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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 | |
|---|---|---|---|---|---|---|
26
PUT
Alibaba
BABA
$274B
| $499M | 0.54% |
2,946,200
+101,800
| +4% | +$17.6M |
|
|
27
CALL
Alphabet (Google) Class C
GOOG
$4.07T
| $494M | 0.54% |
9,146,000
+2,048,000
| +29% | +$118M |
|
28
PUT
Boeing
BA
$167B
| $432M | 0.47% |
1,186,100
+807,700
| +213% | +$295M |
|
29
CALL
Booking.com
BKNG
$154B
| $423M | 0.46% |
5,640,000
+375,000
| +7% | +$26.9M |
|
|
30
CALL
Alphabet (Google) Class A
GOOGL
$4.09T
| $415M | 0.45% |
7,662,000
+4,240,000
| +124% | +$245M |
|
31
PUT
IBM
IBM
$213B
| $403M | 0.44% |
3,056,726
-56,902
| -2% | -$7.48M |
|
|
32
PUT
Alphabet (Google) Class A
GOOGL
$4.09T
| $382M | 0.42% |
7,058,000
+3,360,000
| +91% | +$195M |
|
|
33
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $377M | 0.41% |
6,980,000
+868,000
| +14% | +$50.1M |
|
|
34
CALL
SPDR Gold Trust
GLD
$130B
| $369M | 0.4% |
2,771,000
+1,088,700
| +65% | +$135M |
|
35
CALL
Adobe
ADBE
$104B
| $352M | 0.38% |
1,193,100
+594,400
| +99% | +$165M |
|
36
PUT
Qualcomm
QCOM
$169B
| $349M | 0.38% |
4,585,900
+3,490,100
| +318% | +$256M |
|
|
37
PUT
Booking.com
BKNG
$154B
| $332M | 0.36% |
4,422,500
+587,500
| +15% | +$42.2M |
|
38
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $329M | 0.36% |
2,475,300
+950,200
| +62% | +$121M |
|
39
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $326M | 0.35% |
1,224,900
+1,148,200
| +1,497% | +$300M |
|
|
40
PUT
Netflix
NFLX
$300B
| $321M | 0.35% |
8,733,000
-811,000
| -8% | -$29.3M |
|
41
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $319M | 0.35% |
3,663,500
+3,660,500
| +122,017% | +$316M |
|
|
42
CALL
Qualcomm
QCOM
$169B
| $293M | 0.32% |
3,855,000
+1,330,100
| +53% | +$97.4M |
|
|
43
CALL
Boeing
BA
$167B
| $292M | 0.32% |
803,500
+184,400
| +30% | +$67.2M |
|
|
44
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $291M | 0.32% |
2,190,100
+286,500
| +15% | +$36.4M |
|
|
45
CALL
Netflix
NFLX
$300B
| $290M | 0.31% |
7,882,000
-1,538,000
| -16% | -$55.5M |
|
46
CALL
NVIDIA
NVDA
$4.66T
| $280M | 0.3% |
68,252,000
+33,340,000
| +95% | +$138M |
|
|
47
PUT
NVIDIA
NVDA
$4.66T
| $279M | 0.3% |
67,848,000
+22,916,000
| +51% | +$95M |
|
48
PUT
iShares MSCI Brazil ETF
EWZ
$9.01B
| $242M | 0.26% |
5,539,700
+781,400
| +16% | +$32.3M |
|
|
49
PUT
Adobe
ADBE
$104B
| $242M | 0.26% |
821,100
+161,000
| +24% | +$44.7M |
|
50
PUT
Micron Technology
MU
$889B
| $228M | 0.25% |
5,919,900
-671,400
| -10% | -$25.6M |
|
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.