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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 | |
|---|---|---|---|---|---|---|
576
CALL
United States Natural Gas Fund
UNG
$455M
| $10.4M | 0.01% |
130,675
+10,325
| +9% | +$830K |
|
577
CALL
Royal Caribbean
RCL
$87.6B
| $10.4M | 0.01% |
95,800
-263,600
| -73% | -$29M |
|
578
PUT
Humana
HUM
$43.7B
| $10.4M | 0.01% |
+40,500
| New | +$11.4M |
|
579
CALL
Exelon
EXC
$47.1B
| $10.3M | 0.01% |
299,607
+23,834
| +9% | +$800K |
|
580
PUT
Williams Companies
WMB
$87.8B
| $10.3M | 0.01% |
426,600
-7,100
| -2% | -$179K |
|
|
581
SPDR Gold Trust
GLD
$138B
| $10.3M | 0.01% |
73,863
-956,787
| -93% | -$133M |
|
582
PUT
American International
AIG
$42.5B
| $10.2M | 0.01% |
183,000
-91,400
| -33% | -$5.05M |
|
583
Salesforce
CRM
$158B
| $10.2M | 0.01% |
68,600
-75,394
| -52% | -$11.5M |
|
584
CALL
Stellantis
STLA
$21.2B
| $10.2M | 0.01% |
784,100
-14,200
| -2% | -$190K |
|
585
CALL
Fox Class A
FOXA
$24.6B
| $10.1M | 0.01% |
320,800
+160,800
| +101% | +$5.57M |
|
|
DOCU
586
CALL
DocuSign
DOCU
$11B
| $10.1M | 0.01% |
163,200
+157,200
| +2,620% | +$8.23M |
|
587
PUT
Chubb
CB
$136B
| $10.1M | 0.01% |
+62,400
| New | +$9.66M |
|
|
MNDT
588
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $10.1M | 0.01% |
754,000
+420,900
| +126% | +$5.98M |
|
589
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $10M | 0.01% |
166,000
+132,000
| +388% | +$7.96M |
|
|
PLAN
590
CALL
DELISTED
Anaplan, Inc.
PLAN
| $9.99M | 0.01% |
212,500
| – | – |
|
591
CALL
Tandem Diabetes Care
TNDM
$1.34B
| $9.96M | 0.01% |
168,900
+99,400
| +143% | +$6.34M |
|
592
CALL
Rio Tinto
RIO
$165B
| $9.89M | 0.01% |
189,800
-180,700
| -49% | -$9.8M |
|
593
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $9.88M | 0.01% |
28,045
+28,044
| +2,804,400% | +$9.83M |
|
594
CALL
Campbell Soup
CPB
$6.87B
| $9.87M | 0.01% |
210,300
+190,800
| +978% | +$8.24M |
|
595
PUT
eBay
EBAY
$49.4B
| $9.85M | 0.01% |
252,700
-295,400
| -54% | -$11.8M |
|
596
PUT
HP
HPQ
$26.1B
| $9.82M | 0.01% |
519,000
+354,800
| +216% | +$6.97M |
|
|
SRCL
597
PUT
DELISTED
Stericycle Inc
SRCL
| $9.78M | 0.01% |
+192,000
| New | +$8.93M |
|
598
PUT
Automatic Data Processing
ADP
$107B
| $9.77M | 0.01% |
60,500
+46,600
| +335% | +$7.7M |
|
|
LNW
599
CALL
DELISTED
Light & Wonder
LNW
| $9.74M | 0.01% |
478,900
-800
| -0.2% | -$15.8K |
|
|
SJIU
600
DELISTED
South Jersey Industries, Inc.
SJIU
| $9.72M | 0.01% |
188,202
-251,298
| -57% | -$13.1M |
|
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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.