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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 | |
|---|---|---|---|---|---|---|
176
CALL
NXP Semiconductors
NXPI
$57.8B
| $54.3M | 0.06% |
497,900
+118,500
| +31% | +$12.1M |
|
177
PUT
FedEx
FDX
$72.7B
| $54.2M | 0.06% |
372,600
+56,200
| +18% | +$9.06M |
|
178
CALL
Spotify
SPOT
$103B
| $54M | 0.06% |
473,300
+248,200
| +110% | +$35M |
|
|
CFXA
179
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $53.8M | 0.06% |
412,222
+181,326
| +79% | +$22.5M |
|
180
CALL
Amgen
AMGN
$208B
| $53.7M | 0.06% |
277,600
+135,200
| +95% | +$26M |
|
181
PUT
Salesforce
CRM
$151B
| $53.4M | 0.06% |
360,000
-729,500
| -67% | -$111M |
|
|
TWTR
182
CALL
DELISTED
Twitter, Inc.
TWTR
| $53M | 0.06% |
1,285,900
-751,700
| -37% | -$30.7M |
|
183
CALL
Lockheed Martin
LMT
$134B
| $52.8M | 0.06% |
135,500
+11,600
| +9% | +$4.36M |
|
184
CALL
Johnson Controls International
JCI
$88.8B
| $52.3M | 0.06% |
1,190,900
+781,500
| +191% | +$33.1M |
|
185
PUT
Kroger
KR
$35.4B
| $52M | 0.06% |
2,016,400
+211,400
| +12% | +$4.92M |
|
|
186
PUT
NXP Semiconductors
NXPI
$57.8B
| $51.9M | 0.06% |
475,400
+154,800
| +48% | +$15.8M |
|
187
CALL
iShares Silver Trust
SLV
$28B
| $51.9M | 0.06% |
3,258,100
+2,867,700
| +735% | +$45.6M |
|
188
CALL
ExxonMobil
XOM
$644B
| $51.8M | 0.06% |
733,800
+106,100
| +17% | +$7.67M |
|
189
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $51.7M | 0.06% |
1,597,800
+1,284,800
| +410% | +$39.6M |
|
190
CALL
Newmont
NEM
$98.7B
| $51.3M | 0.06% |
1,352,900
+858,200
| +173% | +$33.3M |
|
|
MDCO
191
CALL
DELISTED
Medicines Co
MDCO
| $51.2M | 0.06% |
1,023,900
-75,000
| -7% | -$2.99M |
|
192
PUT
lululemon athletica
LULU
$13.5B
| $51.1M | 0.06% |
265,600
+96,100
| +57% | +$18M |
|
|
MDCO
193
PUT
DELISTED
Medicines Co
MDCO
| $51.1M | 0.06% |
1,022,600
| – | – |
|
194
PUT
Verizon
VZ
$195B
| $50.5M | 0.06% |
837,100
-161,800
| -16% | -$9.32M |
|
195
PUT
S&P Global
SPGI
$121B
| $50.5M | 0.06% |
206,100
+186,100
| +931% | +$46.5M |
|
|
196
CALL
lululemon athletica
LULU
$13.5B
| $49.7M | 0.06% |
258,300
+102,600
| +66% | +$19.2M |
|
197
CALL
McDonald's
MCD
$192B
| $49.5M | 0.06% |
230,400
-61,600
| -21% | -$13.2M |
|
198
PUT
United States Oil Fund
USO
$2.15B
| $49.1M | 0.06% |
541,688
-11,350
| -2% | -$1.07M |
|
199
CALL
Nike
NKE
$61.9B
| $48.7M | 0.05% |
518,300
-231,300
| -31% | -$19.8M |
|
200
NVIDIA
NVDA
$4.86T
| $48.3M | 0.05% |
11,094,680
+2,304,640
| +26% | +$9.7M |
|
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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.