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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 | |
|---|---|---|---|---|---|---|
126
PUT
Coca-Cola
KO
$377B
| $76.8M | 0.09% |
1,411,000
-1,019,300
| -42% | -$54.6M |
|
127
CALL
United Parcel Service
UPS
$88.6B
| $76.6M | 0.09% |
639,000
+174,100
| +37% | +$19.9M |
|
128
Baidu
BIDU
$37.7B
| $76.1M | 0.09% |
741,029
+340,083
| +85% | +$36.5M |
|
129
PUT
JD.com
JD
$44.6B
| $74.9M | 0.08% |
2,653,800
+589,200
| +29% | +$17.8M |
|
|
ATVI
130
PUT
DELISTED
Activision Blizzard
ATVI
| $74.9M | 0.08% |
1,414,500
+419,100
| +42% | +$20.9M |
|
131
PUT
Costco
COST
$422B
| $74.1M | 0.08% |
257,300
+28,700
| +13% | +$8.08M |
|
|
132
CALL
Baidu
BIDU
$37.7B
| $72.9M | 0.08% |
709,600
-67,100
| -9% | -$7.21M |
|
133
Alphabet (Google) Class C
GOOG
$4.36T
| $72.8M | 0.08% |
1,194,720
-257,480
| -18% | -$15.2M |
|
134
PUT
Autodesk
ADSK
$49.5B
| $72.6M | 0.08% |
491,600
-137,100
| -22% | -$21.3M |
|
135
PUT
Workday
WDAY
$39.6B
| $72.5M | 0.08% |
426,700
-25,100
| -6% | -$4.85M |
|
136
PUT
PepsiCo
PEP
$190B
| $71.7M | 0.08% |
522,700
+208,800
| +67% | +$27.7M |
|
137
PUT
United Airlines
UAL
$39.4B
| $71.6M | 0.08% |
810,300
+529,700
| +189% | +$46.8M |
|
138
CALL
Pfizer
PFE
$143B
| $70.9M | 0.08% |
2,081,018
+423,603
| +26% | +$15.4M |
|
|
139
CALL
JD.com
JD
$44.6B
| $70.9M | 0.08% |
2,514,500
+776,500
| +45% | +$23.5M |
|
|
140
iShares Russell 2000 ETF
IWM
$80.2B
| $70.2M | 0.08% |
463,979
+384,742
| +486% | +$58.7M |
|
141
PUT
Newmont
NEM
$98.7B
| $70M | 0.08% |
1,846,600
+1,097,200
| +146% | +$42.6M |
|
142
CALL
Marathon Petroleum
MPC
$92.4B
| $69.5M | 0.08% |
1,143,600
+808,800
| +242% | +$42.6M |
|
|
143
CALL
Coca-Cola
KO
$377B
| $68.9M | 0.08% |
1,266,200
-1,625,100
| -56% | -$87M |
|
144
CALL
Snap
SNAP
$7.89B
| $68.7M | 0.08% |
4,345,800
+81,500
| +2% | +$1.31M |
|
145
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
| $66.4M | 0.07% |
43,733
| – | – |
|
146
PUT
Nike
NKE
$61.9B
| $66.2M | 0.07% |
705,000
+188,400
| +36% | +$16.2M |
|
147
PUT
Western Digital
WDC
$188B
| $66.1M | 0.07% |
1,466,678
-613,872
| -30% | -$26.2M |
|
148
CALL
Ferrari
RACE
$69.2B
| $65.9M | 0.07% |
427,600
+119,000
| +39% | +$19M |
|
149
PUT
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $65.7M | 0.07% |
1,750,000
+50,000
| +3% | +$1.86M |
|
150
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $64.8M | 0.07% |
1,142,300
+1,025,700
| +880% | +$56.2M |
|
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.