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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 | |
|---|---|---|---|---|---|---|
76
PUT
McDonald's
MCD
$189B
| $121M | 0.14% |
635,700
+77,500
| +14% | +$14.1M |
|
77
CALL
Kroger
KR
$35.6B
| $120M | 0.14% |
4,870,100
+567,300
| +13% | +$15.5M |
|
78
CALL
Constellation Brands
STZ
$22.5B
| $118M | 0.13% |
675,000
+420,900
| +166% | +$70.9M |
|
79
PUT
Goldman Sachs
GS
$302B
| $115M | 0.13% |
600,500
-85,300
| -12% | -$16.5M |
|
80
PUT
JD.com
JD
$44.6B
| $112M | 0.13% |
3,707,700
-161,300
| -4% | -$4.1M |
|
81
CALL
AT&T
T
$161B
| $108M | 0.12% |
4,556,546
-1,381,726
| -23% | -$31.8M |
|
82
PUT
Salesforce
CRM
$153B
| $106M | 0.12% |
670,400
-124,500
| -16% | -$19.3M |
|
83
PUT
Morgan Stanley
MS
$331B
| $104M | 0.12% |
2,460,900
-1,812,700
| -42% | -$76.3M |
|
84
PUT
Starbucks
SBUX
$118B
| $103M | 0.12% |
1,382,400
-266,300
| -16% | -$18.3M |
|
85
PUT
Cisco
CSCO
$456B
| $102M | 0.12% |
1,888,500
+304,400
| +19% | +$14.8M |
|
86
CALL
Oracle
ORCL
$408B
| $101M | 0.11% |
1,873,900
+364,500
| +24% | +$18.6M |
|
|
87
PUT
Constellation Brands
STZ
$22.5B
| $98.5M | 0.11% |
561,700
+527,600
| +1,547% | +$88.9M |
|
88
CALL
Walmart Inc
WMT
$880B
| $98M | 0.11% |
3,012,900
-5,054,100
| -63% | -$164M |
|
89
CALL
Yum! Brands
YUM
$40.6B
| $96.6M | 0.11% |
967,500
+377,000
| +64% | +$35.7M |
|
90
CALL
Chipotle Mexican Grill
CMG
$47.5B
| $96.1M | 0.11% |
6,765,000
-2,760,000
| -29% | -$32M |
|
91
CALL
ExxonMobil
XOM
$641B
| $95.9M | 0.11% |
1,186,800
+51,100
| +4% | +$3.9M |
|
|
92
PUT
Oracle
ORCL
$408B
| $91.2M | 0.1% |
1,697,700
-641,800
| -27% | -$32.7M |
|
93
CALL
Home Depot
HD
$338B
| $89.9M | 0.1% |
468,600
-103,700
| -18% | -$19M |
|
94
CALL
AbbVie
ABBV
$436B
| $88.2M | 0.1% |
1,094,400
+84,500
| +8% | +$6.91M |
|
95
PUT
Pfizer
PFE
$142B
| $87.4M | 0.1% |
2,168,605
+1,500,474
| +225% | +$60.1M |
|
|
XYZ
96
PUT
Block Inc
XYZ
$48.8B
| $87.3M | 0.1% |
1,165,600
-548,500
| -32% | -$39.7M |
|
|
97
CALL
Morgan Stanley
MS
$331B
| $84.5M | 0.1% |
2,002,700
+171,700
| +9% | +$7.23M |
|
98
CALL
Dollar Tree
DLTR
$24.9B
| $82.8M | 0.09% |
788,000
+652,800
| +483% | +$64.1M |
|
99
PUT
Verizon
VZ
$197B
| $81.2M | 0.09% |
1,373,000
+257,200
| +23% | +$14.6M |
|
100
CALL
Wynn Resorts
WYNN
$10.2B
| $80.6M | 0.09% |
675,900
+212,700
| +46% | +$25.4M |
|
Similar funds
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.