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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
-0.32%
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
$88.9B
AUM Growth
-$3B
(-3.3%)
Cap. Flow
-$3.52B
Cap. Flow
% of AUM
-3.96%
Top 10 Holdings %
Top 10 Hldgs %
48.33%
Holding
4,040
New
454
Increased
933
Reduced
750
Closed
1,745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$103M |
| 2 |
Apple
AAPL
|
+$88M |
| 3 |
Netflix
NFLX
|
+$86.8M |
| 4 |
Amazon
AMZN
|
+$61.1M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$58.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.64B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$266M |
| 3 |
SPDR Gold Trust
GLD
|
+$133M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$71.4M |
| 5 |
DCUD
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
|
+$69.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.81% |
| 2 | Consumer Discretionary | 0.77% |
| 3 | Communication Services | 0.62% |
| 4 | Industrials | 0.32% |
| 5 | Financials | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Micron Technology
MU
$1.01T
| $38.5M | 0.04% |
897,514
-1,230,280
| -58% | -$55.6M |
|
227
CALL
General Motors
GM
$77.5B
| $38M | 0.04% |
1,014,000
-321,100
| -24% | -$12.3M |
|
228
CALL
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $37.6M | 0.04% |
933,400
+615,600
| +194% | +$24.6M |
|
229
PUT
United Parcel Service
UPS
$92.7B
| $37.3M | 0.04% |
311,000
+78,100
| +34% | +$8.93M |
|
230
PUT
Estee Lauder
EL
$31.5B
| $37.2M | 0.04% |
186,900
+182,600
| +4,247% | +$34.9M |
|
231
CALL
Union Pacific
UNP
$176B
| $37.1M | 0.04% |
229,200
-700
| -0.3% | -$118K |
|
232
CVS Health
CVS
$133B
| $37.1M | 0.04% |
588,574
-113,190
| -16% | -$6.71M |
|
233
PUT
Palo Alto Networks
PANW
$299B
| $36.9M | 0.04% |
1,085,400
-1,261,800
| -54% | -$44.7M |
|
234
CALL
Morgan Stanley
MS
$341B
| $36.3M | 0.04% |
850,400
+292,500
| +52% | +$12.5M |
|
235
PUT
Valero Energy
VLO
$88.9B
| $36.2M | 0.04% |
425,200
+179,200
| +73% | +$14.5M |
|
236
PUT
D.R. Horton
DHI
$42.1B
| $36.1M | 0.04% |
685,700
+446,300
| +186% | +$21.3M |
|
|
XLNX
237
CALL
DELISTED
Xilinx Inc
XLNX
| $36M | 0.04% |
375,500
+214,100
| +133% | +$23.4M |
|
238
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $36M | 0.04% |
402,600
+375,250
| +1,372% | +$35.3M |
|
|
WTRU
239
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
| $36M | 0.04% |
593,489
+361,724
| +156% | +$21.2M |
|
|
IFFT
240
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $35.8M | 0.04% |
+761,860
| New | +$37.2M |
|
241
PUT
Vulcan Materials
VMC
$36.9B
| $35.7M | 0.04% |
236,300
+208,900
| +762% | +$29.5M |
|
242
PUT
GE Aerospace
GE
$391B
| $35.7M | 0.04% |
800,259
-671,792
| -46% | -$31.6M |
|
243
CALL
Western Digital
WDC
$189B
| $35.3M | 0.04% |
782,951
-606,067
| -44% | -$25.9M |
|
244
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $34.7M | 0.04% |
308,827
+51,326
| +20% | +$5.73M |
|
|
245
CALL
Valero Energy
VLO
$88.9B
| $34.7M | 0.04% |
407,200
+154,600
| +61% | +$12.5M |
|
246
CALL
Cheniere Energy
LNG
$53.9B
| $34.6M | 0.04% |
548,200
+320,900
| +141% | +$20.6M |
|
|
247
CALL
Palo Alto Networks
PANW
$299B
| $34.5M | 0.04% |
1,014,600
+607,200
| +149% | +$21.5M |
|
248
PUT
Electronic Arts
EA
$52.9B
| $34.4M | 0.04% |
351,900
-496,600
| -59% | -$46.7M |
|
249
PUT
Seagate
STX
$192B
| $34M | 0.04% |
632,900
-173,400
| -22% | -$8.51M |
|
250
PUT
Medtronic
MDT
$110B
| $34M | 0.04% |
313,000
-25,300
| -7% | -$2.64M |
|
Similar funds
Parallax Volatility Advisers's Q3 2019 Portfolio in Review
As of Q3 2019, Parallax Volatility Advisers held 4,040 positions worth $88.9B, down 3.3% from $91.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.52B in Q3 2019, closing 1,745 positions and reducing 750 holdings. Its most notable exit was Dominion Energy, Inc 2016 Series A Corporate Units, an estimated $69.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.81% of assets, up from 0.72% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in International Flavors & Fragrances Inc. 6.00% Tangible Equity Units worth $35.8M.
- Parallax Volatility Advisers's largest Q3 2019 buy was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M.
- Parallax Volatility Advisers added most to iShares China Large-Cap ETF in Q3 2019, an estimated $103M increase.
- Parallax Volatility Advisers's biggest Q3 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.64B.
- Parallax Volatility Advisers fully exited Dominion Energy, Inc 2016 Series A Corporate Units in Q3 2019, selling an estimated $69.3M.
- Parallax Volatility Advisers's ten largest holdings make up 48% of its $88.9B portfolio in Q3 2019.
- Parallax Volatility Advisers opened 454 new positions and closed 1,745 in Q3 2019.
- Parallax Volatility Advisers's portfolio value fell 3.3% quarter-over-quarter to $88.9B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2019, filed 14 Nov 2019.