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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 | |
|---|---|---|---|---|---|---|
926
PUT
Baxter International
BAX
$14.1B
| $3.52M | ﹤0.01% |
+40,200
| New | +$3.43M |
|
927
CALL
Vanguard Real Estate ETF
VNQ
$38.9B
| $3.5M | ﹤0.01% |
+37,500
| New | +$3.4M |
|
928
CALL
Thermo Fisher Scientific
TMO
$213B
| $3.5M | ﹤0.01% |
12,000
+3,900
| +48% | +$1.12M |
|
929
PUT
Rockwell Automation
ROK
$49.5B
| $3.49M | ﹤0.01% |
21,200
+20,400
| +2,550% | +$3.22M |
|
930
Northrop Grumman
NOC
$80.3B
| $3.49M | ﹤0.01% |
9,313
+9,260
| +17,472% | +$3.28M |
|
931
CALL
GDS Holdings
GDS
$6.42B
| $3.48M | ﹤0.01% |
+86,800
| New | +$3.5M |
|
|
CIT
932
DELISTED
CIT Group Inc.
CIT
| $3.46M | ﹤0.01% |
76,459
+34,514
| +82% | +$1.61M |
|
933
Electronic Arts
EA
| $3.46M | ﹤0.01% |
35,317
-71,512
| -67% | -$6.72M |
|
|
NVRO
934
CALL
DELISTED
NEVRO CORP.
NVRO
| $3.44M | ﹤0.01% |
+40,000
| New | +$3.03M |
|
935
PUT
EPR Properties
EPR
$4.72B
| $3.41M | ﹤0.01% |
+44,400
| New | +$3.38M |
|
936
PUT
Huntington Bancshares
HBAN
$35.3B
| $3.4M | ﹤0.01% |
238,300
| – | – |
|
937
Lennar Class A
LEN
$20.4B
| $3.4M | ﹤0.01% |
62,911
+22,466
| +56% | +$1.09M |
|
938
CALL
Delta Air Lines
DAL
$61.1B
| $3.4M | ﹤0.01% |
58,900
-259,000
| -81% | -$15.3M |
|
939
Kimberly-Clark
KMB
$36.3B
| $3.39M | ﹤0.01% |
23,887
+23,730
| +15,115% | +$3.26M |
|
940
PUT
SM Energy
SM
$6.79B
| $3.39M | ﹤0.01% |
+350,000
| New | +$3.57M |
|
|
SGI
941
PUT
Somnigroup International
SGI
$14B
| $3.39M | ﹤0.01% |
+175,600
| New | +$3.37M |
|
942
CALL
ServiceNow
NOW
$120B
| $3.38M | ﹤0.01% |
66,500
-352,000
| -84% | -$19.1M |
|
943
PUT
AGNC Investment
AGNC
$12.6B
| $3.36M | ﹤0.01% |
208,500
+203,000
| +3,691% | +$3.33M |
|
944
ON Semiconductor
ON
$18.7B
| $3.36M | ﹤0.01% |
174,703
+155,035
| +788% | +$2.98M |
|
945
PUT
KeyCorp
KEY
$24.3B
| $3.35M | ﹤0.01% |
187,700
-24,800
| -12% | -$429K |
|
|
PVG
946
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.34M | ﹤0.01% |
290,000
| – | – |
|
|
NVTA
947
CALL
DELISTED
Invitae Corporation
NVTA
| $3.32M | ﹤0.01% |
+172,500
| New | +$4.07M |
|
|
JWN
948
PUT
DELISTED
Nordstrom
JWN
| $3.3M | ﹤0.01% |
98,000
+38,000
| +63% | +$1.16M |
|
949
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.4B
| $3.29M | ﹤0.01% |
12,229
-214,471
| -95% | -$57.2M |
|
950
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $3.27M | ﹤0.01% |
74,200
+45,200
| +156% | +$1.9M |
|
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.