We are live on ! Find out more
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
KOF icon
3476
Coca-Cola Femsa
KOF
$22.9B
– –
-40
Closed -$2K
KOP icon
3477
Koppers
KOP
$871M
– –
-4,000
Closed -$94.1K
KORU icon
3478
Direxion Daily MSCI South Korea Bull 3X ETF
KORU
$1.75B
$0 ﹤0.01%
2
– –
KRO icon
3479
KRONOS Worldwide
KRO
$974M
– –
-3,966
Closed -$46K
KT icon
3480
KT
KT
$9.4B
– –
-279
Closed -$4K
KTOS icon
3481
CALL
Kratos Defense & Security Solutions
KTOS
$8.77B
– –
-28,200
Closed -$397K
KWEB icon
3482
CALL
KraneShares CSI China Internet ETF
KWEB
$4.78B
– –
-113,400
Closed -$4.25M
KWEB icon
3483
KraneShares CSI China Internet ETF
KWEB
$4.78B
$0 ﹤0.01%
2
-3,572
-100% -$157K
KWEB icon
3484
PUT
KraneShares CSI China Internet ETF
KWEB
$4.78B
– –
-40,000
Closed -$1.5M
KXI icon
3485
iShares Global Consumer Staples ETF
KXI
$1.07B
$0 ﹤0.01%
2
-1
-33% -$49
LADR
3486
Ladder Capital
LADR
$1.24B
– –
-2,780
Closed -$43K
LAMR icon
3487
Lamar Advertising Co
LAMR
$15.1B
– –
-510
Closed -$35K
LAZ icon
3488
Lazard
LAZ
$4.16B
– –
-1,754
Closed -$65K
LBRT icon
3489
CALL
Liberty Energy
LBRT
$3.6B
– –
-85,000
Closed -$1.1M
LBRT icon
3490
Liberty Energy
LBRT
$3.6B
– –
-559
Closed -$7K
LDOS icon
3491
CALL
Leidos
LDOS
$16.1B
– –
-700
Closed -$37K
LDOS icon
3492
Leidos
LDOS
$16.1B
– –
-794
Closed -$42K
LDOS icon
3493
PUT
Leidos
LDOS
$16.1B
– –
-800
Closed -$42K
LDUR icon
3494
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.34B
$0 ﹤0.01%
1
– –
LE icon
3495
Lands' End
LE
$313M
– –
-891
Closed -$13K
LEA icon
3496
Lear
LEA
$6.26B
– –
-363
Closed -$45K
LEMB icon
3497
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$727M
$0 ﹤0.01%
1
– –
LEN icon
3498
CALL
Lennar Class A
LEN
$19.5B
– –
-284,075
Closed -$10.8M
LEN icon
3499
Lennar Class A
LEN
$19.5B
– –
-24,864
Closed -$942K
LEN icon
3500
PUT
Lennar Class A
LEN
$19.5B
– –
-10,950
Closed -$415K
138 139
140
141 142

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.