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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
+3.17%
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
$91.9B
AUM Growth
+$4.18B
Cap. Flow
+$1.31B
Cap. Flow %
1.42%
Top 10 Hldgs %
50.01%
Holding
4,327
New
558
Increased
992
Reduced
879
Closed
745

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.23B
2
QQQ icon
Invesco QQQ Trust
QQQ
+$478M
3
GLD icon
SPDR Gold Trust
GLD
+$127M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$68.2M
5
META icon
Meta Platforms (Facebook)
META
+$59.6M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$153M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$130M
3
NFLX icon
Netflix
NFLX
+$48.4M
4
GS icon
Goldman Sachs
GS
+$41.2M
5
DYNC
Vistra Energy Corp.
DYNC
+$40M

Sector Composition

Rank Sector Weight
1 Technology 0.72%
2 Communication Services 0.64%
3 Consumer Discretionary 0.54%
4 Healthcare 0.25%
5 Financials 0.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMD icon
51
PUT
Advanced Micro Devices
AMD
$700B
$221M 0.24%
7,264,900
+2,095,900
+41% +$59.8M
CSCO icon
52
CALL
Cisco
CSCO
$443B
$210M 0.23%
3,834,500
+1,390,600
+57% +$76.8M
XLF icon
53
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$205M 0.22%
7,426,100
+7,143,600
+2,529% +$193M
PYPL icon
54
CALL
PayPal
PYPL
$49.9B
$205M 0.22%
1,788,700
+89,200
+5% +$9.89M
TSLA icon
55
PUT
Tesla
TSLA
$1.18T
$201M 0.22%
13,495,500
+6,898,500
+105% +$107M
INTC icon
56
CALL
Intel
INTC
$413B
$197M 0.21%
4,109,300
-1,454,400
-26% -$72.1M
GLD icon
57
PUT
SPDR Gold Trust
GLD
$131B
$196M 0.21%
1,471,600
+1,334,900
+977% +$165M
MU icon
58
CALL
Micron Technology
MU
$835B
$191M 0.21%
4,960,700
+1,937,300
+64% +$73.8M
C icon
59
PUT
Citigroup
C
$213B
$191M 0.21%
2,727,600
-144,400
-5% -$9.66M
INTC icon
60
PUT
Intel
INTC
$413B
$185M 0.2%
3,854,200
-257,200
-6% -$12.8M
TXN icon
61
CALL
Texas Instruments
TXN
$248B
$174M 0.19%
1,518,100
+14,800
+1% +$1.66M
BAC icon
62
PUT
Bank of America
BAC
$429B
$169M 0.18%
5,841,300
-320,400
-5% -$9.24M
CRM icon
63
PUT
Salesforce
CRM
$154B
$165M 0.18%
1,089,500
+419,100
+63% +$65.7M
CMG icon
64
CALL
Chipotle Mexican Grill
CMG
$43.9B
$161M 0.18%
10,990,000
+4,225,000
+62% +$59.6M
PRKS icon
65
PUT
United Parks & Resorts
PRKS
$2.19B
$159M 0.17%
5,119,800
+4,600
+0.1% +$126K
LQD icon
66
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$155M 0.17%
1,250,000
+999,200
+398% +$120M
YUM icon
67
CALL
Yum! Brands
YUM
$41.9B
$150M 0.16%
1,358,200
+390,700
+40% +$40.6M
HD icon
68
CALL
Home Depot
HD
$337B
$150M 0.16%
719,000
+250,400
+53% +$49.9M
CAT icon
69
PUT
Caterpillar
CAT
$361B
$149M 0.16%
1,096,700
+525,300
+92% +$69.4M
KO icon
70
CALL
Coca-Cola
KO
$383B
$147M 0.16%
2,891,300
+58,300
+2% +$2.86M
XLF icon
71
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$146M 0.16%
5,274,600
+2,263,100
+75% +$61.3M
PFE icon
72
PUT
Pfizer
PFE
$143B
$138M 0.15%
3,367,530
+1,198,925
+55% +$47.6M
AVGO icon
73
PUT
Broadcom
AVGO
$1.76T
$138M 0.15%
4,802,000
+231,000
+5% +$6.73M
GLD icon
74
SPDR Gold Trust
GLD
$131B
$137M 0.15%
1,030,650
+1,030,649
+103,064,900% +$127M
HD icon
75
PUT
Home Depot
HD
$337B
$137M 0.15%
658,900
+429,100
+187% +$85.6M
1 2
3
4 5

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Parallax Volatility Advisers's Q2 2019 Portfolio in Review

As of Q2 2019, Parallax Volatility Advisers held 4,327 positions worth $91.9B, up 4.8% from $87.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Parallax Volatility Advisers's Q2 2019 filing shows 558 new, 992 increased, 879 reduced and 745 closed positions. Its largest new stake was Essential Utilities, Inc.6.00% Tangible Equity Units: 231,765 shares worth $13.2M. The largest sale was Microsoft, an estimated $153M.

By sector, the portfolio is most concentrated in Technology at 0.72% of assets, down from 0.75% a quarter earlier, followed by Communication Services and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q2 2019 buy was Essential Utilities, Inc.6.00% Tangible Equity Units: 231,765 shares worth $13.2M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q2 2019, an estimated $1.23B increase.
  • Parallax Volatility Advisers's biggest Q2 2019 reduction was Microsoft, cutting an estimated $153M.
  • Parallax Volatility Advisers fully exited Edwards Lifesciences in Q2 2019, selling an estimated $23.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 50% of its $91.9B portfolio in Q2 2019.
  • Parallax Volatility Advisers opened 558 new positions and closed 745 in Q2 2019.
  • Parallax Volatility Advisers's portfolio value rose 4.8% quarter-over-quarter to $91.9B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2019, filed 14 Aug 2019.