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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 | |
|---|---|---|---|---|---|---|
51
PUT
Broadcom
AVGO
$1.85T
| $221M | 0.25% |
8,008,000
+3,206,000
| +67% | +$91.2M |
|
52
PUT
Boeing
BA
$171B
| $221M | 0.25% |
579,700
-606,400
| -51% | -$217M |
|
53
PUT
JPMorgan Chase
JPM
$935B
| $219M | 0.25% |
1,864,900
+985,200
| +112% | +$111M |
|
54
PUT
Bank of America
BAC
$435B
| $216M | 0.24% |
7,417,000
+1,575,700
| +27% | +$45.3M |
|
55
PUT
IBM
IBM
$211B
| $212M | 0.24% |
1,524,231
-1,532,495
| -50% | -$207M |
|
56
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
| $208M | 0.23% |
4,936,400
-603,300
| -11% | -$26M |
|
57
PUT
Home Depot
HD
$331B
| $207M | 0.23% |
894,200
+235,300
| +36% | +$51.4M |
|
|
58
CALL
Boeing
BA
$171B
| $203M | 0.23% |
534,000
-269,500
| -34% | -$96.3M |
|
59
PUT
Advanced Micro Devices
AMD
$776B
| $202M | 0.23% |
6,972,400
-292,500
| -4% | -$9.17M |
|
|
60
CALL
Broadcom
AVGO
$1.85T
| $193M | 0.22% |
7,000,000
+2,885,000
| +70% | +$82M |
|
61
PUT
Lam Research
LRCX
$367B
| $188M | 0.21% |
8,132,000
+5,093,000
| +168% | +$107M |
|
62
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $183M | 0.21% |
10,865,000
-125,000
| -1% | -$1.99M |
|
63
CALL
Intel
INTC
$455B
| $172M | 0.19% |
3,334,900
-774,400
| -19% | -$38.1M |
|
|
64
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $170M | 0.19% |
10,095,000
+2,095,000
| +26% | +$33.4M |
|
|
65
CALL
IBM
IBM
$211B
| $169M | 0.19% |
1,215,034
+274,575
| +29% | +$37M |
|
66
PUT
Visa
V
$684B
| $166M | 0.19% |
967,800
+524,000
| +118% | +$93.3M |
|
67
PUT
Qualcomm
QCOM
$155B
| $162M | 0.18% |
2,124,500
-2,461,400
| -54% | -$185M |
|
|
68
CALL
JPMorgan Chase
JPM
$935B
| $159M | 0.18% |
1,350,700
+482,100
| +56% | +$54.5M |
|
|
69
Apple
AAPL
$4.54T
| $156M | 0.18% |
2,784,100
+1,683,236
| +153% | +$88M |
|
70
PUT
Target
TGT
$65.6B
| $155M | 0.17% |
1,451,000
+651,000
| +81% | +$61.9M |
|
71
PUT
Adobe
ADBE
$99.5B
| $154M | 0.17% |
556,600
-264,500
| -32% | -$77.2M |
|
|
72
CALL
Home Depot
HD
$331B
| $153M | 0.17% |
657,800
-61,200
| -9% | -$13.4M |
|
|
73
CALL
Netflix
NFLX
$299B
| $150M | 0.17% |
5,608,000
-2,274,000
| -29% | -$71.2M |
|
74
CALL
Texas Instruments
TXN
$252B
| $150M | 0.17% |
1,157,900
-360,200
| -24% | -$44.4M |
|
75
CALL
Johnson & Johnson
JNJ
$618B
| $149M | 0.17% |
1,152,200
+724,900
| +170% | +$95.5M |
|
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.