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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
+3.17%
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
$91.9B
AUM Growth
+$4.18B
(+4.8%)
Cap. Flow
+$1.31B
Cap. Flow
% of AUM
1.42%
Top 10 Holdings %
Top 10 Hldgs %
50.01%
Holding
4,327
New
558
Increased
992
Reduced
879
Closed
745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.23B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$478M |
| 3 |
SPDR Gold Trust
GLD
|
+$127M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$68.2M |
| 5 |
Meta Platforms (Facebook)
META
|
+$59.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$153M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$130M |
| 3 |
Netflix
NFLX
|
+$48.4M |
| 4 |
Goldman Sachs
GS
|
+$41.2M |
| 5 |
DYNC
Vistra Energy Corp.
DYNC
|
+$40M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.72% |
| 2 | Communication Services | 0.64% |
| 3 | Consumer Discretionary | 0.54% |
| 4 | Healthcare | 0.25% |
| 5 | Financials | 0.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ATVI
301
CALL
DELISTED
Activision Blizzard
ATVI
| $24.5M | 0.03% |
518,100
-7,700
| -1% | -$354K |
|
302
CALL
Morgan Stanley
MS
$331B
| $24.4M | 0.03% |
557,900
-1,444,800
| -72% | -$64.4M |
|
303
PUT
Honeywell
HON
$77B
| $24.4M | 0.03% |
148,328
+79,363
| +115% | +$12.6M |
|
304
PUT
United Parcel Service
UPS
$88.6B
| $24.1M | 0.03% |
232,900
-168,800
| -42% | -$17.6M |
|
305
Constellation Brands
STZ
$22.2B
| $24M | 0.03% |
122,053
+9,447
| +8% | +$1.84M |
|
306
PUT
Expedia Group
EXPE
$35.4B
| $24M | 0.03% |
180,200
+92,100
| +105% | +$11.3M |
|
307
Wells Fargo
WFC
$261B
| $23.9M | 0.03% |
505,784
-64,084
| -11% | -$3M |
|
308
CALL
United Rentals
URI
$67.2B
| $23.8M | 0.03% |
179,500
+143,100
| +393% | +$18.2M |
|
309
CALL
W.W. Grainger
GWW
$65.3B
| $23.7M | 0.03% |
88,300
-70,000
| -44% | -$19.6M |
|
310
PUT
Biogen
BIIB
$30B
| $23.5M | 0.03% |
100,600
+81,000
| +413% | +$18.7M |
|
|
SJIU
311
DELISTED
South Jersey Industries, Inc.
SJIU
| $23.4M | 0.03% |
439,500
+284,500
| +184% | +$14.8M |
|
|
312
CALL
Expedia Group
EXPE
$35.4B
| $23.4M | 0.03% |
175,800
+86,800
| +98% | +$10.7M |
|
313
PUT
General Motors
GM
$80.4B
| $23.4M | 0.03% |
606,300
+237,200
| +64% | +$8.89M |
|
314
CALL
Rio Tinto
RIO
$158B
| $23.1M | 0.03% |
370,500
+69,600
| +23% | +$4.17M |
|
315
PUT
Marathon Petroleum
MPC
$92.4B
| $23M | 0.03% |
411,900
+340,200
| +474% | +$18.6M |
|
316
CALL
ServiceNow
NOW
$115B
| $23M | 0.03% |
418,500
+63,000
| +18% | +$3.31M |
|
|
FISV
317
CALL
Fiserv Inc
FISV
$28.8B
| $22.9M | 0.02% |
+251,320
| New | +$22M |
|
318
PUT
Capital One
COF
$128B
| $22.9M | 0.02% |
252,400
+169,100
| +203% | +$15.1M |
|
319
PUT
NetEase
NTES
$85.3B
| $22.7M | 0.02% |
443,000
-50,500
| -10% | -$2.68M |
|
320
PUT
Union Pacific
UNP
$174B
| $22.6M | 0.02% |
133,500
+74,200
| +125% | +$12.7M |
|
321
PUT
Delta Air Lines
DAL
$57.5B
| $22.5M | 0.02% |
397,100
-50,300
| -11% | -$2.82M |
|
322
CALL
Whirlpool
WHR
$2.43B
| $22.5M | 0.02% |
158,300
+106,000
| +203% | +$14.2M |
|
323
Advanced Micro Devices
AMD
$776B
| $22.4M | 0.02% |
736,735
-149,300
| -17% | -$4.26M |
|
324
PUT
Lowe's Companies
LOW
$117B
| $22.3M | 0.02% |
221,500
+22,300
| +11% | +$2.35M |
|
325
PUT
Kraft Heinz
KHC
$30.7B
| $22.3M | 0.02% |
719,600
+395,000
| +122% | +$12.5M |
|
Similar funds
Parallax Volatility Advisers's Q2 2019 Portfolio in Review
As of Q2 2019, Parallax Volatility Advisers held 4,327 positions worth $91.9B, up 4.8% from $87.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers's Q2 2019 filing shows 558 new, 992 increased, 879 reduced and 745 closed positions. Its largest new stake was Essential Utilities, Inc.6.00% Tangible Equity Units: 231,765 shares worth $13.2M. The largest sale was Microsoft, an estimated $153M.
By sector, the portfolio is most concentrated in Technology at 0.72% of assets, down from 0.75% a quarter earlier, followed by Communication Services and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q2 2019 buy was Essential Utilities, Inc.6.00% Tangible Equity Units: 231,765 shares worth $13.2M.
- Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q2 2019, an estimated $1.23B increase.
- Parallax Volatility Advisers's biggest Q2 2019 reduction was Microsoft, cutting an estimated $153M.
- Parallax Volatility Advisers fully exited Edwards Lifesciences in Q2 2019, selling an estimated $23.6M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $91.9B portfolio in Q2 2019.
- Parallax Volatility Advisers opened 558 new positions and closed 745 in Q2 2019.
- Parallax Volatility Advisers's portfolio value rose 4.8% quarter-over-quarter to $91.9B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2019, filed 14 Aug 2019.