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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 | |
|---|---|---|---|---|---|---|
|
MOMO
1176
PUT
Hello Group
MOMO
$855M
| $1.75M | ﹤0.01% |
56,500
-514,700
| -90% | -$17.5M |
|
|
MMP
1177
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.75M | ﹤0.01% |
+26,344
| New | +$1.73M |
|
|
TBCH
1178
CALL
Turtle Beach Corp
TBCH
$249M
| $1.75M | ﹤0.01% |
149,500
+13,500
| +10% | +$134K |
|
1179
PUT
Hewlett Packard
HPE
$69.4B
| $1.74M | ﹤0.01% |
114,300
-8,400
| -7% | -$119K |
|
1180
CALL
Transocean
RIG
$5.71B
| $1.74M | ﹤0.01% |
388,500
-231,100
| -37% | -$1.23M |
|
1181
Hilton Grand Vacations
HGV
$3.61B
| $1.73M | ﹤0.01% |
54,163
+54,003
| +33,752% | +$1.7M |
|
|
KSU
1182
CALL
DELISTED
Kansas City Southern
KSU
| $1.73M | ﹤0.01% |
13,000
-60,800
| -82% | -$7.58M |
|
|
ACB
1183
CALL
Aurora Cannabis
ACB
$185M
| $1.73M | ﹤0.01% |
3,283
+1,668
| +103% | +$1.24M |
|
1184
PUT
ServiceNow
NOW
$121B
| $1.73M | ﹤0.01% |
34,000
-192,000
| -85% | -$10.4M |
|
1185
Boston Beer
SAM
$1.88B
| $1.72M | ﹤0.01% |
+4,728
| New | +$1.86M |
|
|
SF
1186
CALL
Stifel
SF
$12.6B
| $1.72M | ﹤0.01% |
+67,500
| New | +$1.7M |
|
1187
CALL
Waterstone Financial
WSBF
$375M
| $1.72M | ﹤0.01% |
100,000
| – | – |
|
1188
Dominion Energy
D
$58.8B
| $1.71M | ﹤0.01% |
21,063
+20,644
| +4,927% | +$1.6M |
|
|
HTZ
1189
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.7M | ﹤0.01% |
123,100
+89,000
| +261% | +$1.25M |
|
1190
CALL
Mohawk Industries
MHK
$8.97B
| $1.7M | ﹤0.01% |
13,700
| – | – |
|
1191
PUT
Cleveland-Cliffs
CLF
$6.98B
| $1.7M | ﹤0.01% |
235,400
-83,100
| -26% | -$748K |
|
1192
CALL
HEICO Corp
HEI
$50.8B
| $1.69M | ﹤0.01% |
+13,500
| New | +$1.85M |
|
1193
Deutsche Bank
DB
$70.7B
| $1.68M | ﹤0.01% |
224,120
+175,013
| +356% | +$1.33M |
|
1194
GoDaddy
GDDY
$11.4B
| $1.68M | ﹤0.01% |
25,453
+25,449
| +636,225% | +$1.72M |
|
1195
PUT
Carnival Corporation Ltd
CCL
$39.4B
| $1.66M | ﹤0.01% |
38,000
-155,600
| -80% | -$7.18M |
|
1196
CALL
Bath & Body Works
BBWI
$4.06B
| $1.66M | ﹤0.01% |
104,403
+54,923
| +111% | +$969K |
|
|
JWN
1197
DELISTED
Nordstrom
JWN
| $1.65M | ﹤0.01% |
48,950
+1,843
| +4% | +$56.3K |
|
|
STAY
1198
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $1.65M | ﹤0.01% |
112,500
| – | – |
|
1199
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $1.64M | ﹤0.01% |
21,100
+16,500
| +359% | +$1.27M |
|
|
PARA
1200
CALL
DELISTED
Paramount Global Class B
PARA
| $1.64M | ﹤0.01% |
40,600
-22,100
| -35% | -$1.03M |
|
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.