We are live on
!
Find out more
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
(+4.8%)
Cap. Flow
+$1.31B
Cap. Flow
% of AUM
1.42%
Top 10 Holdings %
Top 10 Hldgs %
50.01%
Holding
4,327
New
558
Increased
992
Reduced
879
Closed
745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.23B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$478M |
| 3 |
SPDR Gold Trust
GLD
|
+$127M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$68.2M |
| 5 |
Meta Platforms (Facebook)
META
|
+$59.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$153M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$130M |
| 3 |
Netflix
NFLX
|
+$48.4M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
101
PUT
VanEck Semiconductor ETF
SMH
$65B
| $101M | 0.11% |
1,841,000
+1,523,000
| +479% | +$82.9M |
|
102
CALL
Ulta Beauty
ULTA
$22.2B
| $99.5M | 0.11% |
286,800
+233,800
| +441% | +$80.8M |
|
103
Amazon
AMZN
$2.53T
| $99.1M | 0.11% |
1,046,420
+417,400
| +66% | +$38.9M |
|
104
PUT
Texas Instruments
TXN
$255B
| $98.4M | 0.11% |
857,800
+226,000
| +36% | +$25.3M |
|
105
PUT
JPMorgan Chase
JPM
$933B
| $98.3M | 0.11% |
879,700
+674,800
| +329% | +$74.4M |
|
106
CALL
Verizon
VZ
$193B
| $97.6M | 0.11% |
1,709,200
-677,600
| -28% | -$39M |
|
|
107
CALL
JPMorgan Chase
JPM
$933B
| $97.1M | 0.11% |
868,600
+321,300
| +59% | +$35.4M |
|
108
PUT
Snap
SNAP
$7.89B
| $97M | 0.11% |
6,781,400
-7,043,800
| -51% | -$86.1M |
|
109
CALL
Citigroup
C
$222B
| $96.5M | 0.1% |
1,377,400
-1,008,200
| -42% | -$67.5M |
|
110
iShares MSCI EAFE ETF
EFA
$78.5B
| $95.9M | 0.1% |
1,459,302
-539,661
| -27% | -$35.3M |
|
111
CALL
AT&T
T
$159B
| $94.6M | 0.1% |
3,739,241
-817,305
| -18% | -$19.6M |
|
112
PUT
Oracle
ORCL
$367B
| $94.4M | 0.1% |
1,657,800
-39,900
| -2% | -$2.16M |
|
113
CALL
Lam Research
LRCX
$372B
| $93.5M | 0.1% |
4,979,000
+1,814,000
| +57% | +$34.4M |
|
114
PUT
Workday
WDAY
$39B
| $92.9M | 0.1% |
451,800
+105,800
| +31% | +$21.4M |
|
|
115
CALL
Goldman Sachs
GS
$302B
| $92.4M | 0.1% |
451,700
+85,200
| +23% | +$16.9M |
|
116
PUT
Baidu
BIDU
$36.5B
| $92M | 0.1% |
783,900
-59,700
| -7% | -$8.5M |
|
117
CALL
Dollar Tree
DLTR
$24.7B
| $91.2M | 0.1% |
849,200
+61,200
| +8% | +$6.44M |
|
|
118
CALL
Baidu
BIDU
$36.5B
| $91.2M | 0.1% |
776,700
+727,100
| +1,466% | +$104M |
|
|
119
Alphabet (Google) Class A
GOOGL
$4.08T
| $90.2M | 0.1% |
1,665,780
+1,178,800
| +242% | +$68.2M |
|
|
TWTR
120
PUT
DELISTED
Twitter, Inc.
TWTR
| $88.9M | 0.1% |
2,547,500
+426,000
| +20% | +$15.6M |
|
121
PUT
Morgan Stanley
MS
$330B
| $86.4M | 0.09% |
1,971,300
-489,600
| -20% | -$21.8M |
|
122
PUT
Electronic Arts
EA
$52.9B
| $85.9M | 0.09% |
848,500
+407,200
| +92% | +$38.8M |
|
123
PUT
Yum! Brands
YUM
$43.3B
| $82.7M | 0.09% |
747,000
+212,000
| +40% | +$22M |
|
124
Micron Technology
MU
$988B
| $82.1M | 0.09% |
2,127,794
+735,859
| +53% | +$28M |
|
125
PUT
Palo Alto Networks
PANW
$265B
| $79.7M | 0.09% |
2,347,200
+1,438,800
| +158% | +$53.8M |
|
Similar funds
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.