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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
CME icon
651
CME Group
CME
$98.8B
$5.69M 0.01%
34,594
+3,094
+10% +$547K
BP icon
652
CALL
BP
BP
$118B
$5.68M 0.01%
132,192
-128,641
-49% -$5.27M
DVA icon
653
CALL
DaVita
DVA
$11.7B
$5.66M 0.01%
104,300
+29,000
+39% +$1.6M
XPO icon
654
PUT
XPO
XPO
$21.6B
$5.64M 0.01%
+303,596
New +$5.83M
AEM icon
655
CALL
Agnico Eagle Mines
AEM
$103B
$5.64M 0.01%
+129,600
New +$5.48M
COF icon
656
CALL
Capital One
COF
$129B
$5.64M 0.01%
69,000
-127,900
-65% -$10.4M
NKE icon
657
Nike
NKE
$55.4B
$5.63M 0.01%
66,805
-63,299
-49% -$5.22M
MYGN icon
658
Myriad Genetics
MYGN
$305M
$5.61M 0.01%
+169,091
New +$5.15M
LITE icon
659
PUT
Lumentum
LITE
$88.7B
$5.61M 0.01%
99,200
+93,400
+1,610% +$4.48M
EWJ icon
660
CALL
iShares MSCI Japan ETF
EWJ
$23.3B
$5.59M 0.01%
102,200
-1,613,500
-94% -$86.9M
MDR
661
CALL
DELISTED
McDermott International
MDR
$5.58M 0.01%
750,000
+250,000
+50% +$2.06M
SIG icon
662
CALL
Signet Jewelers
SIG
$3.98B
$5.58M 0.01%
205,400
-399,600
-66% -$11M
KRE icon
663
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$5.57M 0.01%
108,500
-2,536,000
-96% -$135M
DVA icon
664
PUT
DaVita
DVA
$11.7B
$5.55M 0.01%
102,200
+67,800
+197% +$3.75M
ENDP
665
CALL
DELISTED
Endo International plc
ENDP
$5.54M 0.01%
690,000
– –
UPS icon
666
United Parcel Service
UPS
$84.4B
$5.52M 0.01%
49,395
+32,745
+197% +$3.47M
FRT icon
667
CALL
Federal Realty Investment Trust
FRT
$10B
$5.51M 0.01%
+40,000
New +$5.24M
NXPI icon
668
PUT
NXP Semiconductors
NXPI
$56.3B
$5.51M 0.01%
62,300
-900
-1% -$79.1K
POST icon
669
PUT
Post Holdings
POST
$3.67B
$5.47M 0.01%
+76,400
New +$5.01M
RL icon
670
PUT
Ralph Lauren
RL
$20B
$5.44M 0.01%
41,900
+27,200
+185% +$3.24M
PZZA icon
671
PUT
Papa John's
PZZA
$712M
$5.44M 0.01%
102,700
+4,400
+4% +$194K
CRC
672
PUT
DELISTED
California Resources Corporation
CRC
$5.38M 0.01%
209,300
-185,700
-47% -$4.02M
CONN
673
PUT
DELISTED
Conn's Inc.
CONN
$5.36M 0.01%
+234,600
New +$5.06M
LSI
674
PUT
DELISTED
Life Storage, Inc.
LSI
$5.36M 0.01%
82,650
-358,350
-81% -$23M
DKS icon
675
CALL
Dick's Sporting Goods
DKS
$11.9B
$5.33M 0.01%
144,800
-125,500
-46% -$4.47M
25 26
27
28 29

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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.