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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 | |
|---|---|---|---|---|---|---|
|
VIAB
1001
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $2.83M | ﹤0.01% |
118,000
+13,000
| +12% | +$363K |
|
1002
iShares MSCI Mexico ETF
EWW
$1.97B
| $2.83M | ﹤0.01% |
66,191
+53,635
| +427% | +$2.24M |
|
1003
Las Vegas Sands
LVS
$29.9B
| $2.81M | ﹤0.01% |
48,721
-20,074
| -29% | -$1.17M |
|
1004
CALL
Viavi Solutions
VIAV
$10B
| $2.8M | ﹤0.01% |
+200,000
| New | +$2.85M |
|
1005
Universal Display
OLED
$4.01B
| $2.8M | ﹤0.01% |
16,679
+2,175
| +15% | +$435K |
|
1006
PUT
Lennar Class A
LEN
$20.4B
| $2.79M | ﹤0.01% |
+51,547
| New | +$2.51M |
|
1007
CALL
Monster Beverage
MNST
$92.1B
| $2.79M | ﹤0.01% |
96,000
-15,800
| -14% | -$479K |
|
1008
PUT
Under Armour
UAA
$2.73B
| $2.78M | ﹤0.01% |
139,400
+47,000
| +51% | +$1.04M |
|
1009
CALL
J.M. Smucker
SJM
$12.7B
| $2.75M | ﹤0.01% |
25,000
+15,400
| +160% | +$1.72M |
|
1010
Norfolk Southern
NSC
$76.9B
| $2.75M | ﹤0.01% |
15,296
+15,262
| +44,888% | +$2.81M |
|
1011
CALL
Appian
APPN
$2.23B
| $2.74M | ﹤0.01% |
+57,600
| New | +$2.7M |
|
|
MNDT
1012
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.73M | ﹤0.01% |
204,947
+132,687
| +184% | +$1.88M |
|
1013
Tetra Tech
TTEK
$8.89B
| $2.73M | ﹤0.01% |
157,440
+156,560
| +17,791% | +$2.56M |
|
|
FISV
1014
PUT
Fiserv Inc
FISV
$28.9B
| $2.73M | ﹤0.01% |
26,380
+24,400
| +1,232% | +$2.49M |
|
1015
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $2.72M | ﹤0.01% |
44,200
+44,000
| +22,000% | +$2.65M |
|
1016
CALL
Zscaler
ZS
$26.3B
| $2.71M | ﹤0.01% |
57,400
+20,100
| +54% | +$1.45M |
|
1017
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $2.71M | ﹤0.01% |
111,196
+111,026
| +65,309% | +$2.92M |
|
1018
Tyson Foods
TSN
$20.6B
| $2.71M | ﹤0.01% |
31,436
+2,064
| +7% | +$176K |
|
1019
CALL
T-Mobile US
TMUS
$193B
| $2.68M | ﹤0.01% |
34,000
+2,000
| +6% | +$157K |
|
1020
PUT
Vertex Pharmaceuticals
VRTX
$123B
| $2.68M | ﹤0.01% |
15,800
+12,600
| +394% | +$2.23M |
|
1021
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $2.66M | ﹤0.01% |
104,700
-32,300
| -24% | -$864K |
|
|
1022
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $2.66M | ﹤0.01% |
104,489
-4,111
| -4% | -$110K |
|
1023
iShares MSCI Japan ETF
EWJ
$22.5B
| $2.64M | ﹤0.01% |
46,592
-67,850
| -59% | -$3.72M |
|
1024
PUT
Fortinet
FTNT
$117B
| $2.64M | ﹤0.01% |
172,000
-46,500
| -21% | -$755K |
|
1025
Nutrien
NTR
$32B
| $2.61M | ﹤0.01% |
52,402
+52,396
| +873,267% | +$2.67M |
|
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.