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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 | |
|---|---|---|---|---|---|---|
101
CALL
Advanced Micro Devices
AMD
$776B
| $79.9M | 0.09% |
3,129,700
-4,231,800
| -57% | -$96.1M |
|
102
CALL
CVS Health
CVS
$133B
| $79.3M | 0.09% |
1,469,800
-163,666
| -10% | -$10.1M |
|
103
PUT
AT&T
T
$159B
| $79M | 0.09% |
3,337,010
-2,036,312
| -38% | -$46.8M |
|
104
CALL
Snap
SNAP
$7.89B
| $78.7M | 0.09% |
7,137,700
+1,023,700
| +17% | +$8.7M |
|
105
PUT
Caterpillar
CAT
$375B
| $77.4M | 0.09% |
571,400
+362,600
| +174% | +$48.2M |
|
106
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
| $77.4M | 0.09% |
3,011,500
+2,970,700
| +7,281% | +$76.7M |
|
107
CALL
PepsiCo
PEP
$190B
| $75.8M | 0.09% |
618,200
-1,081,800
| -64% | -$123M |
|
|
108
CALL
Caterpillar
CAT
$375B
| $75.5M | 0.09% |
557,100
+174,200
| +45% | +$23.1M |
|
109
CALL
Pfizer
PFE
$143B
| $74.5M | 0.08% |
1,848,716
+1,130,310
| +157% | +$45.3M |
|
110
CALL
Deere & Co
DE
$160B
| $74.3M | 0.08% |
465,100
-413,300
| -47% | -$66M |
|
111
CALL
Visa
V
$684B
| $73.4M | 0.08% |
469,700
-544,700
| -54% | -$78.5M |
|
112
CALL
Goldman Sachs
GS
$300B
| $70.4M | 0.08% |
366,500
+93,700
| +34% | +$18.1M |
|
113
PUT
ExxonMobil
XOM
$644B
| $70.2M | 0.08% |
869,000
+126,100
| +17% | +$9.61M |
|
|
TWTR
114
PUT
DELISTED
Twitter, Inc.
TWTR
| $69.8M | 0.08% |
2,121,500
-1,307,000
| -38% | -$41.4M |
|
|
115
Bank of America
BAC
$435B
| $69.8M | 0.08% |
2,528,300
-4,856,161
| -66% | -$137M |
|
116
PUT
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $69.4M | 0.08% |
+1,900,000
| New | +$68.3M |
|
117
PUT
Nike
NKE
$61.9B
| $67.6M | 0.08% |
802,800
+168,100
| +26% | +$13.9M |
|
118
CALL
Costco
COST
$422B
| $67.4M | 0.08% |
278,200
-544,900
| -66% | -$119M |
|
119
PUT
Texas Instruments
TXN
$252B
| $67M | 0.08% |
631,800
+27,700
| +5% | +$2.87M |
|
120
PUT
Western Digital
WDC
$188B
| $66.8M | 0.08% |
1,839,632
+1,312,284
| +249% | +$44.9M |
|
121
PUT
Workday
WDAY
$39.6B
| $66.7M | 0.08% |
346,000
-117,300
| -25% | -$21.3M |
|
122
iShares China Large-Cap ETF
FXI
$4.35B
| $66.1M | 0.08% |
1,494,140
-1,702,126
| -53% | -$72.6M |
|
123
CALL
Mastercard
MA
$502B
| $65.7M | 0.07% |
278,900
-84,200
| -23% | -$18.1M |
|
124
Alphabet (Google) Class C
GOOG
$4.36T
| $65M | 0.07% |
1,107,360
+469,220
| +74% | +$26.3M |
|
125
CALL
Chevron
CVX
$392B
| $64.9M | 0.07% |
527,000
+197,300
| +60% | +$23.3M |
|
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.