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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 | |
|---|---|---|---|---|---|---|
|
WW
1101
DELISTED
WW International
WW
| $2.15M | ﹤0.01% |
56,746
-49,453
| -47% | -$1.4M |
|
|
CTLT
1102
CALL
DELISTED
CATALENT, INC.
CTLT
| $2.15M | ﹤0.01% |
45,000
| – | – |
|
|
CGC
1103
CALL
Canopy Growth
CGC
$394M
| $2.14M | ﹤0.01% |
9,350
+350
| +4% | +$107K |
|
1104
Costco
COST
$421B
| $2.13M | ﹤0.01% |
7,380
+7,307
| +10,010% | +$2.06M |
|
1105
CALL
VF Corp
VFC
$5.8B
| $2.12M | ﹤0.01% |
23,800
-44,500
| -65% | -$3.8M |
|
1106
PUT
Tactile Systems Technology
TCMD
$651M
| $2.12M | ﹤0.01% |
50,000
| – | – |
|
|
1107
PUT
VF Corp
VFC
$5.8B
| $2.11M | ﹤0.01% |
23,700
-20,600
| -47% | -$1.76M |
|
|
ZEN
1108
DELISTED
ZENDESK INC
ZEN
| $2.1M | ﹤0.01% |
28,851
+28,849
| +1,442,450% | +$2.38M |
|
1109
PUT
Norfolk Southern
NSC
$76.9B
| $2.1M | ﹤0.01% |
+11,700
| New | +$2.15M |
|
1110
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $2.1M | ﹤0.01% |
108,000
+98,400
| +1,025% | +$2.14M |
|
1111
PUT
PVH
PVH
$3.99B
| $2.08M | ﹤0.01% |
23,600
+10,400
| +79% | +$869K |
|
1112
T. Rowe Price
TROW
$24.2B
| $2.08M | ﹤0.01% |
18,216
+18,194
| +82,700% | +$2.03M |
|
|
SAGE
1113
PUT
DELISTED
Sage Therapeutics
SAGE
| $2.08M | ﹤0.01% |
14,800
-3,000
| -17% | -$502K |
|
|
MOMO
1114
CALL
Hello Group
MOMO
$855M
| $2.07M | ﹤0.01% |
66,800
-127,400
| -66% | -$4.32M |
|
1115
CALL
CrowdStrike
CRWD
$211B
| $2.06M | ﹤0.01% |
+141,600
| New | +$2.81M |
|
|
SKX
1116
CALL
DELISTED
Skechers
SKX
| $2.05M | ﹤0.01% |
55,000
+4,300
| +8% | +$148K |
|
|
HAPN
1117
Happen Inc
HAPN
$2.27B
| $2.05M | ﹤0.01% |
+156,589
| New | +$2.26M |
|
|
AY
1118
CALL
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $2.05M | ﹤0.01% |
+85,000
| New | +$2M |
|
1119
Trex
TREX
$4.93B
| $2.04M | ﹤0.01% |
+44,886
| New | +$1.81M |
|
1120
PUT
Marriott International
MAR
$93.8B
| $2.04M | ﹤0.01% |
16,400
-33,600
| -67% | -$4.46M |
|
1121
CALL
Mercado Libre
MELI
$92.8B
| $2.04M | ﹤0.01% |
3,700
-6,600
| -64% | -$4M |
|
1122
Appian
APPN
$2.23B
| $2.04M | ﹤0.01% |
+42,875
| New | +$2.01M |
|
|
REGI
1123
CALL
DELISTED
Renewable Energy Group, Inc.
REGI
| $2.04M | ﹤0.01% |
135,600
+31,100
| +30% | +$429K |
|
|
ENR.PRA
1124
DELISTED
Energizer Holdings, Inc. 7.50% Series A Mandatory Convertible Preferred Stock
ENR.PRA
| $2.03M | ﹤0.01% |
21,440
-73,673
| -77% | -$6.6M |
|
1125
CALL
Ally Financial
ALLY
$13.4B
| $2.03M | ﹤0.01% |
61,200
+58,200
| +1,940% | +$1.89M |
|
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.