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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 | |
|---|---|---|---|---|---|---|
351
CALL
First Solar
FSLR
$25.4B
| $23.8M | 0.03% |
409,600
+328,500
| +405% | +$21M |
|
352
Goldman Sachs
GS
$313B
| $23.6M | 0.03% |
114,088
+114,076
| +950,633% | +$23.9M |
|
353
PUT
Petrobras
PBR
$118B
| $23.6M | 0.03% |
1,629,900
+1,319,600
| +425% | +$19.4M |
|
354
Morgan Stanley
MS
$343B
| $23.3M | 0.03% |
544,905
+356,704
| +190% | +$15.2M |
|
355
CALL
PNC Financial Services
PNC
$102B
| $23M | 0.03% |
164,500
+33,800
| +26% | +$4.58M |
|
356
Citigroup
C
$231B
| $23M | 0.03% |
332,756
-235,128
| -41% | -$16M |
|
|
357
iShares MSCI EAFE ETF
EFA
$79.4B
| $22.9M | 0.03% |
351,855
-1,107,447
| -76% | -$71.4M |
|
358
PUT
Union Pacific
UNP
$176B
| $22.8M | 0.03% |
140,900
+7,400
| +6% | +$1.24M |
|
359
Autodesk
ADSK
$50.7B
| $22.8M | 0.03% |
154,244
+111,594
| +262% | +$17.4M |
|
360
CALL
Workday
WDAY
$42.1B
| $22.7M | 0.03% |
133,500
-24,500
| -16% | -$4.73M |
|
361
McDonald's
MCD
$195B
| $22.6M | 0.03% |
105,211
+39,304
| +60% | +$8.43M |
|
|
RTN
362
PUT
DELISTED
Raytheon Company
RTN
| $22.5M | 0.03% |
114,900
+19,500
| +20% | +$3.61M |
|
363
CALL
US Bancorp
USB
$100B
| $22.5M | 0.03% |
406,900
+64,500
| +19% | +$3.49M |
|
364
CALL
MGM Resorts International
MGM
$11.4B
| $22.3M | 0.03% |
802,900
+130,800
| +19% | +$3.76M |
|
365
IBM
IBM
$222B
| $22.2M | 0.02% |
159,590
-188,767
| -54% | -$25.5M |
|
366
PUT
Eli Lilly
LLY
$1.04T
| $22.1M | 0.02% |
197,700
+9,100
| +5% | +$1.01M |
|
367
CALL
O'Reilly Automotive
ORLY
$76.3B
| $22.1M | 0.02% |
831,000
+553,500
| +199% | +$14.3M |
|
368
PUT
CME Group
CME
$95.2B
| $21.8M | 0.02% |
103,200
+93,400
| +953% | +$19.5M |
|
369
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $21.7M | 0.02% |
353,942
+314,318
| +793% | +$18.9M |
|
370
PUT
Kraft Heinz
KHC
$30.5B
| $21.6M | 0.02% |
772,000
+52,400
| +7% | +$1.51M |
|
371
JD.com
JD
$43.9B
| $21.5M | 0.02% |
763,306
+656,278
| +613% | +$19.8M |
|
372
CALL
Gilead Sciences
GILD
$164B
| $21.5M | 0.02% |
339,100
-269,200
| -44% | -$17.6M |
|
|
RTN
373
CALL
DELISTED
Raytheon Company
RTN
| $21.5M | 0.02% |
109,400
+11,500
| +12% | +$2.13M |
|
374
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$148M
| $21.3M | 0.02% |
14,019
+10,894
| +349% | +$17.3M |
|
375
PUT
iShares MSCI Mexico ETF
EWW
$1.97B
| $21.2M | 0.02% |
496,600
+369,900
| +292% | +$15.4M |
|
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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.