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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 | |
|---|---|---|---|---|---|---|
1051
CALL
APA Corp
APA
$12.9B
| $2.42M | ﹤0.01% |
94,500
-30,200
| -24% | -$724K |
|
|
MPT
1052
Medical Properties Trust
MPT
$2.75B
| $2.42M | ﹤0.01% |
123,708
+74,434
| +151% | +$1.37M |
|
1053
United Parcel Service
UPS
$87.7B
| $2.42M | ﹤0.01% |
20,194
-25,160
| -55% | -$2.88M |
|
1054
CALL
Zillow
Z
$7.65B
| $2.41M | ﹤0.01% |
80,900
+4,700
| +6% | +$187K |
|
|
AMRN
1055
CALL
Amarin Corp
AMRN
$301M
| $2.41M | ﹤0.01% |
7,940
+2,190
| +38% | +$764K |
|
|
DBD
1056
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $2.41M | ﹤0.01% |
215,000
| – | – |
|
|
ETFC
1057
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $2.4M | ﹤0.01% |
55,000
-108,300
| -66% | -$4.79M |
|
1058
CALL
Dropbox
DBX
$8.06B
| $2.4M | ﹤0.01% |
119,100
+46,800
| +65% | +$997K |
|
1059
CALL
TTEC Holdings
TTEC
$127M
| $2.39M | ﹤0.01% |
50,000
+17,500
| +54% | +$820K |
|
|
GAP
1060
PUT
The Gap Inc
GAP
$7.39B
| $2.39M | ﹤0.01% |
137,600
-99,500
| -42% | -$1.77M |
|
1061
PUT
Liberty Global Class C
LBTYK
$3.58B
| $2.38M | ﹤0.01% |
100,000
-100,000
| -50% | -$2.6M |
|
1062
PUT
ASML
ASML
$655B
| $2.36M | ﹤0.01% |
+9,500
| New | +$2.14M |
|
1063
TripAdvisor
TRIP
$1.21B
| $2.36M | ﹤0.01% |
61,026
+42,696
| +233% | +$1.78M |
|
1064
CALL
LKQ Corp
LKQ
$6.19B
| $2.36M | ﹤0.01% |
+75,000
| New | +$2.05M |
|
1065
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $2.36M | ﹤0.01% |
87,000
+60,000
| +222% | +$1.65M |
|
|
SKX
1066
PUT
DELISTED
Skechers
SKX
| $2.35M | ﹤0.01% |
63,000
-27,200
| -30% | -$933K |
|
1067
American Tower
AMT
$79.8B
| $2.35M | ﹤0.01% |
10,626
+10,615
| +96,500% | +$2.32M |
|
1068
PUT
Tilray
TLRY
$605M
| $2.35M | ﹤0.01% |
9,500
| – | – |
|
1069
PUT
Cenovus Energy
CVE
$52.1B
| $2.35M | ﹤0.01% |
250,000
| – | – |
|
1070
CALL
Cedar Fair
FUN
$1.61B
| $2.33M | ﹤0.01% |
+40,000
| New | +$2.11M |
|
1071
Elevance Health
ELV
$84.9B
| $2.33M | ﹤0.01% |
9,683
-14,331
| -60% | -$3.93M |
|
1072
Willis Towers Watson
WTW
$31.6B
| $2.32M | ﹤0.01% |
12,021
+12,011
| +120,110% | +$2.35M |
|
1073
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
| $2.31M | ﹤0.01% |
54,100
+16,200
| +43% | +$677K |
|
1074
RH
RH
$3.56B
| $2.31M | ﹤0.01% |
13,498
+932
| +7% | +$133K |
|
1075
TD Synnex
SNX
$20.7B
| $2.3M | ﹤0.01% |
40,764
+17,362
| +74% | +$810K |
|
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.