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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$87.8B
AUM Growth
+$12.1B
(+16%)
Cap. Flow
+$1.24B
Cap. Flow
% of AUM
1.41%
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 | 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 | |
|---|---|---|---|---|---|---|
276
PUT
Amgen
AMGN
$220B
| $24.2M | 0.03% |
127,500
-85,900
| -40% | -$16.4M |
|
277
PUT
Twilio
TWLO
$29.1B
| $24.1M | 0.03% |
186,900
+2,700
| +1% | +$304K |
|
278
PUT
Ulta Beauty
ULTA
$23.1B
| $24.1M | 0.03% |
69,200
+47,800
| +223% | +$14.5M |
|
279
Coty
COTY
$2.54B
| $24M | 0.03% |
2,091,254
+2,073,597
| +11,744% | +$19.6M |
|
|
ATVI
280
CALL
DELISTED
Activision Blizzard
ATVI
| $23.9M | 0.03% |
525,800
+141,000
| +37% | +$6.37M |
|
281
CALL
Walt Disney
DIS
$174B
| $23.9M | 0.03% |
215,000
-2,070,800
| -91% | -$231M |
|
282
PUT
NetEase
NTES
$81.8B
| $23.8M | 0.03% |
493,500
-432,500
| -47% | -$20.6M |
|
283
CALL
UnitedHealth
UNH
$374B
| $23.7M | 0.03% |
95,900
-209,200
| -69% | -$53.4M |
|
284
Edwards Lifesciences
EW
$51.1B
| $23.6M | 0.03% |
370,647
+365,754
| +7,475% | +$20.9M |
|
285
CALL
BHP
BHP
$226B
| $23.6M | 0.03% |
483,039
+388,763
| +412% | +$17.7M |
|
|
X
286
CALL
DELISTED
US Steel
X
| $23.4M | 0.03% |
1,199,300
+1,069,600
| +825% | +$22.8M |
|
287
CALL
SLB Ltd
SLB
$74.5B
| $23.3M | 0.03% |
535,700
+118,200
| +28% | +$5.11M |
|
288
CALL
Yelp
YELP
$1.45B
| $23.1M | 0.03% |
670,000
-160,100
| -19% | -$5.79M |
|
289
PUT
Delta Air Lines
DAL
$61.8B
| $23.1M | 0.03% |
447,400
+185,700
| +71% | +$9.21M |
|
290
PUT
Colgate-Palmolive
CL
$73.7B
| $23M | 0.03% |
336,100
+258,000
| +330% | +$16.7M |
|
|
MOMO
291
PUT
Hello Group
MOMO
$869M
| $23M | 0.03% |
601,600
+52,600
| +10% | +$1.68M |
|
292
Cisco
CSCO
$479B
| $23M | 0.03% |
425,598
+275,367
| +183% | +$13.4M |
|
293
CALL
Southern Company
SO
$106B
| $22.9M | 0.03% |
443,800
+345,200
| +350% | +$16.9M |
|
294
Pfizer
PFE
$145B
| $22.7M | 0.03% |
562,990
+362,068
| +180% | +$14.5M |
|
295
PUT
Philip Morris
PM
$290B
| $22.6M | 0.03% |
255,900
+154,000
| +151% | +$12.4M |
|
296
Advanced Micro Devices
AMD
$788B
| $22.6M | 0.03% |
886,035
-111
| -0% | -$2.52K |
|
297
CALL
Mondelez International
MDLZ
$79.3B
| $22.6M | 0.03% |
451,700
-403,100
| -47% | -$18.5M |
|
298
PUT
Bausch Health
BHC
$2.32B
| $22.5M | 0.03% |
912,900
-2,822,200
| -76% | -$67.4M |
|
299
ExxonMobil
XOM
$629B
| $22.5M | 0.03% |
279,055
+144,967
| +108% | +$11.1M |
|
300
PUT
VanEck Gold Miners ETF
GDX
$25.5B
| $22.5M | 0.03% |
1,002,400
-2,359,600
| -70% | -$51.9M |
|
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HF
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.