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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
TIF
176
CALL
DELISTED
Tiffany & Co.
TIF
$45.1M 0.05%
427,000
+370,500
+656% +$34M
UPS icon
177
PUT
United Parcel Service
UPS
$90.8B
$44.9M 0.05%
401,700
+340,500
+556% +$36.1M
EA icon
178
PUT
Electronic Arts
EA
$53B
$44.8M 0.05%
441,300
+212,800
+93% +$20.2M
WMT icon
179
PUT
Walmart Inc
WMT
$881B
$44.3M 0.05%
1,363,200
-3,216,600
-70% -$104M
HD icon
180
PUT
Home Depot
HD
$339B
$44.1M 0.05%
229,800
+28,900
+14% +$5.3M
QCOM icon
181
Qualcomm
QCOM
$159B
$44M 0.05%
771,603
+510,670
+196% +$27.6M
DIS icon
182
PUT
Walt Disney
DIS
$170B
$44M 0.05%
396,300
-928,900
-70% -$104M
ALGN icon
183
PUT
Align Technology
ALGN
$12.4B
$44M 0.05%
154,700
+46,600
+43% +$11.1M
MRK icon
184
PUT
Merck
MRK
$316B
$43.7M 0.05%
550,724
-72,207
-12% -$5.4M
IBM icon
185
IBM
IBM
$213B
$43.4M 0.05%
321,897
-345,891
-52% -$44.1M
CELG
186
CALL
DELISTED
Celgene Corp
CELG
$42.3M 0.05%
448,200
-82,000
-15% -$7.17M
ADBE icon
187
Adobe
ADBE
$99.9B
$42M 0.05%
157,793
+36,339
+30% +$9.16M
MMM icon
188
PUT
3M
MMM
$91.4B
$41.8M 0.05%
240,755
+132,278
+122% +$22.3M
BIIB icon
189
CALL
Biogen
BIIB
$29.8B
$41.7M 0.05%
176,600
-71,300
-29% -$22.5M
TWTR
190
CALL
DELISTED
Twitter, Inc.
TWTR
$41.3M 0.05%
1,256,800
-229,900
-15% -$7.29M
UAL icon
191
CALL
United Airlines
UAL
$41.7B
$41.3M 0.05%
517,400
-74,200
-13% -$6.26M
KO icon
192
PUT
Coca-Cola
KO
$374B
$41.3M 0.05%
880,600
-890,900
-50% -$41.7M
MDT icon
193
CALL
Medtronic
MDT
$111B
$41.1M 0.05%
451,100
-977,100
-68% -$87.5M
TGT icon
194
CALL
Target
TGT
$67.8B
$40.8M 0.05%
507,900
-590,100
-54% -$43.1M
LQD icon
195
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$40.3M 0.05%
338,100
-200,000
-37% -$23.2M
INTC icon
196
Intel
INTC
$459B
$40.2M 0.05%
748,104
-848,901
-53% -$43.1M
DYNC
197
DELISTED
Vistra Energy Corp.
DYNC
$40.2M 0.05%
+407,420
New +$39.7M
GS icon
198
Goldman Sachs
GS
$303B
$40M 0.05%
208,254
-277,338
-57% -$53.5M
LOW icon
199
CALL
Lowe's Companies
LOW
$119B
$39.8M 0.05%
363,900
-273,400
-43% -$27.3M
MRK icon
200
Merck
MRK
$316B
$39.5M 0.05%
497,817
-650,143
-57% -$48.6M
6 7
8
9 10

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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.