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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $25.9B | 29.47% |
91,545,400
+31,189,600
| +52% | +$8.47B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $9B | 10.25% |
31,858,900
+1,563,400
| +5% | +$425M |
|
|
3
CALL
Invesco QQQ Trust
QQQ
$445B
| $4.74B | 5.4% |
26,383,200
+16,944,000
| +180% | +$2.88B |
|
|
4
PUT
Invesco QQQ Trust
QQQ
$445B
| $4.66B | 5.31% |
25,952,000
+6,079,100
| +31% | +$1.03B |
|
5
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.11B | 2.41% |
13,814,500
-1,822,200
| -12% | -$274M |
|
|
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.76B | 2.01% |
41,109,900
+5,460,100
| +15% | +$230M |
|
7
PUT
Apple
AAPL
$4.99T
| $1.33B | 1.52% |
28,072,400
-10,139,200
| -27% | -$430M |
|
|
8
CALL
Apple
AAPL
$4.99T
| $1.03B | 1.17% |
21,615,600
-6,642,000
| -24% | -$282M |
|
9
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $980M | 1.12% |
22,126,300
+5,122,300
| +30% | +$219M |
|
|
10
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $972M | 1.11% |
3,439,915
+315,686
| +10% | +$85.8M |
|
|
11
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $891M | 1.01% |
13,730,300
+3,506,900
| +34% | +$221M |
|
|
12
PUT
Microsoft
MSFT
$2.92T
| $803M | 0.91% |
6,805,100
-1,554,800
| -19% | -$170M |
|
|
13
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $776M | 0.88% |
17,537,700
+5,816,400
| +50% | +$248M |
|
|
14
Invesco QQQ Trust
QQQ
$445B
| $748M | 0.85% |
4,165,587
+3,699,029
| +793% | +$628M |
|
|
15
PUT
Meta Platforms (Facebook)
META
$1.51T
| $748M | 0.85% |
4,487,500
-3,965,900
| -47% | -$631M |
|
|
16
CALL
Meta Platforms (Facebook)
META
$1.51T
| $743M | 0.85% |
4,456,700
-2,802,500
| -39% | -$446M |
|
17
PUT
Amazon
AMZN
$2.48T
| $647M | 0.74% |
7,266,000
+3,240,000
| +80% | +$270M |
|
|
18
CALL
Microsoft
MSFT
$2.92T
| $553M | 0.63% |
4,690,700
-2,892,000
| -38% | -$316M |
|
|
19
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $533M | 0.61% |
12,428,100
+4,614,600
| +59% | +$194M |
|
20
PUT
Alibaba
BABA
$276B
| $519M | 0.59% |
2,844,400
-428,100
| -13% | -$72M |
|
|
21
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $508M | 0.58% |
3,315,500
-1,280,000
| -28% | -$192M |
|
22
PUT
IBM
IBM
$214B
| $420M | 0.48% |
3,113,628
+1,372,561
| +79% | +$175M |
|
23
CALL
Alphabet (Google) Class C
GOOG
$4.07T
| $416M | 0.47% |
7,098,000
-1,716,000
| -19% | -$96.3M |
|
24
CALL
Booking.com
BKNG
$154B
| $367M | 0.42% |
5,265,000
+2,052,500
| +64% | +$146M |
|
|
25
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
| $361M | 0.41% |
5,571,300
+4,207,800
| +309% | +$265M |
|
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.