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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 | |
|---|---|---|---|---|---|---|
876
General Motors
GM
$76.8B
| $4.15M | ﹤0.01% |
110,721
+64,418
| +139% | +$2.48M |
|
877
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.58B
| $4.14M | ﹤0.01% |
+142,200
| New | +$4.1M |
|
|
HDS
878
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $4.13M | ﹤0.01% |
105,400
+93,100
| +757% | +$3.65M |
|
879
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.6B
| $4.07M | ﹤0.01% |
439,717
-461,630
| -51% | -$5.95M |
|
880
Abbott
ABT
$185B
| $4.03M | ﹤0.01% |
48,197
-2,292
| -5% | -$195K |
|
881
CALL
Plains GP Holdings
PAGP
$5.01B
| $3.99M | ﹤0.01% |
188,000
+96,600
| +106% | +$2.23M |
|
882
CALL
Apollo Global Management
APO
$73.4B
| $3.97M | ﹤0.01% |
+105,000
| New | +$3.82M |
|
|
883
PUT
Apollo Global Management
APO
$73.4B
| $3.97M | ﹤0.01% |
+105,000
| New | +$3.82M |
|
884
CALL
Toll Brothers
TOL
$14.1B
| $3.97M | ﹤0.01% |
96,600
+74,100
| +329% | +$2.73M |
|
885
CALL
TD Synnex
SNX
$20.8B
| $3.95M | ﹤0.01% |
70,000
| – | – |
|
886
Corning
GLW
$137B
| $3.94M | ﹤0.01% |
138,062
+128,967
| +1,418% | +$3.86M |
|
887
Ambarella
AMBA
$3.69B
| $3.94M | ﹤0.01% |
62,619
+42,928
| +218% | +$2.23M |
|
888
CALL
Sunoco
SUN
$13.9B
| $3.93M | ﹤0.01% |
+125,000
| New | +$3.98M |
|
889
CALL
Trane Technologies
TT
$106B
| $3.92M | ﹤0.01% |
31,800
+25,600
| +413% | +$3.12M |
|
|
DISH
890
CALL
DELISTED
DISH Network Corp.
DISH
| $3.9M | ﹤0.01% |
114,500
+83,000
| +263% | +$2.97M |
|
|
891
CALL
Ambarella
AMBA
$3.69B
| $3.87M | ﹤0.01% |
61,500
+17,000
| +38% | +$882K |
|
892
CALL
Weibo
WB
$1.94B
| $3.86M | ﹤0.01% |
86,500
-8,900
| -9% | -$377K |
|
893
PUT
Shopify
SHOP
$189B
| $3.86M | ﹤0.01% |
124,000
-67,000
| -35% | -$2.29M |
|
894
PUT
Yelp
YELP
$1.39B
| $3.85M | ﹤0.01% |
110,900
+28,900
| +35% | +$999K |
|
895
United Rentals
URI
$72B
| $3.84M | ﹤0.01% |
30,783
+21,636
| +237% | +$2.62M |
|
|
KSU
896
DELISTED
Kansas City Southern
KSU
| $3.82M | ﹤0.01% |
28,695
+1,033
| +4% | +$129K |
|
897
Illumina
ILMN
$28.4B
| $3.81M | ﹤0.01% |
12,866
+12,582
| +4,430% | +$3.71M |
|
898
Mastercard
MA
$498B
| $3.8M | ﹤0.01% |
13,978
-13,242
| -49% | -$3.65M |
|
899
PUT
Royal Caribbean
RCL
$86.7B
| $3.79M | ﹤0.01% |
35,000
-142,700
| -80% | -$15.7M |
|
900
PUT
Quanta Services
PWR
$102B
| $3.78M | ﹤0.01% |
+100,000
| New | +$3.61M |
|
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.