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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
GIS icon
726
PUT
General Mills
GIS
$19.8B
$4.35M 0.01%
84,100
+26,500
+46% +$1.2M
ACN icon
727
PUT
Accenture
ACN
$108B
$4.35M 0.01%
24,700
-28,200
-53% -$4.43M
MAC icon
728
CALL
Macerich
MAC
$6.53B
$4.33M ﹤0.01%
100,000
+32,900
+49% +$1.45M
LRCX icon
729
Lam Research
LRCX
$395B
$4.33M ﹤0.01%
242,030
-337,260
-58% -$5.63M
MPC icon
730
PUT
Marathon Petroleum
MPC
$112B
$4.3M ﹤0.01%
71,700
-4,200
-6% -$264K
LVS icon
731
PUT
Las Vegas Sands
LVS
$28.1B
$4.29M ﹤0.01%
70,400
-64,000
-48% -$3.77M
XME icon
732
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$4.29M ﹤0.01%
144,300
-691,200
-83% -$20.5M
SIRI icon
733
SiriusXM
SIRI
$9.62B
$4.28M ﹤0.01%
75,544
+75,229
+23,882% +$4.48M
SWKS icon
734
CALL
Skyworks Solutions
SWKS
$11.5B
$4.28M ﹤0.01%
51,900
-103,800
-67% -$8.01M
OXY icon
735
PUT
Occidental Petroleum
OXY
$61.3B
$4.27M ﹤0.01%
64,500
-45,600
-41% -$3M
YUMC icon
736
CALL
Yum China
YUMC
$14.5B
$4.27M ﹤0.01%
+95,100
New +$3.75M
ENR icon
737
CALL
Energizer
ENR
$1.38B
$4.26M ﹤0.01%
94,800
-224,800
-70% -$10.4M
PEGA icon
738
CALL
Pegasystems
PEGA
$5.76B
$4.22M ﹤0.01%
130,000
– –
RIO icon
739
Rio Tinto
RIO
$169B
$4.2M ﹤0.01%
+71,410
New +$3.93M
HES
740
CALL
DELISTED
Hess
HES
$4.2M ﹤0.01%
69,800
-4,500
-6% -$248K
PI icon
741
PUT
Impinj
PI
$5.03B
$4.2M ﹤0.01%
250,400
-31,500
-11% -$524K
URI icon
742
CALL
United Rentals
URI
$64B
$4.16M ﹤0.01%
36,400
+15,100
+71% +$1.86M
CMI icon
743
PUT
Cummins
CMI
$76.4B
$4.16M ﹤0.01%
26,300
-9,400
-26% -$1.41M
APC
744
DELISTED
Anadarko Petroleum
APC
$4.15M ﹤0.01%
91,210
+84,723
+1,306% +$3.84M
CL icon
745
Colgate-Palmolive
CL
$70.2B
$4.12M ﹤0.01%
60,141
-176,753
-75% -$11.4M
PLAY icon
746
CALL
Dave & Buster's
PLAY
$285M
$4.09M ﹤0.01%
82,100
+43,900
+115% +$2.15M
SRE icon
747
Sempra
SRE
$55.6B
$4.09M ﹤0.01%
+65,048
New +$3.83M
EQIX icon
748
CALL
Equinix
EQIX
$103B
$4.08M ﹤0.01%
+9,000
New +$3.66M
LUMN icon
749
PUT
Lumen
LUMN
$7.02B
$4.06M ﹤0.01%
338,600
+92,000
+37% +$1.28M
PPL
750
CALL
PPL Corp
PPL
$26B
$4.06M ﹤0.01%
127,800
+107,500
+530% +$3.34M
28 29
30
31 32

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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.