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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
(+16%)
Cap. Flow
+$1.24B
Cap. Flow
% of AUM
1.41%
Top 10 Holdings %
Top 10 Hldgs %
59.77%
Holding
4,683
New
797
Increased
802
Reduced
1,081
Closed
926
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$628M |
| 2 |
Microsoft
MSFT
|
+$125M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.8M |
| 4 |
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 |
iShares MSCI Emerging Markets ETF
EEM
|
+$243M |
| 2 |
Citigroup
C
|
+$185M |
| 3 |
Meta Platforms (Facebook)
META
|
+$161M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
51
PUT
Bank of America
BAC
$435B
| $170M | 0.19% |
6,161,700
-5,676,000
| -48% | -$160M |
|
52
PUT
Wells Fargo
WFC
$261B
| $169M | 0.19% |
3,502,700
-2,238,600
| -39% | -$110M |
|
53
CALL
Adobe
ADBE
$99.5B
| $160M | 0.18% |
598,700
-340,900
| -36% | -$85.9M |
|
54
CALL
Texas Instruments
TXN
$252B
| $159M | 0.18% |
1,503,300
+213,400
| +17% | +$22.1M |
|
55
CALL
Alibaba
BABA
$293B
| $157M | 0.18% |
859,800
-1,142,200
| -57% | -$192M |
|
56
CALL
NVIDIA
NVDA
$4.86T
| $157M | 0.18% |
34,912,000
-1,756,000
| -5% | -$6.81M |
|
57
PUT
Snap
SNAP
$7.89B
| $152M | 0.17% |
13,825,200
+2,324,700
| +20% | +$19.8M |
|
|
58
CALL
Citigroup
C
$222B
| $148M | 0.17% |
2,385,600
-81,200
| -3% | -$5.04M |
|
59
PUT
Boeing
BA
$171B
| $144M | 0.16% |
378,400
-60,900
| -14% | -$23.4M |
|
60
CALL
Qualcomm
QCOM
$155B
| $144M | 0.16% |
2,524,900
-678,300
| -21% | -$36.6M |
|
61
CALL
Verizon
VZ
$195B
| $141M | 0.16% |
2,386,800
-1,683,900
| -41% | -$95.4M |
|
62
iShares Russell 2000 ETF
IWM
$79.8B
| $141M | 0.16% |
919,818
+174,107
| +23% | +$26.2M |
|
63
PUT
Baidu
BIDU
$37.7B
| $139M | 0.16% |
843,600
-148,000
| -15% | -$24.8M |
|
64
CALL
Broadcom
AVGO
$1.85T
| $138M | 0.16% |
4,582,000
-1,518,000
| -25% | -$41.2M |
|
|
65
PUT
Broadcom
AVGO
$1.85T
| $137M | 0.16% |
4,571,000
-1,608,000
| -26% | -$43.6M |
|
66
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $135M | 0.15% |
1,492,500
-33,200
| -2% | -$2.82M |
|
67
CALL
Coca-Cola
KO
$377B
| $133M | 0.15% |
2,833,000
+62,200
| +2% | +$2.91M |
|
68
CALL
Cisco
CSCO
$457B
| $132M | 0.15% |
2,443,900
-1,635,100
| -40% | -$79.4M |
|
69
PUT
Advanced Micro Devices
AMD
$776B
| $132M | 0.15% |
5,169,000
-5,121,300
| -50% | -$116M |
|
70
PUT
United Parks & Resorts
PRKS
$2.1B
| $132M | 0.15% |
5,115,200
+10,000
| +0.2% | +$255K |
|
71
CALL
McDonald's
MCD
$192B
| $130M | 0.15% |
684,200
-269,100
| -28% | -$48.8M |
|
|
72
iShares MSCI EAFE ETF
EFA
$78B
| $130M | 0.15% |
1,998,963
+1,285,640
| +180% | +$81M |
|
|
TIF
73
PUT
DELISTED
Tiffany & Co.
TIF
| $125M | 0.14% |
1,187,600
+788,300
| +197% | +$72.4M |
|
74
CALL
Micron Technology
MU
$930B
| $125M | 0.14% |
3,023,400
-774,800
| -20% | -$29.9M |
|
75
PUT
Tesla
TSLA
$1.23T
| $123M | 0.14% |
6,597,000
-1,354,500
| -17% | -$27.2M |
|
Similar funds
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.