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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 | |
|---|---|---|---|---|---|---|
151
PUT
Costco
COST
$423B
| $60.4M | 0.07% |
228,600
-38,100
| -14% | -$9.5M |
|
152
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $60.3M | 0.07% |
226,700
+187,800
| +483% | +$49M |
|
153
CALL
Roku
ROKU
$21.5B
| $60.3M | 0.07% |
665,300
-329,300
| -33% | -$26.4M |
|
154
PUT
Procter & Gamble
PG
$335B
| $60.2M | 0.07% |
549,200
+282,500
| +106% | +$30.1M |
|
|
XYZ
155
PUT
Block Inc
XYZ
$49.2B
| $60.2M | 0.07% |
829,900
-335,700
| -29% | -$23.5M |
|
156
Bank of America
BAC
$433B
| $59.6M | 0.06% |
2,054,851
-473,449
| -19% | -$13.7M |
|
157
CALL
Johnson & Johnson
JNJ
$617B
| $59.5M | 0.06% |
427,300
+335,700
| +366% | +$46.5M |
|
158
CALL
GE Aerospace
GE
$368B
| $58.8M | 0.06% |
1,123,726
-99,937
| -8% | -$4.92M |
|
159
PUT
Walmart Inc
WMT
$884B
| $57.9M | 0.06% |
1,571,700
+208,500
| +15% | +$7.19M |
|
160
PUT
UnitedHealth
UNH
$383B
| $57.2M | 0.06% |
234,300
+189,300
| +421% | +$45.5M |
|
161
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $57.1M | 0.06% |
504,000
+376,100
| +294% | +$41.5M |
|
162
PUT
Lam Research
LRCX
$372B
| $57.1M | 0.06% |
3,039,000
+1,683,000
| +124% | +$31.9M |
|
163
PUT
Verizon
VZ
$193B
| $57.1M | 0.06% |
998,900
-374,100
| -27% | -$21.6M |
|
|
164
PUT
Johnson & Johnson
JNJ
$617B
| $56.9M | 0.06% |
408,300
+49,500
| +14% | +$6.85M |
|
165
CALL
PepsiCo
PEP
$191B
| $55.9M | 0.06% |
426,600
-191,600
| -31% | -$24.6M |
|
166
Sprott Physical Gold and Silver Trust
CEF
$7.56B
| $55M | 0.06% |
4,158,543
| – | – |
|
167
Apple
AAPL
$4.9T
| $54.5M | 0.06% |
1,100,864
+1,095,308
| +19,714% | +$53.4M |
|
168
PUT
Invesco Senior Loan ETF
BKLN
$6.97B
| $54.4M | 0.06% |
2,400,000
+2,090,000
| +674% | +$47.7M |
|
169
CALL
American Express
AXP
$228B
| $53.8M | 0.06% |
435,700
+180,600
| +71% | +$21.2M |
|
170
PUT
United States Oil Fund
USO
$2.12B
| $53.3M | 0.06% |
553,038
+97,163
| +21% | +$9.69M |
|
171
CALL
JD.com
JD
$43.6B
| $52.6M | 0.06% |
1,738,000
+222,400
| +15% | +$6.4M |
|
172
PUT
FedEx
FDX
$73B
| $52M | 0.06% |
316,400
+151,300
| +92% | +$26.5M |
|
173
PUT
Walt Disney
DIS
$167B
| $51.9M | 0.06% |
372,000
-24,300
| -6% | -$3.22M |
|
174
CALL
General Motors
GM
$80B
| $51.4M | 0.06% |
1,335,100
+1,090,200
| +445% | +$40.9M |
|
175
PUT
Chevron
CVX
$383B
| $51M | 0.06% |
409,400
+357,800
| +693% | +$43.3M |
|
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.