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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
RTX icon
301
CALL
RTX Corp
RTX
$266B
$22.4M 0.03%
276,327
+68,168
+33% +$5.18M
ABT icon
302
CALL
Abbott
ABT
$182B
$22.4M 0.03%
280,000
-521,900
-65% -$38.8M
AIG icon
303
CALL
American International
AIG
$39.2B
$22.4M 0.03%
519,430
-335,600
-39% -$14.4M
HAL icon
304
CALL
Halliburton
HAL
$30.9B
$22.3M 0.03%
762,300
-665,800
-47% -$20.1M
CAG icon
305
Conagra Brands
CAG
$7.25B
$22.2M 0.03%
800,058
+750,972
+1,530% +$17.2M
TWTR
306
DELISTED
Twitter, Inc.
TWTR
$22M 0.03%
669,413
-546,280
-45% -$17.3M
INTU icon
307
PUT
Intuit
INTU
$85.9B
$21.9M 0.02%
83,700
+29,600
+55% +$6.84M
LOW icon
308
PUT
Lowe's Companies
LOW
$111B
$21.8M 0.02%
199,200
-428,900
-68% -$42.8M
VLO icon
309
PUT
Valero Energy
VLO
$112B
$21.5M 0.02%
253,400
+213,500
+535% +$17.6M
TJX icon
310
CALL
TJX Companies
TJX
$139B
$21.4M 0.02%
402,100
+360,300
+862% +$18M
FL
311
CALL
DELISTED
Foot Locker
FL
$21.2M 0.02%
349,400
+314,200
+893% +$18.3M
EWJ icon
312
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
$21.1M 0.02%
385,000
+330,100
+601% +$17.8M
EXAS
313
PUT
DELISTED
Exact Sciences
EXAS
$21M 0.02%
242,500
+2,500
+1% +$213K
HLF icon
314
Herbalife
HLF
$1.32B
$20.9M 0.02%
393,583
+374,966
+2,014% +$21.5M
AXP icon
315
PUT
American Express
AXP
$217B
$20.8M 0.02%
190,100
+74,400
+64% +$7.82M
JPM icon
316
PUT
JPMorgan Chase
JPM
$943B
$20.7M 0.02%
204,900
-1,262,200
-86% -$130M
USO icon
317
CALL
United States Oil Fund
USO
$1.7B
$20.7M 0.02%
207,063
-417,962
-67% -$38.5M
RTN
318
CALL
DELISTED
Raytheon Company
RTN
$20.7M 0.02%
113,400
+65,200
+135% +$11.4M
KSS icon
319
CALL
Kohl's
KSS
$1.99B
$20.6M 0.02%
299,600
-90,300
-23% -$6.13M
HPQ icon
320
CALL
HP
HPQ
$29.2B
$20.2M 0.02%
1,038,900
+693,400
+201% +$14.7M
DIA icon
321
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$19.9M 0.02%
76,700
-68,200
-47% -$17.2M
STZ icon
322
Constellation Brands
STZ
$20.8B
$19.7M 0.02%
112,606
+109,643
+3,700% +$18.5M
KO icon
323
Coca-Cola
KO
$377B
$19.7M 0.02%
420,726
-123,513
-23% -$5.78M
MDLZ icon
324
PUT
Mondelez International
MDLZ
$79.7B
$19.6M 0.02%
392,400
-430,300
-52% -$19.7M
MLNX
325
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
$19.6M 0.02%
+165,200
New +$16.6M
11 12
13
14 15

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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.