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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
MLM icon
3551
CALL
Martin Marietta Materials
MLM
$35.7B
– –
-30,400
Closed -$5.22M
MLM icon
3552
PUT
Martin Marietta Materials
MLM
$35.7B
– –
-27,000
Closed -$4.64M
MLN icon
3553
VanEck Long Muni ETF
MLN
$664M
$0 ﹤0.01%
1
– –
MLPA icon
3554
Global X MLP ETF
MLPA
$2.41B
– –
0
– –
MLPX icon
3555
Global X MLP & Energy Infrastructure ETF
MLPX
$3.7B
– –
0
– –
MRSH
3556
PUT
Marsh
MRSH
$84.4B
– –
-45,000
Closed -$3.59M
MMTM icon
3557
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$161M
$0 ﹤0.01%
1
– –
MNA icon
3558
NYLIM Merger Arbitrage ETF
MNA
$257M
$0 ﹤0.01%
1
– –
MOAT icon
3559
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
$0 ﹤0.01%
1
-18
-95% -$814
MOO icon
3560
VanEck Agribusiness ETF
MOO
$1.13B
$0 ﹤0.01%
1
– –
MORT icon
3561
VanEck Mortgage REIT Income ETF
MORT
$358M
$0 ﹤0.01%
1
– –
MPLX icon
3562
MPLX
MPLX
$61.1B
– –
-570
Closed -$17K
MRC
3563
DELISTED
MRC Global
MRC
– –
-102
Closed -$1K
MSI icon
3564
CALL
Motorola Solutions
MSI
$76.1B
– –
-800
Closed -$93K
MT icon
3565
ArcelorMittal
MT
$58B
$0 ﹤0.01%
+9
New +$199
MTDR icon
3566
Matador Resources
MTDR
$7.51B
– –
-98
Closed -$2K
MTG icon
3567
MGIC Investment
MTG
$6.33B
– –
-4,226
Closed -$44K
MTSI icon
3568
CALL
MACOM Technology Solutions
MTSI
$21.9B
– –
-36,000
Closed -$522K
MTSI icon
3569
MACOM Technology Solutions
MTSI
$21.9B
– –
-1,706
Closed -$25K
MTUM icon
3570
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
$0 ﹤0.01%
1
– –
MUB icon
3571
iShares National Muni Bond ETF
MUB
$44.9B
$0 ﹤0.01%
1
-3,570
-100% -$391K
MUNI icon
3572
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.11B
$0 ﹤0.01%
1
– –
MVV icon
3573
ProShares Ultra MidCap400
MVV
$149M
$0 ﹤0.01%
3
– –
MXI icon
3574
iShares Global Materials ETF
MXI
$396M
$0 ﹤0.01%
1
– –
MZZ icon
3575
ProShares UltraShort MidCap400
MZZ
$4.43M
– –
0
– –
141 142
143
144 145

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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.