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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 | |
|---|---|---|---|---|---|---|
|
HBI
1226
CALL
DELISTED
Hanesbrands
HBI
| $1.55M | ﹤0.01% |
101,000
+60,800
| +151% | +$925K |
|
1227
BP
BP
$109B
| $1.54M | ﹤0.01% |
+40,639
| New | +$1.55M |
|
1228
PUT
Northrop Grumman
NOC
$80.7B
| $1.53M | ﹤0.01% |
4,100
+2,600
| +173% | +$921K |
|
|
AY
1229
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $1.53M | ﹤0.01% |
+63,341
| New | +$1.49M |
|
1230
PUT
Ambarella
AMBA
$3.68B
| $1.52M | ﹤0.01% |
24,300
+1,500
| +7% | +$77.8K |
|
1231
CALL
Corteva
CTVA
$51.3B
| $1.52M | ﹤0.01% |
54,351
-55,176
| -50% | -$1.6M |
|
1232
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $1.51M | ﹤0.01% |
34,200
+26,900
| +368% | +$1.13M |
|
1233
Deckers Outdoor
DECK
$13.3B
| $1.51M | ﹤0.01% |
61,410
+61,158
| +24,269% | +$1.57M |
|
1234
Regency Centers
REG
$14.1B
| $1.5M | ﹤0.01% |
21,583
-7,995
| -27% | -$532K |
|
1235
PUT
Invesco
IVZ
$14B
| $1.5M | ﹤0.01% |
88,400
-11,300
| -11% | -$200K |
|
1236
Prudential Financial
PRU
$41.9B
| $1.49M | ﹤0.01% |
16,517
-3,538
| -18% | -$321K |
|
1237
Blackrock
BLK
$175B
| $1.48M | ﹤0.01% |
3,329
+2,186
| +191% | +$973K |
|
1238
PUT
Dick's Sporting Goods
DKS
$17.8B
| $1.48M | ﹤0.01% |
36,200
-256,300
| -88% | -$9.23M |
|
1239
CALL
Aon
AON
$76.5B
| $1.47M | ﹤0.01% |
7,600
+300
| +4% | +$57.9K |
|
1240
PUT
New Oriental
EDU
$9.04B
| $1.47M | ﹤0.01% |
13,300
-1,100
| -8% | -$115K |
|
1241
PUT
Ingersoll Rand
IR
$34.2B
| $1.47M | ﹤0.01% |
+51,900
| New | +$1.6M |
|
1242
Vulcan Materials
VMC
$36.5B
| $1.46M | ﹤0.01% |
9,666
+9,645
| +45,929% | +$1.36M |
|
1243
Centene
CNC
$31.7B
| $1.45M | ﹤0.01% |
33,427
+33,379
| +69,540% | +$1.63M |
|
|
GAP
1244
The Gap Inc
GAP
$7.39B
| $1.44M | ﹤0.01% |
83,004
+6,178
| +8% | +$110K |
|
|
HAYN
1245
PUT
DELISTED
Haynes International, Inc.
HAYN
| $1.43M | ﹤0.01% |
40,000
-20,000
| -33% | -$633K |
|
1246
CALL
Fortinet
FTNT
$117B
| $1.43M | ﹤0.01% |
93,000
-15,500
| -14% | -$252K |
|
1247
CALL
VanEck Oil Services ETF
OIH
$1.94B
| $1.43M | ﹤0.01% |
6,060
+4,940
| +441% | +$1.28M |
|
|
NLSN
1248
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $1.43M | ﹤0.01% |
67,000
-5,700
| -8% | -$126K |
|
1249
Digi International
DGII
$3.15B
| $1.42M | ﹤0.01% |
+104,449
| New | +$1.38M |
|
|
RDS.A
1250
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.42M | ﹤0.01% |
+24,100
| New | +$1.43M |
|
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.