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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+14.92%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$87.8B
AUM Growth
+$12.1B
Cap. Flow
-$1.54B
Cap. Flow %
-1.76%
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 Miscellaneous 96.91%
2 Technology 0.76%
3 Communication Services 0.52%
4 Consumer Discretionary 0.51%
5 Financials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAXJ icon
2676
CALL
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.95B
– –
-2,000
Closed -$127K
AAXJ icon
2677
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.95B
$0 ﹤0.01%
1
– –
ABCB icon
2678
Ameris Bancorp
ABCB
$5.64B
– –
-717
Closed -$23K
ABEV icon
2679
Ambev
ABEV
$46.4B
– –
-3,074
Closed -$12K
ABG icon
2680
PUT
Asbury Automotive
ABG
$3.81B
– –
-40,000
Closed -$2.67M
ABM icon
2681
ABM Industries
ABM
$2.92B
– –
-95
Closed -$3K
ABR icon
2682
Arbor Realty Trust
ABR
$918M
– –
-3,440
Closed -$35K
ABUS icon
2683
CALL
Arbutus Biopharma
ABUS
$1.02B
– –
-30,000
Closed -$115K
ABUS icon
2684
Arbutus Biopharma
ABUS
$1.02B
– –
-7,966
Closed -$31K
ABUS icon
2685
PUT
Arbutus Biopharma
ABUS
$1.02B
– –
-30,000
Closed -$115K
ACAD icon
2686
CALL
Acadia Pharmaceuticals
ACAD
$4.77B
– –
-1,000
Closed -$16K
ACAD icon
2687
Acadia Pharmaceuticals
ACAD
$4.77B
– –
-16
Closed –
ACGL icon
2688
Arch Capital
ACGL
$32.8B
– –
-64
Closed -$2K
ACWI icon
2689
CALL
iShares MSCI ACWI ETF
ACWI
$33.1B
– –
-1,500,000
Closed -$96.2M
ACWI icon
2690
iShares MSCI ACWI ETF
ACWI
$33.1B
$0 ﹤0.01%
1
-1,492,557
-100% -$104M
ACWI icon
2691
PUT
iShares MSCI ACWI ETF
ACWI
$33.1B
– –
-1,500,000
Closed -$96.2M
ACWV icon
2692
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.36B
$0 ﹤0.01%
1
– –
ACWX icon
2693
iShares MSCI ACWI ex US ETF
ACWX
$12.5B
$0 ﹤0.01%
2
-1
-33% -$45
ADM icon
2694
PUT
Archer Daniels Midland
ADM
$41.7B
– –
-219,200
Closed -$8.98M
AEP icon
2695
PUT
American Electric Power
AEP
$67.9B
– –
-500
Closed -$37K
AER icon
2696
CALL
AerCap
AER
$22.2B
– –
-200
Closed -$8K
AER icon
2697
AerCap
AER
$22.2B
– –
-164,813
Closed -$7.44M
AES icon
2698
CALL
AES
AES
$10.6B
– –
-22,500
Closed -$325K
AFK icon
2699
VanEck Africa Index ETF
AFK
$107M
$0 ﹤0.01%
1
– –
AGCO icon
2700
AGCO
AGCO
$8.89B
– –
-3,116
Closed -$173K
106 107
108
109 110

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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 Miscellaneous at 97% of assets, up from 95% a quarter earlier, followed by Technology and Communication Services.

  • 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.