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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
GOOG icon
26
PUT
Alphabet (Google) Class C
GOOG
$4.33T
$359M 0.41%
6,112,000
+1,908,000
+45% +$107M
HYG icon
27
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$343M 0.39%
3,966,200
-840,900
-17% -$71.4M
NFLX icon
28
PUT
Netflix
NFLX
$298B
$340M 0.39%
9,544,000
-1,659,000
-15% -$57.5M
NFLX icon
29
CALL
Netflix
NFLX
$298B
$336M 0.38%
9,420,000
-5,906,000
-39% -$205M
INTC icon
30
CALL
Intel
INTC
$464B
$299M 0.34%
5,563,700
-925,700
-14% -$47M
MU icon
31
PUT
Micron Technology
MU
$952B
$272M 0.31%
6,591,300
-3,248,300
-33% -$125M
BKNG icon
32
PUT
Booking.com
BKNG
$151B
$268M 0.3%
3,835,000
+285,000
+8% +$20.3M
AMZN icon
33
CALL
Amazon
AMZN
$2.9T
$248M 0.28%
2,784,000
-2,276,000
-45% -$189M
TLT icon
34
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.9B
$241M 0.27%
1,903,600
-2,731,900
-59% -$332M
BA icon
35
CALL
Boeing
BA
$170B
$236M 0.27%
619,100
+169,700
+38% +$65.3M
INTC icon
36
PUT
Intel
INTC
$464B
$221M 0.25%
4,111,400
-3,697,700
-47% -$188M
GOOGL icon
37
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
$218M 0.25%
3,698,000
+2,840,000
+331% +$160M
IBM icon
38
CALL
IBM
IBM
$208B
$211M 0.24%
1,564,502
-503,858
-24% -$64.2M
GLD icon
39
CALL
SPDR Gold Trust
GLD
$131B
$205M 0.23%
1,682,300
-3,629,100
-68% -$447M
NVDA icon
40
PUT
NVIDIA
NVDA
$4.82T
$202M 0.23%
44,932,000
-6,328,000
-12% -$24.6M
GOOGL icon
41
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
$201M 0.23%
+3,422,000
New +$193M
WFC icon
42
CALL
Wells Fargo
WFC
$261B
$201M 0.23%
4,150,000
+1,683,200
+68% +$82.8M
MSFT icon
43
Microsoft
MSFT
$3.43T
$199M 0.23%
1,691,473
+1,147,756
+211% +$125M
EWZ icon
44
PUT
iShares MSCI Brazil ETF
EWZ
$9.27B
$195M 0.22%
4,758,300
-181,300
-4% -$7.79M
TLT icon
45
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.9B
$193M 0.22%
1,525,100
-1,301,400
-46% -$158M
BAC icon
46
CALL
Bank of America
BAC
$436B
$182M 0.21%
6,606,200
+3,411,600
+107% +$96.4M
C icon
47
PUT
Citigroup
C
$223B
$179M 0.2%
2,872,000
-2,325,200
-45% -$144M
PYPL icon
48
CALL
PayPal
PYPL
$48.9B
$176M 0.2%
1,699,500
-1,234,600
-42% -$117M
ADBE icon
49
PUT
Adobe
ADBE
$99B
$176M 0.2%
660,100
+179,000
+37% +$45.1M
PYPL icon
50
PUT
PayPal
PYPL
$48.9B
$175M 0.2%
1,687,700
-255,100
-13% -$24.1M
1
2
3 4 5

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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.