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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
EBAY icon
151
PUT
eBay
EBAY
$46.1B
$52.8M 0.06%
1,422,500
-602,400
-30% -$20.9M
ADSK icon
152
PUT
Autodesk
ADSK
$43.2B
$52.7M 0.06%
338,200
-187,400
-36% -$28M
NUE icon
153
CALL
Nucor
NUE
$58.5B
$52.2M 0.06%
894,400
+99,900
+13% +$5.86M
PM icon
154
CALL
Philip Morris
PM
$289B
$51.6M 0.06%
584,200
+362,500
+164% +$29.2M
CEF icon
155
Sprott Physical Gold and Silver Trust
CEF
$7.93B
$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
CMG icon
157
PUT
Chipotle Mexican Grill
CMG
$45.6B
$51.1M 0.06%
3,600,000
+1,745,000
+94% +$20.2M
TWLO icon
158
CALL
Twilio
TWLO
$34.9B
$51M 0.06%
394,700
-33,800
-8% -$3.81M
KR icon
159
PUT
Kroger
KR
$34.6B
$50.5M 0.06%
2,052,400
+1,818,700
+778% +$49.8M
JNJ icon
160
PUT
Johnson & Johnson
JNJ
$644B
$50.2M 0.06%
358,800
-59,000
-14% -$7.9M
EWZ icon
161
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
$49.7M 0.06%
1,212,200
-1,359,500
-53% -$58.4M
XOP icon
162
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$49.4M 0.06%
402,150
-889,325
-69% -$107M
MMM icon
163
CALL
3M
MMM
$84.8B
$48.4M 0.06%
278,907
+68,052
+32% +$11.5M
LLY icon
164
CALL
Eli Lilly
LLY
$1T
$48M 0.05%
369,600
+206,800
+127% +$25.1M
PG icon
165
CALL
Procter & Gamble
PG
$331B
$47.9M 0.05%
460,200
-166,100
-27% -$16.2M
HAS icon
166
CALL
Hasbro
HAS
$12.5B
$47.8M 0.05%
562,000
+39,000
+7% +$3.4M
GWW icon
167
CALL
W.W. Grainger
GWW
$60.3B
$47.6M 0.05%
158,300
-333,300
-68% -$99.1M
ADSK icon
168
CALL
Autodesk
ADSK
$43.2B
$47.4M 0.05%
304,000
-200,400
-40% -$30M
DG icon
169
CALL
Dollar General
DG
$27.5B
$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
FDX icon
171
CALL
FedEx
FDX
$73.2B
$46.2M 0.05%
254,800
+31,900
+14% +$5.64M
BKNG icon
172
Booking.com
BKNG
$130B
$46.1M 0.05%
660,250
-417,175
-39% -$29.8M
PEP icon
173
PUT
PepsiCo
PEP
$187B
$45.8M 0.05%
373,500
-630,100
-63% -$71.8M
JD icon
174
CALL
JD.com
JD
$36.5B
$45.7M 0.05%
1,515,600
+896,800
+145% +$22.8M
USO icon
175
PUT
United States Oil Fund
USO
$1.7B
$45.6M 0.05%
455,875
-743,538
-62% -$68.5M
5 6
7
8 9

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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.