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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 | |
|---|---|---|---|---|---|---|
76
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $135M | 0.15% |
1,088,100
+750,000
| +222% | +$90.1M |
|
|
77
Meta Platforms (Facebook)
META
$1.49T
| $134M | 0.15% |
695,120
+325,946
| +88% | +$59.6M |
|
78
CALL
Advanced Micro Devices
AMD
$700B
| $131M | 0.14% |
4,323,500
+1,193,800
| +38% | +$34.1M |
|
79
PUT
Cisco
CSCO
$443B
| $131M | 0.14% |
2,387,500
+499,000
| +26% | +$27.6M |
|
80
PUT
Wells Fargo
WFC
$254B
| $126M | 0.14% |
2,659,200
-843,500
| -24% | -$39.4M |
|
81
CALL
IBM
IBM
$213B
| $124M | 0.13% |
940,459
-624,043
| -40% | -$82M |
|
82
PUT
Coca-Cola
KO
$383B
| $124M | 0.13% |
2,430,300
+1,549,700
| +176% | +$76M |
|
|
83
PUT
Goldman Sachs
GS
$289B
| $123M | 0.13% |
603,500
+3,000
| +0.5% | +$594K |
|
84
CALL
Caterpillar
CAT
$361B
| $121M | 0.13% |
890,600
+333,500
| +60% | +$44.1M |
|
85
CALL
Deere & Co
DE
$165B
| $120M | 0.13% |
727,100
+262,000
| +56% | +$40.8M |
|
86
CALL
Broadcom
AVGO
$1.76T
| $118M | 0.13% |
4,115,000
-467,000
| -10% | -$13.6M |
|
87
CALL
Salesforce
CRM
$154B
| $117M | 0.13% |
773,800
+382,000
| +97% | +$59.9M |
|
88
PUT
Chipotle Mexican Grill
CMG
$43.9B
| $117M | 0.13% |
8,000,000
+4,400,000
| +122% | +$62M |
|
89
CALL
Visa
V
$677B
| $115M | 0.13% |
662,600
+192,900
| +41% | +$31.6M |
|
|
90
PUT
Deere & Co
DE
$165B
| $113M | 0.12% |
679,200
+273,500
| +67% | +$42.6M |
|
|
91
CALL
Wells Fargo
WFC
$254B
| $112M | 0.12% |
2,359,900
-1,790,100
| -43% | -$83.7M |
|
92
PUT
PayPal
PYPL
$49.9B
| $107M | 0.12% |
937,000
-750,700
| -44% | -$83.2M |
|
93
CALL
Constellation Brands
STZ
$22.5B
| $107M | 0.12% |
542,600
-132,400
| -20% | -$25.9M |
|
|
94
PUT
Constellation Brands
STZ
$22.5B
| $105M | 0.11% |
533,200
-28,500
| -5% | -$5.56M |
|
95
CALL
Kroger
KR
$36.7B
| $105M | 0.11% |
4,836,000
-34,100
| -0.7% | -$829K |
|
96
PUT
Roku
ROKU
$21.6B
| $105M | 0.11% |
1,157,900
+556,300
| +92% | +$44.7M |
|
97
PUT
Applied Materials
AMAT
$347B
| $103M | 0.11% |
2,283,000
+1,614,600
| +242% | +$68M |
|
98
PUT
Autodesk
ADSK
$51.8B
| $102M | 0.11% |
628,700
+290,500
| +86% | +$48.8M |
|
99
CALL
Target
TGT
$66.3B
| $102M | 0.11% |
1,180,800
+672,900
| +132% | +$54.4M |
|
100
CALL
Bank of America
BAC
$429B
| $102M | 0.11% |
3,500,700
-3,105,500
| -47% | -$89.6M |
|
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.