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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
DHI icon
1401
CALL
D.R. Horton
DHI
$38.9B
$699K ﹤0.01%
16,800
-651,600
-97% -$25.5M
AL
1402
PUT
DELISTED
Air Lease Corp
AL
$687K ﹤0.01%
+20,000
New +$721K
CYBR
1403
DELISTED
CyberArk
CYBR
$686K ﹤0.01%
5,761
+5,708
+10,770% +$546K
PCRX icon
1404
CALL
Pacira BioSciences
PCRX
$1.03B
$685K ﹤0.01%
+18,000
New +$703K
SLV icon
1405
PUT
iShares Silver Trust
SLV
$32.7B
$685K ﹤0.01%
48,400
-61,100
-56% -$892K
CHGG icon
1406
Chegg
CHGG
$84.1M
$680K ﹤0.01%
+17,848
New +$650K
CWEN icon
1407
CALL
Clearway Energy Class C
CWEN
$6.58B
$680K ﹤0.01%
45,000
-56,000
-55% -$841K
SYY icon
1408
PUT
Sysco
SYY
$39.1B
$680K ﹤0.01%
10,200
-167,100
-94% -$10.9M
BKR icon
1409
PUT
Baker Hughes
BKR
$63.2B
$679K ﹤0.01%
+24,500
New +$619K
HSY icon
1410
Hershey
HSY
$34.6B
$679K ﹤0.01%
5,915
-15,753
-73% -$1.72M
OMCL icon
1411
CALL
Omnicell
OMCL
$1.53B
$679K ﹤0.01%
+8,400
New +$629K
TTEC icon
1412
TTEC Holdings
TTEC
$62.6M
$677K ﹤0.01%
18,674
-3,898
-17% -$132K
ISBC
1413
CALL
DELISTED
Investors Bancorp, Inc.
ISBC
$675K ﹤0.01%
+57,000
New +$687K
HRB icon
1414
CALL
H&R Block
HRB
$5.56B
$673K ﹤0.01%
28,000
-224,300
-89% -$5.51M
HST icon
1415
CALL
Host Hotels & Resorts
HST
$15.1B
$673K ﹤0.01%
35,600
-479,800
-93% -$8.86M
JPM icon
1416
JPMorgan Chase
JPM
$943B
$673K ﹤0.01%
6,645
-95,984
-94% -$9.89M
CPB icon
1417
CALL
Campbell Soup
CPB
$6.52B
$670K ﹤0.01%
17,500
-140,900
-89% -$4.97M
PVH icon
1418
PVH
PVH
$3.16B
$665K ﹤0.01%
5,454
+1,474
+37% +$161K
RRC icon
1419
Range Resources
RRC
$9.75B
$663K ﹤0.01%
58,996
+55,272
+1,484% +$599K
JWN
1420
DELISTED
Nordstrom
JWN
$662K ﹤0.01%
14,926
+14,124
+1,761% +$644K
UNM icon
1421
Unum
UNM
$14.7B
$660K ﹤0.01%
19,505
+19,046
+4,149% +$663K
STT icon
1422
PUT
State Street
STT
$52.7B
$658K ﹤0.01%
+10,000
New +$693K
VICI icon
1423
PUT
VICI Properties
VICI
$27.8B
$656K ﹤0.01%
+30,000
New +$634K
SPLK
1424
DELISTED
Splunk Inc
SPLK
$653K ﹤0.01%
5,242
-6,487
-55% -$810K
GPRO icon
1425
CALL
GoPro
GPRO
$293M
$650K ﹤0.01%
100,000
-122,100
-55% -$683K
55 56
57
58 59

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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.