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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 | |
|---|---|---|---|---|---|---|
201
CALL
AutoZone
AZO
$49.1B
| $43.8M | 0.05% |
39,800
+28,500
| +252% | +$30M |
|
202
CALL
Royal Caribbean
RCL
$86.1B
| $43.6M | 0.05% |
359,400
+259,200
| +259% | +$31.6M |
|
203
PUT
Nike
NKE
$62.7B
| $43.4M | 0.05% |
516,600
-286,200
| -36% | -$24.1M |
|
204
PUT
American Express
AXP
$228B
| $42.4M | 0.05% |
343,100
+153,000
| +80% | +$18M |
|
205
PUT
Gilead Sciences
GILD
$163B
| $41.5M | 0.05% |
614,400
+444,000
| +261% | +$29.2M |
|
|
TIF
206
PUT
DELISTED
Tiffany & Co.
TIF
| $41.3M | 0.04% |
441,200
-746,400
| -63% | -$74.2M |
|
207
PUT
PepsiCo
PEP
$191B
| $41.2M | 0.04% |
313,900
-59,600
| -16% | -$7.64M |
|
208
CALL
Philip Morris
PM
$299B
| $41.1M | 0.04% |
523,700
-60,500
| -10% | -$5M |
|
|
209
CALL
Gilead Sciences
GILD
$163B
| $41.1M | 0.04% |
608,300
+539,300
| +782% | +$35.5M |
|
210
CALL
UnitedHealth
UNH
$383B
| $40.9M | 0.04% |
167,800
+71,900
| +75% | +$17.3M |
|
|
MDCO
211
CALL
DELISTED
Medicines Co
MDCO
| $40.1M | 0.04% |
1,098,900
+75,000
| +7% | +$2.45M |
|
212
Citigroup
C
$222B
| $39.8M | 0.04% |
567,884
+27,987
| +5% | +$1.87M |
|
213
PUT
Kroger
KR
$35.4B
| $39.2M | 0.04% |
1,805,000
-247,400
| -12% | -$6.02M |
|
214
CALL
Nucor
NUE
$58.5B
| $39.1M | 0.04% |
709,200
-185,200
| -21% | -$10.2M |
|
215
CALL
Union Pacific
UNP
$172B
| $38.9M | 0.04% |
229,900
+35,700
| +18% | +$6.12M |
|
216
CALL
AbbVie
ABBV
$455B
| $38.5M | 0.04% |
528,900
-565,500
| -52% | -$44.4M |
|
217
PUT
VanEck Gold Miners ETF
GDX
$23.5B
| $38.4M | 0.04% |
1,502,400
+500,000
| +50% | +$11M |
|
218
CVS Health
CVS
$134B
| $38.2M | 0.04% |
701,764
+56,919
| +9% | +$3.07M |
|
219
PUT
Seagate
STX
$193B
| $38M | 0.04% |
806,300
+276,100
| +52% | +$12.8M |
|
|
MDCO
220
PUT
DELISTED
Medicines Co
MDCO
| $37.3M | 0.04% |
1,022,600
| – | – |
|
221
CALL
BHP
BHP
$218B
| $37.2M | 0.04% |
718,001
+234,962
| +49% | +$11.4M |
|
222
PUT
iShares US Real Estate ETF
IYR
$4.69B
| $37.1M | 0.04% |
425,000
+122,100
| +40% | +$10.7M |
|
223
CALL
NXP Semiconductors
NXPI
$61.8B
| $37M | 0.04% |
379,400
+359,300
| +1,788% | +$34.8M |
|
224
Qualcomm
QCOM
$160B
| $37M | 0.04% |
485,893
-285,710
| -37% | -$20.9M |
|
225
CALL
Wynn Resorts
WYNN
$10.5B
| $36.8M | 0.04% |
297,100
-378,800
| -56% | -$48.7M |
|
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.