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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 | |
|---|---|---|---|---|---|---|
851
CALL
Lumen
LUMN
$6.35B
| $4.37M | ﹤0.01% |
350,300
-415,900
| -54% | -$4.94M |
|
852
CALL
Dominion Energy
D
$59.2B
| $4.36M | ﹤0.01% |
53,800
-389,200
| -88% | -$30.1M |
|
853
Box
BOX
$4.4B
| $4.36M | ﹤0.01% |
263,235
+260,275
| +8,793% | +$4.18M |
|
854
PUT
Aramark
ARMK
$14.8B
| $4.36M | ﹤0.01% |
138,500
+69,250
| +100% | +$1.95M |
|
855
CALL
STMicroelectronics
STM
$48B
| $4.35M | ﹤0.01% |
225,000
| – | – |
|
856
Halliburton
HAL
$27.2B
| $4.35M | ﹤0.01% |
230,564
+180,948
| +365% | +$3.75M |
|
|
FLIR
857
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $4.34M | ﹤0.01% |
+82,500
| New | +$4.21M |
|
858
Devon Energy
DVN
$49.9B
| $4.34M | ﹤0.01% |
180,255
+126,922
| +238% | +$3.18M |
|
|
RSX
859
CALL
DELISTED
VanEck Russia ETF
RSX
| $4.33M | ﹤0.01% |
190,000
| – | – |
|
|
RSX
860
PUT
DELISTED
VanEck Russia ETF
RSX
| $4.33M | ﹤0.01% |
190,000
| – | – |
|
|
JWN
861
CALL
DELISTED
Nordstrom
JWN
| $4.33M | ﹤0.01% |
128,700
-17,300
| -12% | -$528K |
|
862
PUT
iShares Biotechnology ETF
IBB
$9.49B
| $4.31M | ﹤0.01% |
43,300
-10,700
| -20% | -$1.12M |
|
863
CALL
ConocoPhillips
COP
$141B
| $4.3M | ﹤0.01% |
75,400
-57,200
| -43% | -$3.26M |
|
864
Gilead Sciences
GILD
$161B
| $4.3M | ﹤0.01% |
67,780
+37,912
| +127% | +$2.48M |
|
865
NextEra Energy
NEE
$177B
| $4.28M | ﹤0.01% |
73,388
+72,556
| +8,721% | +$3.93M |
|
866
PUT
TripAdvisor
TRIP
$1.25B
| $4.26M | ﹤0.01% |
110,200
+39,600
| +56% | +$1.65M |
|
867
CALL
Carnival Corporation Ltd
CCL
$39.9B
| $4.25M | ﹤0.01% |
97,300
-178,500
| -65% | -$8.24M |
|
|
PPLI
868
People Inc
PPLI
$3.18B
| $4.25M | ﹤0.01% |
109,222
-24,139
| -18% | -$1.03M |
|
869
PUT
Beyond Meat
BYND
$278M
| $4.24M | ﹤0.01% |
+28,500
| New | +$4.69M |
|
870
Vanguard Dividend Appreciation ETF
VIG
$114B
| $4.22M | ﹤0.01% |
35,295
+35,294
| +3,529,400% | +$4.16M |
|
871
CALL
Freeport-McMoran
FCX
$95.9B
| $4.2M | ﹤0.01% |
438,400
+211,500
| +93% | +$2.17M |
|
872
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $4.18M | ﹤0.01% |
111,484
+43,335
| +64% | +$1.61M |
|
873
Capri Holdings
CPRI
$1.78B
| $4.18M | ﹤0.01% |
125,923
+25,381
| +25% | +$813K |
|
874
3M
MMM
$92.8B
| $4.17M | ﹤0.01% |
30,364
-27,250
| -47% | -$3.81M |
|
875
HF Sinclair
DINO
$14.8B
| $4.15M | ﹤0.01% |
+77,386
| New | +$3.75M |
|
Similar funds
HF
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.