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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
1901
PUT
Paycom
PAYC
$9.69B
| $147K | ﹤0.01% |
700
-300
| -30% | -$70.1K |
|
|
DFS
1902
PUT
DELISTED
Discover Financial Services
DFS
| $146K | ﹤0.01% |
1,800
+1,100
| +157% | +$90.8K |
|
1903
KB Home
KBH
$3.59B
| $144K | ﹤0.01% |
+4,246
| New | +$119K |
|
1904
LendingTree
TREE
$451M
| $144K | ﹤0.01% |
463
+166
| +56% | +$56.6K |
|
|
TTM
1905
DELISTED
Tata Motors Limited
TTM
| $143K | ﹤0.01% |
17,075
+16,595
| +3,457% | +$157K |
|
|
RDS.A
1906
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $142K | ﹤0.01% |
+2,407
| New | +$143K |
|
1907
CALL
MasTec
MTZ
$21.9B
| $141K | ﹤0.01% |
2,200
-400
| -15% | -$23.3K |
|
1908
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $140K | ﹤0.01% |
1,400
-134,100
| -99% | -$14M |
|
1909
PUT
Coty
COTY
$2.48B
| $139K | ﹤0.01% |
13,200
-1,100
| -8% | -$11.4K |
|
1910
PUT
Waste Management
WM
$91B
| $139K | ﹤0.01% |
1,200
+200
| +20% | +$23.4K |
|
1911
CALL
Tyson Foods
TSN
$20.4B
| $138K | ﹤0.01% |
1,600
-4,300
| -73% | -$366K |
|
1912
Plains GP Holdings
PAGP
$4.9B
| $137K | ﹤0.01% |
+6,470
| New | +$149K |
|
1913
T-Mobile US
TMUS
$190B
| $137K | ﹤0.01% |
1,741
-29,299
| -94% | -$2.3M |
|
|
FISV
1914
CALL
Fiserv Inc
FISV
$27.9B
| $136K | ﹤0.01% |
1,320
-250,000
| -99% | -$25.5M |
|
1915
Johnson Controls International
JCI
$92.2B
| $136K | ﹤0.01% |
3,105
+2,980
| +2,384% | +$126K |
|
|
CXO
1916
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $136K | ﹤0.01% |
+2,000
| New | +$163K |
|
|
HDS
1917
DELISTED
HD Supply Holdings, Inc.
HDS
| $136K | ﹤0.01% |
3,472
+333
| +11% | +$13.1K |
|
1918
Avis
CAR
$5.02B
| $133K | ﹤0.01% |
4,722
-2,673
| -36% | -$81.9K |
|
1919
CALL
Incyte
INCY
$24.4B
| $133K | ﹤0.01% |
+1,800
| New | +$145K |
|
1920
CALL
Pinterest
PINS
$13.4B
| $133K | ﹤0.01% |
+5,000
| New | +$150K |
|
1921
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
| $131K | ﹤0.01% |
1,203
-14,966
| -93% | -$1.62M |
|
|
CXO
1922
DELISTED
CONCHO RESOURCES INC.
CXO
| $131K | ﹤0.01% |
1,934
+1,904
| +6,347% | +$155K |
|
1923
CALL
Puma Biotechnology
PBYI
$454M
| $129K | ﹤0.01% |
+12,000
| New | +$130K |
|
1924
Synopsys
SNPS
$79.7B
| $128K | ﹤0.01% |
936
-488
| -34% | -$66K |
|
1925
Tractor Supply
TSCO
$18B
| $127K | ﹤0.01% |
6,995
-120
| -2% | -$2.49K |
|
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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.