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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
HLF icon
201
PUT
Herbalife
HLF
$1.31B
$39.3M 0.04%
741,300
+610,100
+465% +$35M
BZUN
202
PUT
Baozun
BZUN
$173M
$39M 0.04%
939,100
+204,900
+28% +$7.17M
ROKU icon
203
PUT
Roku
ROKU
$21.7B
$38.8M 0.04%
601,600
-180,500
-23% -$9.65M
BABA icon
204
Alibaba
BABA
$306B
$38.8M 0.04%
212,554
-546,968
-72% -$92M
ONB icon
205
CALL
Old National Bancorp
ONB
$10.3B
$38.7M 0.04%
2,358,000
+1,408,000
+148% +$23.5M
EA icon
206
CALL
Electronic Arts
EA
$53B
$38.4M 0.04%
378,100
+9,300
+3% +$882K
NKE icon
207
CALL
Nike
NKE
$62.9B
$38.4M 0.04%
456,200
+121,600
+36% +$10M
CVS icon
208
PUT
CVS Health
CVS
$134B
$38.2M 0.04%
708,600
+515,800
+268% +$31.8M
IEF icon
209
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$38.2M 0.04%
358,039
+100,171
+39% +$10.5M
SBUX icon
210
CALL
Starbucks
SBUX
$119B
$38M 0.04%
510,500
-2,252,800
-82% -$155M
TSLA icon
211
Tesla
TSLA
$1.27T
$37.3M 0.04%
1,999,725
+1,858,080
+1,312% +$37.3M
MO icon
212
CALL
Altria Group
MO
$114B
$37.1M 0.04%
646,200
+255,400
+65% +$13.1M
LW icon
213
PUT
Lamb Weston
LW
$7.27B
$37.1M 0.04%
+495,000
New +$35M
PANW icon
214
PUT
Palo Alto Networks
PANW
$280B
$36.8M 0.04%
908,400
+148,200
+19% +$5.5M
VFC icon
215
PUT
VF Corp
VFC
$5.88B
$36.7M 0.04%
448,801
+426,180
+1,884% +$33.2M
YELP icon
216
PUT
Yelp
YELP
$1.47B
$36.3M 0.04%
1,052,200
-381,300
-27% -$13.8M
CL icon
217
CALL
Colgate-Palmolive
CL
$72.4B
$36.1M 0.04%
527,400
+236,900
+82% +$15.3M
FL
218
PUT
DELISTED
Foot Locker
FL
$35.8M 0.04%
591,600
+454,800
+332% +$26.5M
EEM icon
219
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$35.8M 0.04%
834,748
-5,774,869
-87% -$243M
CVS icon
220
CVS Health
CVS
$134B
$34.8M 0.04%
644,845
+593,691
+1,161% +$36.6M
TCOM icon
221
PUT
Trip.com Group
TCOM
$29.8B
$34.5M 0.04%
790,000
+617,700
+359% +$21.7M
VZ icon
222
Verizon
VZ
$198B
$34.4M 0.04%
582,154
+304,849
+110% +$17.3M
LW icon
223
CALL
Lamb Weston
LW
$7.27B
$33.7M 0.04%
+450,000
New +$31.9M
C icon
224
Citigroup
C
$222B
$33.6M 0.04%
539,897
-2,971,776
-85% -$185M
WB icon
225
PUT
Weibo
WB
$2.01B
$33.2M 0.04%
535,800
-624,200
-54% -$38.7M
7 8
9
10 11

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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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.