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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
SPGP icon
3926
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPHB icon
3927
Invesco S&P 500 High Beta ETF
SPHB
$1.02B
$0 ﹤0.01%
1
– –
SPHD icon
3928
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
$0 ﹤0.01%
1
– –
SPHQ icon
3929
Invesco S&P 500 Quality ETF
SPHQ
$19.7B
$0 ﹤0.01%
1
-2
-67% -$61
SPHY icon
3930
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
3931
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
3932
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
3933
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
1
– –
SPYM
3934
State Street SPDR Portfolio S&P 500 ETF
SPYM
$168B
$0 ﹤0.01%
4
– –
SPMB icon
3935
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
$0 ﹤0.01%
1
– –
SPMD icon
3936
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.9B
$0 ﹤0.01%
3
– –
SPOT icon
3937
CALL
Spotify
SPOT
$100B
– –
-100,200
Closed -$11.4M
SPSB icon
3938
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
$0 ﹤0.01%
1
– –
SPSC icon
3939
PUT
SPS Commerce
SPSC
$2.64B
– –
-12,000
Closed -$494K
SPSM icon
3940
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.4B
$0 ﹤0.01%
3
– –
SPTI icon
3941
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
3942
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
3943
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
-1
-14% -$34
SPTS icon
3944
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
3945
Invesco S&P 500 Value with Momentum ETF
SPVM
$131M
$0 ﹤0.01%
1
– –
SPXL icon
3946
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.42B
$0 ﹤0.01%
4
– –
SPXU icon
3947
ProShares UltraPro Short S&P 500
SPXU
$389M
– –
-30
Closed -$140K
SPXU icon
3948
PUT
ProShares UltraPro Short S&P 500
SPXU
$389M
– –
-35
Closed -$162K
SPYG icon
3949
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.5B
$0 ﹤0.01%
4
– –
SPYV icon
3950
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$0 ﹤0.01%
4
– –
156 157
158
159 160

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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.