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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 | |
|---|---|---|---|---|---|---|
1201
CALL
Southern Company
SO
$107B
| $1.63M | ﹤0.01% |
26,400
-7,800
| -23% | -$452K |
|
|
NUAN
1202
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.63M | ﹤0.01% |
+115,500
| New | +$1.66M |
|
|
HDS
1203
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.63M | ﹤0.01% |
41,500
+27,700
| +201% | +$1.09M |
|
1204
Occidental Petroleum
OXY
$56B
| $1.63M | ﹤0.01% |
36,537
+7,159
| +24% | +$338K |
|
1205
CALL
Brinker International
EAT
$9.75B
| $1.62M | ﹤0.01% |
+38,000
| New | +$1.52M |
|
|
1206
PUT
Brinker International
EAT
$9.75B
| $1.62M | ﹤0.01% |
+38,000
| New | +$1.52M |
|
1207
PUT
Opko Health
OPK
$985M
| $1.62M | ﹤0.01% |
775,000
| – | – |
|
1208
PUT
Rio Tinto
RIO
$162B
| $1.61M | ﹤0.01% |
30,900
-137,800
| -82% | -$7.48M |
|
|
DBD
1209
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.6M | ﹤0.01% |
143,200
+100,000
| +231% | +$1.18M |
|
1210
PUT
Marchex
MCHX
$80.2M
| $1.6M | ﹤0.01% |
+510,000
| New | +$1.96M |
|
1211
Golar LNG
GLNG
$5.19B
| $1.6M | ﹤0.01% |
122,987
+100,901
| +457% | +$1.48M |
|
|
BRSL
1212
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $1.6M | ﹤0.01% |
112,500
+89,600
| +391% | +$1.19M |
|
1213
EOG Resources
EOG
$71.4B
| $1.59M | ﹤0.01% |
21,452
-52,256
| -71% | -$4.24M |
|
1214
PUT
Zoom
ZM
$29.7B
| $1.58M | ﹤0.01% |
+20,800
| New | +$1.87M |
|
1215
Mohawk Industries
MHK
$8.97B
| $1.58M | ﹤0.01% |
12,771
+12,705
| +19,250% | +$1.63M |
|
1216
Zillow
Z
$7.52B
| $1.58M | ﹤0.01% |
52,895
-105,354
| -67% | -$4.2M |
|
|
BRSL
1217
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $1.56M | ﹤0.01% |
110,000
+93,200
| +555% | +$1.24M |
|
1218
CALL
Lumentum
LITE
$65.2B
| $1.56M | ﹤0.01% |
29,300
-33,400
| -53% | -$1.88M |
|
1219
CALL
Norwegian Cruise Line
NCLH
$8.89B
| $1.56M | ﹤0.01% |
30,200
+14,400
| +91% | +$730K |
|
|
HTT
1220
High Templar Tech Ltd
HTT
$385M
| $1.56M | ﹤0.01% |
226,477
+151,701
| +203% | +$1.22M |
|
1221
Alaska Air
ALK
$5.66B
| $1.56M | ﹤0.01% |
23,999
-21,143
| -47% | -$1.33M |
|
1222
PUT
TTEC Holdings
TTEC
$127M
| $1.56M | ﹤0.01% |
32,500
| – | – |
|
1223
Iridium Communications
IRDM
$5.12B
| $1.55M | ﹤0.01% |
73,069
+19,279
| +36% | +$459K |
|
|
INST
1224
CALL
DELISTED
Instructure, Inc.
INST
| $1.55M | ﹤0.01% |
+40,000
| New | +$1.63M |
|
|
INST
1225
PUT
DELISTED
Instructure, Inc.
INST
| $1.55M | ﹤0.01% |
+40,000
| New | +$1.63M |
|
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.