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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 | |
|---|---|---|---|---|---|---|
1601
CALL
Baxter International
BAX
$14.2B
| $481K | ﹤0.01% |
+5,500
| New | +$469K |
|
1602
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $479K | ﹤0.01% |
5,500
+5,280
| +2,400% | +$459K |
|
1603
PUT
Match Group
MTCH
$8.55B
| $479K | ﹤0.01% |
6,700
-18,000
| -73% | -$1.4M |
|
1604
Vertex Pharmaceuticals
VRTX
$126B
| $479K | ﹤0.01% |
2,825
+2,824
| +282,400% | +$500K |
|
1605
PUT
Restaurant Brands International
QSR
$25.8B
| $478K | ﹤0.01% |
6,700
+500
| +8% | +$36.9K |
|
1606
Norwegian Cruise Line
NCLH
$8.84B
| $477K | ﹤0.01% |
9,216
+9,085
| +6,935% | +$461K |
|
1607
PVH
PVH
$4.04B
| $473K | ﹤0.01% |
5,362
-7,531
| -58% | -$629K |
|
|
FISV
1608
Fiserv Inc
FISV
$27.9B
| $470K | ﹤0.01% |
4,541
+4,481
| +7,468% | +$457K |
|
1609
CALL
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.3B
| $470K | ﹤0.01% |
50,800
+20,800
| +69% | +$268K |
|
1610
DMC Global
BOOM
$157M
| $469K | ﹤0.01% |
+10,668
| New | +$536K |
|
|
SCPL
1611
PUT
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $469K | ﹤0.01% |
+43,800
| New | +$479K |
|
1612
CALL
Sonoco
SON
$5.74B
| $466K | ﹤0.01% |
8,000
| – | – |
|
|
TGNA
1613
PUT
DELISTED
TEGNA Inc
TGNA
| $466K | ﹤0.01% |
+30,000
| New | +$453K |
|
|
VNE
1614
PUT
DELISTED
Veoneer, Inc.
VNE
| $466K | ﹤0.01% |
+31,100
| New | +$505K |
|
1615
PUT
LyondellBasell Industries
LYB
$19.2B
| $465K | ﹤0.01% |
5,200
-2,300
| -31% | -$188K |
|
1616
PUT
Avis
CAR
$5.02B
| $464K | ﹤0.01% |
16,400
-7,300
| -31% | -$224K |
|
1617
PUT
Cognizant
CTSH
$26B
| $464K | ﹤0.01% |
7,700
-20,200
| -72% | -$1.28M |
|
1618
Rambus
RMBS
$11B
| $463K | ﹤0.01% |
+35,303
| New | +$443K |
|
1619
Eaton
ETN
$174B
| $460K | ﹤0.01% |
5,529
-704
| -11% | -$57K |
|
1620
Urban Outfitters
URBN
$6.59B
| $460K | ﹤0.01% |
16,391
-210,968
| -93% | -$4.92M |
|
1621
PUT
BorgWarner
BWA
$13.9B
| $459K | ﹤0.01% |
+14,200
| New | +$457K |
|
1622
VOC Energy
VOC
$51.9M
| $459K | ﹤0.01% |
86,781
-30,543
| -26% | -$161K |
|
|
JOYY
1623
JOYY Inc
JOYY
$3.75B
| $458K | ﹤0.01% |
8,147
-19,782
| -71% | -$1.2M |
|
1624
CALL
Galicia Financial Group
GGAL
$7.42B
| $454K | ﹤0.01% |
34,700
+7,200
| +26% | +$169K |
|
1625
Medallion Financial
MFIN
$250M
| $451K | ﹤0.01% |
70,512
-11,775
| -14% | -$63.6K |
|
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.