AMD icon
296
Advanced Micro Devices
AMD
$851B
$22.6M 0.03%
886,035
-111
-0% -$2.52K
MDLZ icon
297
CALL
Mondelez International
MDLZ
$79.7B
$22.6M 0.03%
451,700
-403,100
-47% -$18.5M
BHC icon
298
PUT
Bausch Health
BHC
$2.3B
$22.5M 0.03%
912,900
-2,822,200
-76% -$67.4M
XOM icon
299
ExxonMobil
XOM
$675B
$22.5M 0.03%
279,055
+144,967
+108% +$11.1M
GDX icon
300
PUT
VanEck Gold Miners ETF
GDX
$30.2B
$22.5M 0.03%
1,002,400
-2,359,600
-70% -$51.9M
10 11
12
13 14

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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 Miscellaneous at 97% of assets, up from 95% a quarter earlier, followed by Technology and Communication Services.

  • 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.