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Parallax Volatility Advisers

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
Cap. Flow
+$1.24B
Cap. Flow %
1.41%
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 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
BHP icon
251
PUT
BHP
BHP
$226B
$28.3M 0.03%
580,566
-38,114
-6% -$1.74M
SMH icon
252
VanEck Semiconductor ETF
SMH
$72.2B
$27.9M 0.03%
525,000
+167,154
+47% +$8.28M
AXP icon
253
CALL
American Express
AXP
$235B
$27.9M 0.03%
255,100
+14,000
+6% +$1.47M
PG icon
254
PUT
Procter & Gamble
PG
$341B
$27.7M 0.03%
266,700
-205,100
-43% -$20M
NOW icon
255
PUT
ServiceNow
NOW
$121B
$27.7M 0.03%
562,000
+305,500
+119% +$13.4M
AZO icon
256
PUT
AutoZone
AZO
$49.9B
$27.6M 0.03%
26,900
+1,200
+5% +$1.08M
WFC icon
257
Wells Fargo
WFC
$270B
$27.5M 0.03%
569,868
-2,497,195
-81% -$123M
EBAY icon
258
CALL
eBay
EBAY
$47.3B
$27.4M 0.03%
737,100
+352,700
+92% +$12.2M
LMT icon
259
PUT
Lockheed Martin
LMT
$134B
$27.3M 0.03%
91,000
+30,300
+50% +$8.89M
ATVI
260
PUT
DELISTED
Activision Blizzard
ATVI
$27.3M 0.03%
599,300
+293,600
+96% +$13.3M
XOP icon
261
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$27.1M 0.03%
220,366
-70,336
-24% -$8.46M
DG icon
262
PUT
Dollar General
DG
$28.1B
$26.8M 0.03%
224,700
-3,700
-2% -$430K
EW icon
263
CALL
Edwards Lifesciences
EW
$51B
$26.8M 0.03%
+420,000
New +$24M
XBI icon
264
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.99B
$26.7M 0.03%
294,600
+98,000
+50% +$8.34M
AMAT icon
265
PUT
Applied Materials
AMAT
$429B
$26.5M 0.03%
668,400
-259,100
-28% -$9.84M
IYR icon
266
PUT
iShares US Real Estate ETF
IYR
$4.66B
$26.4M 0.03%
302,900
+48,500
+19% +$4.01M
DD icon
267
PUT
DuPont de Nemours
DD
$19.7B
$25.5M 0.03%
188,595
+117,082
+164% +$16.2M
CRM icon
268
Salesforce
CRM
$158B
$25.4M 0.03%
160,380
-65,097
-29% -$10.1M
STX icon
269
PUT
Seagate
STX
$198B
$25.4M 0.03%
530,200
-395,000
-43% -$17.5M
GDX icon
270
VanEck Gold Miners ETF
GDX
$25.4B
$25.4M 0.03%
1,132,222
+742,184
+190% +$16.3M
D icon
271
CALL
Dominion Energy
D
$60B
$25.4M 0.03%
330,700
+282,550
+587% +$20.6M
LBTYA icon
272
Liberty Global Class A
LBTYA
$3.59B
$25.3M 0.03%
1,016,025
+942,423
+1,280% +$23M
LMT icon
273
CALL
Lockheed Martin
LMT
$134B
$24.6M 0.03%
82,100
+5,300
+7% +$1.55M
MS icon
274
Morgan Stanley
MS
$344B
$24.4M 0.03%
578,779
-1,727,853
-75% -$72.7M
LRCX icon
275
PUT
Lam Research
LRCX
$390B
$24.3M 0.03%
1,356,000
+142,000
+12% +$2.37M
9 10
11
12 13

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HF
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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 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.