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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 | |
|---|---|---|---|---|---|---|
|
WBT
1151
DELISTED
Welbilt, Inc.
WBT
| $1.91M | ﹤0.01% |
113,195
+56,441
| +99% | +$916K |
|
|
GAP
1152
CALL
The Gap Inc
GAP
$7.39B
| $1.9M | ﹤0.01% |
109,700
-24,100
| -18% | -$428K |
|
|
CISN
1153
DELISTED
Cision Ltd. Ordinary Share
CISN
| $1.9M | ﹤0.01% |
+247,282
| New | +$2.13M |
|
|
BBBY
1154
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.9M | ﹤0.01% |
178,500
+75,800
| +74% | +$731K |
|
|
FSCT
1155
PUT
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $1.9M | ﹤0.01% |
50,000
| – | – |
|
1156
PUT
Dropbox
DBX
$8.06B
| $1.88M | ﹤0.01% |
93,400
-353,600
| -79% | -$7.53M |
|
1157
PUT
Howmet Aerospace
HWM
$116B
| $1.87M | ﹤0.01% |
93,497
+42,902
| +85% | +$845K |
|
1158
Visa
V
$692B
| $1.86M | ﹤0.01% |
10,821
-1,843
| -15% | -$328K |
|
1159
PUT
NOV
NOV
$7.09B
| $1.86M | ﹤0.01% |
87,900
+53,200
| +153% | +$1.13M |
|
1160
CALL
Pembina Pipeline
PBA
$27.9B
| $1.85M | ﹤0.01% |
50,000
-50,000
| -50% | -$1.85M |
|
1161
CALL
Wolfspeed
WOLF
$1.43B
| $1.84M | ﹤0.01% |
37,400
-4,500
| -11% | -$245K |
|
|
KEM
1162
CALL
DELISTED
KEMET Corporation
KEM
| $1.83M | ﹤0.01% |
100,900
+98,000
| +3,379% | +$1.85M |
|
1163
General Mills
GIS
$19.3B
| $1.83M | ﹤0.01% |
33,262
-18,925
| -36% | -$1.02M |
|
1164
CALL
Alcoa
AA
$12.5B
| $1.83M | ﹤0.01% |
91,200
-41,500
| -31% | -$863K |
|
|
TIVO
1165
CALL
DELISTED
Tivo Inc
TIVO
| $1.83M | ﹤0.01% |
240,000
-4,400
| -2% | -$33.6K |
|
1166
CALL
Golar LNG
GLNG
$5.19B
| $1.82M | ﹤0.01% |
140,000
-50,000
| -26% | -$735K |
|
|
AGN
1167
CALL
DELISTED
Allergan plc
AGN
| $1.82M | ﹤0.01% |
10,800
-102,400
| -90% | -$16.7M |
|
1168
PUT
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $1.82M | ﹤0.01% |
+80,000
| New | +$1.94M |
|
1169
CALL
Lyft
LYFT
$6.19B
| $1.81M | ﹤0.01% |
44,400
-454,400
| -91% | -$24.8M |
|
1170
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $1.79M | ﹤0.01% |
17,300
+1,999
| +13% | +$211K |
|
1171
Tactile Systems Technology
TCMD
$651M
| $1.78M | ﹤0.01% |
42,152
+30,431
| +260% | +$1.57M |
|
1172
Burlington
BURL
$23.4B
| $1.78M | ﹤0.01% |
8,889
+5,220
| +142% | +$960K |
|
1173
American Express
AXP
$231B
| $1.75M | ﹤0.01% |
14,813
+3,939
| +36% | +$483K |
|
1174
Clean Harbors
CLH
$16.2B
| $1.75M | ﹤0.01% |
+22,654
| New | +$1.68M |
|
|
JNPR
1175
PUT
DELISTED
Juniper Networks
JNPR
| $1.75M | ﹤0.01% |
70,700
+52,600
| +291% | +$1.32M |
|
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.