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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
+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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$782B
| $20.7B | 22.55% |
70,754,800
-20,790,600
| -23% | -$5.99B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$782B
| $6.29B | 6.84% |
21,471,800
-10,387,100
| -33% | -$2.99B |
|
|
3
CALL
Invesco QQQ Trust
QQQ
$445B
| $4.24B | 4.61% |
22,696,400
-3,686,800
| -14% | -$679M |
|
|
4
PUT
Invesco QQQ Trust
QQQ
$445B
| $3.24B | 3.52% |
17,341,500
-8,610,500
| -33% | -$1.58B |
|
5
PUT
iShares MSCI EAFE ETF
EFA
$76.7B
| $2.57B | 2.79% |
39,089,500
+25,359,200
| +185% | +$1.66B |
|
|
6
State Street SPDR S&P 500 ETF Trust
SPY
$782B
| $2.26B | 2.46% |
7,710,166
+4,270,251
| +124% | +$1.23B |
|
|
7
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.12B | 2.3% |
13,612,600
-201,900
| -1% | -$31.1M |
|
8
PUT
Apple
AAPL
$5T
| $1.72B | 1.87% |
34,761,600
+6,689,200
| +24% | +$326M |
|
9
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $1.46B | 1.59% |
34,250,600
+12,124,300
| +55% | +$518M |
|
|
10
PUT
Meta Platforms (Facebook)
META
$1.5T
| $1.35B | 1.47% |
6,990,600
+2,503,100
| +56% | +$457M |
|
|
11
Invesco QQQ Trust
QQQ
$445B
| $1.26B | 1.37% |
6,764,265
+2,598,678
| +62% | +$478M |
|
|
12
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $1.23B | 1.34% |
7,900,700
+4,585,200
| +138% | +$707M |
|
|
13
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $1.12B | 1.22% |
26,157,100
+8,619,400
| +49% | +$368M |
|
|
14
PUT
Microsoft
MSFT
$2.9T
| $1.08B | 1.17% |
8,051,600
+1,246,500
| +18% | +$158M |
|
|
15
CALL
Meta Platforms (Facebook)
META
$1.5T
| $1.03B | 1.12% |
5,311,800
+855,100
| +19% | +$156M |
|
16
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.8B
| $1B | 1.09% |
23,369,300
-17,740,600
| -43% | -$753M |
|
|
17
CALL
Apple
AAPL
$5T
| $974M | 1.06% |
19,684,000
-1,931,600
| -9% | -$94.1M |
|
|
18
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.8B
| $905M | 0.98% |
21,101,500
+8,673,400
| +70% | +$368M |
|
19
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $859M | 0.93% |
9,855,200
+5,889,000
| +148% | +$508M |
|
20
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
| $779M | 0.85% |
+7,150,000
| New | +$771M |
|
21
CALL
Amazon
AMZN
$2.47T
| $770M | 0.84% |
8,132,000
+5,348,000
| +192% | +$498M |
|
|
22
CALL
Microsoft
MSFT
$2.9T
| $752M | 0.82% |
5,616,800
+926,100
| +20% | +$118M |
|
|
23
PUT
Amazon
AMZN
$2.47T
| $724M | 0.79% |
7,642,000
+376,000
| +5% | +$35M |
|
|
24
CALL
iShares MSCI EAFE ETF
EFA
$76.7B
| $574M | 0.62% |
8,738,400
+3,167,100
| +57% | +$207M |
|
25
CALL
Alibaba
BABA
$274B
| $521M | 0.57% |
3,072,400
+2,212,600
| +257% | +$382M |
|
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.