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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+14.92%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$87.8B
AUM Growth
+$12.1B
Cap. Flow
+$1.24B
Cap. Flow %
1.41%
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 Technology 0.75%
2 Communication Services 0.52%
3 Consumer Discretionary 0.51%
4 Financials 0.33%
5 Healthcare 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IXG icon
3426
iShares Global Financials ETF
IXG
$700M
$0 ﹤0.01%
1
– –
IXJ icon
3427
iShares Global Healthcare ETF
IXJ
$4.19B
$0 ﹤0.01%
2
– –
IXN icon
3428
iShares Global Tech ETF
IXN
$9.26B
$0 ﹤0.01%
6
– –
IXP icon
3429
iShares Global Comm Services ETF
IXP
$572M
$0 ﹤0.01%
1
– –
IXUS icon
3430
iShares Core MSCI Total International Stock ETF
IXUS
$60.4B
$0 ﹤0.01%
1
– –
IYC icon
3431
iShares US Consumer Discretionary ETF
IYC
$1.23B
$0 ﹤0.01%
4
– –
IYE icon
3432
iShares US Energy ETF
IYE
$1.7B
$0 ﹤0.01%
1
– –
IYF icon
3433
iShares US Financials ETF
IYF
$4.39B
$0 ﹤0.01%
2
– –
IYG icon
3434
iShares US Financial Services ETF
IYG
$2.2B
$0 ﹤0.01%
3
– –
IYH icon
3435
iShares US Healthcare ETF
IYH
$3.71B
$0 ﹤0.01%
5
– –
IYJ icon
3436
iShares US Industrials ETF
IYJ
$1.95B
$0 ﹤0.01%
2
-16
-89% -$1.16K
IYK icon
3437
iShares US Consumer Staples ETF
IYK
$1.43B
$0 ﹤0.01%
3
– –
IYLD icon
3438
iShares Morningstar Multi-Asset Income ETF
IYLD
$126M
$0 ﹤0.01%
1
– –
IYM icon
3439
iShares US Basic Materials ETF
IYM
$1.02B
$0 ﹤0.01%
1
– –
IYT icon
3440
iShares US Transportation ETF
IYT
$2.28B
$0 ﹤0.01%
4
– –
IYW icon
3441
iShares US Technology ETF
IYW
$25.5B
$0 ﹤0.01%
4
– –
IYY icon
3442
iShares Dow Jones US ETF
IYY
$3.07B
$0 ﹤0.01%
2
– –
IYZ icon
3443
iShares US Telecommunications ETF
IYZ
$1.23B
$0 ﹤0.01%
1
– –
JACK icon
3444
CALL
Jack in the Box
JACK
$335M
– –
-19,700
Closed -$1.53M
JACK icon
3445
PUT
Jack in the Box
JACK
$335M
– –
-26,000
Closed -$2.02M
JAZZ icon
3446
PUT
Jazz Pharmaceuticals
JAZZ
$16.7B
– –
-67,500
Closed -$8.37M
JBGS
3447
CALL
JBG SMITH
JBGS
$708M
– –
-150,200
Closed -$5.23M
JBGS
3448
JBG SMITH
JBGS
$708M
– –
-20,146
Closed -$701K
JELD icon
3449
JELD-WEN Holding
JELD
$164M
– –
-6,600
Closed -$94K
JILL icon
3450
J. Jill
JILL
$283M
– –
-1,911
Closed -$43K
136 137
138
139 140

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HF
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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 Technology at 0.75% of assets, down from 1.1% a quarter earlier, followed by Communication Services and Consumer Discretionary.

  • 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.