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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
EMR icon
701
CALL
Emerson Electric
EMR
$87.5B
$4.84M 0.01%
70,800
+5,400
+8% +$355K
KHC icon
702
CALL
Kraft Heinz
KHC
$29.6B
$4.84M 0.01%
148,300
+11,100
+8% +$452K
IBB icon
703
iShares Biotechnology ETF
IBB
$9.53B
$4.81M 0.01%
43,002
+14,958
+53% +$1.64M
CIT
704
PUT
DELISTED
CIT Group Inc.
CIT
$4.8M 0.01%
100,000
– –
CI icon
705
CALL
Cigna
CI
$72.7B
$4.77M 0.01%
29,700
-19,744
-40% -$3.61M
BMRN icon
706
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$4.75M 0.01%
53,500
+13,500
+34% +$1.25M
BURL icon
707
PUT
Burlington
BURL
$23.4B
$4.73M 0.01%
30,200
+29,200
+2,920% +$4.71M
TGT icon
708
Target
TGT
$66.8B
$4.64M 0.01%
57,793
-39,701
-41% -$2.9M
BIIB icon
709
PUT
Biogen
BIIB
$30.5B
$4.63M 0.01%
19,600
-84,400
-81% -$26.6M
JCI icon
710
CALL
Johnson Controls International
JCI
$93.6B
$4.59M 0.01%
124,200
-167,800
-57% -$5.76M
GLW icon
711
CALL
Corning
GLW
$135B
$4.57M 0.01%
138,200
-30,900
-18% -$1.01M
BHVN
712
CALL
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$4.55M 0.01%
88,500
+67,500
+321% +$2.92M
TBPH icon
713
PUT
Theravance Biopharma
TBPH
$877M
$4.53M 0.01%
+200,000
New +$5.07M
IVZ icon
714
CALL
Invesco
IVZ
$14B
$4.53M 0.01%
234,700
+17,300
+8% +$323K
EOG icon
715
PUT
EOG Resources
EOG
$71.4B
$4.52M 0.01%
47,400
+22,500
+90% +$2.14M
GILD icon
716
CALL
Gilead Sciences
GILD
$162B
$4.49M 0.01%
69,000
-525,400
-88% -$34.9M
ACB
717
CALL
Aurora Cannabis
ACB
$185M
$4.48M 0.01%
+4,123
New +$3.69M
WB icon
718
CALL
Weibo
WB
$1.94B
$4.48M 0.01%
72,200
-80,600
-53% -$5M
ENOV icon
719
CALL
Enovis
ENOV
$1.52B
$4.45M 0.01%
+87,150
New +$3.82M
DG icon
720
Dollar General
DG
$28.1B
$4.41M 0.01%
36,962
-15,879
-30% -$1.85M
MTCH icon
721
CALL
Match Group
MTCH
$8.4B
$4.41M 0.01%
77,900
-6,900
-8% -$365K
NBIX icon
722
CALL
Neurocrine Biosciences
NBIX
$16.2B
$4.41M 0.01%
50,000
-46,100
-48% -$3.85M
KMB icon
723
CALL
Kimberly-Clark
KMB
$36.1B
$4.38M 0.01%
35,300
+2,400
+7% +$279K
GAP
724
PUT
The Gap Inc
GAP
$7.39B
$4.36M 0.01%
166,600
-268,700
-62% -$6.86M
BURL icon
725
CALL
Burlington
BURL
$23.4B
$4.35M 0.01%
27,800
+26,400
+1,886% +$4.26M
27 28
29
30 31

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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.