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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
976
CALL
Trane Technologies
TT
$106B
| $2.13M | ﹤0.01% |
19,700
-72,700
| -79% | -$7.37M |
|
977
PUT
Aflac
AFL
$63.5B
| $2.12M | ﹤0.01% |
42,400
-18,900
| -31% | -$911K |
|
978
CALL
Anika Therapeutics
ANIK
$281M
| $2.12M | ﹤0.01% |
+70,000
| New | +$2.4M |
|
979
PUT
Invesco
IVZ
$14B
| $2.1M | ﹤0.01% |
109,000
+27,900
| +34% | +$522K |
|
|
TMX
980
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $2.1M | ﹤0.01% |
+45,000
| New | +$1.88M |
|
981
State Street SPDR S&P Metals & Mining ETF
XME
$4.39B
| $2.1M | ﹤0.01% |
70,776
-298,967
| -81% | -$8.86M |
|
982
PUT
PVH
PVH
$4.02B
| $2.1M | ﹤0.01% |
17,200
+9,700
| +129% | +$1.06M |
|
983
CALL
Williams-Sonoma
WSM
$29.4B
| $2.09M | ﹤0.01% |
74,200
-1,326,400
| -95% | -$36.6M |
|
984
CALL
GSK
GSK
$106B
| $2.09M | ﹤0.01% |
40,000
+33,840
| +549% | +$1.69M |
|
|
KSU
985
PUT
DELISTED
Kansas City Southern
KSU
| $2.09M | ﹤0.01% |
18,000
-2,000
| -10% | -$216K |
|
|
AMRN
986
CALL
Amarin Corp
AMRN
$302M
| $2.08M | ﹤0.01% |
5,000
+1,500
| +43% | +$541K |
|
|
EBIX
987
CALL
DELISTED
Ebix Inc
EBIX
| $2.05M | ﹤0.01% |
41,500
-1,058,500
| -96% | -$55.8M |
|
|
EBIX
988
PUT
DELISTED
Ebix Inc
EBIX
| $2.05M | ﹤0.01% |
41,500
-1,258,500
| -97% | -$66.3M |
|
989
Macy's
M
$6.7B
| $2.05M | ﹤0.01% |
85,213
+66,556
| +357% | +$1.68M |
|
990
PUT
Xylem
XYL
$28.1B
| $2.05M | ﹤0.01% |
+25,900
| New | +$1.89M |
|
991
CALL
First Financial Bancorp
FFBC
$3.53B
| $2.04M | ﹤0.01% |
85,000
| – | – |
|
992
PUT
Takeda Pharmaceutical
TAK
$55.7B
| $2.04M | ﹤0.01% |
+100,000
| New | +$2.01M |
|
993
CALL
Yeti Holdings
YETI
$3.94B
| $2.03M | ﹤0.01% |
+67,200
| New | +$1.46M |
|
994
CALL
Halozyme
HALO
$12.1B
| $2.03M | ﹤0.01% |
+126,200
| New | +$2.04M |
|
995
PUT
Synopsys
SNPS
$78.6B
| $2.03M | ﹤0.01% |
+17,600
| New | +$1.74M |
|
996
CALL
Masco
MAS
$15.2B
| $2.02M | ﹤0.01% |
51,400
+37,600
| +272% | +$1.34M |
|
|
EPAY
997
CALL
DELISTED
Bottomline Technologies Inc
EPAY
| $2M | ﹤0.01% |
+40,000
| New | +$1.93M |
|
998
CALL
Vale
VALE
$62.3B
| $2M | ﹤0.01% |
152,800
-363,800
| -70% | -$4.71M |
|
999
PUT
Southern Company
SO
$107B
| $1.99M | ﹤0.01% |
38,500
+12,500
| +48% | +$613K |
|
1000
Green Dot
GDOT
$746M
| $1.99M | ﹤0.01% |
+32,798
| New | +$2.29M |
|
Similar funds
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.