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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Enphase Energy
ENPH
$5.24B
| $1.3M | ﹤0.01% |
+58,400
| New | +$1.5M |
|
|
BFYT
1277
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $1.29M | ﹤0.01% |
51,687
-17,324
| -25% | -$364K |
|
1278
PUT
Greif
GEF
$5.07B
| $1.29M | ﹤0.01% |
+34,000
| New | +$1.19M |
|
|
MDR
1279
DELISTED
McDermott International
MDR
| $1.29M | ﹤0.01% |
636,781
+620,147
| +3,728% | +$3.81M |
|
1280
CALL
Huntington Bancshares
HBAN
$35.1B
| $1.28M | ﹤0.01% |
90,000
| – | – |
|
1281
Mondelez International
MDLZ
$80.1B
| $1.28M | ﹤0.01% |
23,140
+22,915
| +10,184% | +$1.25M |
|
1282
CALL
Humana
HUM
$44.1B
| $1.28M | ﹤0.01% |
+5,000
| New | +$1.4M |
|
1283
Logitech
LOGI
$14.7B
| $1.28M | ﹤0.01% |
+31,356
| New | +$1.26M |
|
1284
Liberty Global Class C
LBTYK
$3.58B
| $1.27M | ﹤0.01% |
53,447
-285,367
| -84% | -$7.43M |
|
1285
Freshpet
FRPT
$3.21B
| $1.27M | ﹤0.01% |
25,527
+3,789
| +17% | +$173K |
|
1286
CALL
Knight Transportation
KNX
$11.3B
| $1.27M | ﹤0.01% |
34,900
+30,200
| +643% | +$1.05M |
|
|
JOYY
1287
PUT
JOYY Inc
JOYY
$3.77B
| $1.26M | ﹤0.01% |
22,500
-26,000
| -54% | -$1.58M |
|
1288
PUT
Trane Technologies
TT
$105B
| $1.26M | ﹤0.01% |
10,200
+2,400
| +31% | +$293K |
|
1289
CALL
LivePerson
LPSN
$27.3M
| $1.25M | ﹤0.01% |
+2,333
| New | +$1.24M |
|
|
MCRN
1290
PUT
DELISTED
Milacron Holdings Corp.
MCRN
| $1.25M | ﹤0.01% |
75,000
| – | – |
|
1291
CALL
Kemper
KMPR
$1.76B
| $1.25M | ﹤0.01% |
+16,000
| New | +$1.28M |
|
|
1292
PUT
Kemper
KMPR
$1.76B
| $1.25M | ﹤0.01% |
+16,000
| New | +$1.28M |
|
1293
CALL
Suncor Energy
SU
$71.8B
| $1.25M | ﹤0.01% |
39,500
+12,600
| +47% | +$379K |
|
1294
PUT
LendingTree
TREE
$447M
| $1.24M | ﹤0.01% |
4,000
| – | – |
|
1295
CALL
Gibraltar Industries
ROCK
$1.51B
| $1.24M | ﹤0.01% |
+27,000
| New | +$1.13M |
|
|
1296
PUT
Gibraltar Industries
ROCK
$1.51B
| $1.24M | ﹤0.01% |
+27,000
| New | +$1.13M |
|
1297
General Dynamics
GD
$105B
| $1.24M | ﹤0.01% |
6,766
+2,895
| +75% | +$538K |
|
1298
Best Buy
BBY
$16.9B
| $1.23M | ﹤0.01% |
17,857
+17,636
| +7,980% | +$1.23M |
|
1299
CALL
Rapid7
RPD
$694M
| $1.23M | ﹤0.01% |
27,000
+1,200
| +5% | +$67.4K |
|
1300
PUT
Sea Limited
SE
$68B
| $1.23M | ﹤0.01% |
+39,600
| New | +$1.33M |
|
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.