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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
(+16%)
Cap. Flow
-$1.54B
Cap. Flow
% of AUM
-1.76%
Top 10 Holdings %
Top 10 Hldgs %
59.77%
Holding
4,683
New
797
Increased
802
Reduced
1,081
Closed
926
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$628M |
| 2 |
Microsoft
MSFT
|
+$125M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.8M |
| 4 |
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 |
iShares MSCI Emerging Markets ETF
EEM
|
+$243M |
| 2 |
Citigroup
C
|
+$185M |
| 3 |
Meta Platforms (Facebook)
META
|
+$161M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
PPLI
2001
People Inc
PPLI
$2.81B
| $150K | ﹤0.01% |
+3,995
| New | +$148K |
|
|
NXRT
2002
NexPoint Residential Trust
NXRT
$584M
| $150K | ﹤0.01% |
+3,900
| New | +$143K |
|
2003
Yext
YEXT
$603M
| $149K | ﹤0.01% |
6,800
+5,310
| +356% | +$96.3K |
|
|
JCAP
2004
DELISTED
Jernigan Capital, Inc.
JCAP
| $149K | ﹤0.01% |
+7,100
| New | +$151K |
|
|
ARRY
2005
DELISTED
Array Biopharma Inc
ARRY
| $149K | ﹤0.01% |
6,117
+5,823
| +1,981% | +$121K |
|
2006
CALL
Autohome
ATHM
$2.46B
| $148K | ﹤0.01% |
1,400
-1,500
| -52% | -$124K |
|
2007
Blackstone
BX
$96.9B
| $148K | ﹤0.01% |
4,225
-418,546
| -99% | -$14M |
|
2008
The GEO Group
GEO
$4.16B
| $148K | ﹤0.01% |
+7,683
| New | +$165K |
|
2009
Ingevity
NGVT
$2.34B
| $148K | ﹤0.01% |
+1,400
| New | +$141K |
|
2010
Omnicell
OMCL
$1.53B
| $148K | ﹤0.01% |
1,835
+1,789
| +3,889% | +$134K |
|
2011
Simply Good Foods
SMPL
$919M
| $148K | ﹤0.01% |
+7,200
| New | +$144K |
|
|
CTT
2012
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
| $148K | ﹤0.01% |
15,100
| – | – |
|
2013
Deckers Outdoor
DECK
$10.9B
| $147K | ﹤0.01% |
6,000
| – | – |
|
2014
Chesapeake Utilities
CPK
$3.15B
| $146K | ﹤0.01% |
1,600
+1,054
| +193% | +$93.8K |
|
2015
PUT
Waste Management
WM
$86.5B
| $146K | ﹤0.01% |
1,400
-33,900
| -96% | -$3.31M |
|
2016
PUT
Alaska Air
ALK
$4.5B
| $145K | ﹤0.01% |
+2,600
| New | +$159K |
|
2017
Cimpress
CMPR
$2.08B
| $144K | ﹤0.01% |
1,800
+1,590
| +757% | +$145K |
|
2018
Kinsale Capital Group
KNSL
$8.19B
| $144K | ﹤0.01% |
+2,100
| New | +$131K |
|
2019
Kratos Defense & Security Solutions
KTOS
$8.77B
| $144K | ﹤0.01% |
9,200
+8,103
| +739% | +$127K |
|
|
AL
2020
DELISTED
Air Lease Corp
AL
| $142K | ﹤0.01% |
4,147
+4,083
| +6,380% | +$147K |
|
2021
PUT
Fastenal
FAST
$56B
| $142K | ﹤0.01% |
8,800
+8,000
| +1,000% | +$120K |
|
2022
Lesaka Technologies
LSAK
$394M
| $142K | ﹤0.01% |
39,638
-192,699
| -83% | -$794K |
|
2023
PUT
PENN Entertainment
PENN
$2.3B
| $142K | ﹤0.01% |
+7,100
| New | +$166K |
|
|
FSCT
2024
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $142K | ﹤0.01% |
+3,400
| New | +$122K |
|
2025
Acco Brands
ACCO
$393M
| $141K | ﹤0.01% |
16,500
-6,095
| -27% | -$53.3K |
|
Similar funds
TI
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.