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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 | |
|---|---|---|---|---|---|---|
1026
DuPont de Nemours
DD
$19.5B
| $2.61M | ﹤0.01% |
29,136
-29,119
| -50% | -$2.56M |
|
1027
McKesson
MCK
$102B
| $2.6M | ﹤0.01% |
+18,995
| New | +$2.69M |
|
1028
CSX Corp
CSX
$93.9B
| $2.58M | ﹤0.01% |
+111,906
| New | +$2.61M |
|
1029
CALL
Boot Barn
BOOT
$4.97B
| $2.58M | ﹤0.01% |
+74,000
| New | +$2.46M |
|
1030
CALL
Dow Inc
DOW
$21.9B
| $2.58M | ﹤0.01% |
54,164
-29,854
| -36% | -$1.4M |
|
|
K
1031
CALL
DELISTED
Kellanova
K
| $2.57M | ﹤0.01% |
42,600
+14,271
| +50% | +$816K |
|
1032
PUT
Albemarle
ALB
$14.8B
| $2.56M | ﹤0.01% |
36,800
+14,200
| +63% | +$967K |
|
1033
Whirlpool
WHR
$2.8B
| $2.55M | ﹤0.01% |
16,118
+7,912
| +96% | +$1.14M |
|
1034
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.86B
| $2.54M | ﹤0.01% |
70,100
-107,100
| -60% | -$4.16M |
|
1035
CALL
Tilray
TLRY
$605M
| $2.53M | ﹤0.01% |
10,240
-1,250
| -11% | -$456K |
|
1036
APA Corp
APA
$12.9B
| $2.5M | ﹤0.01% |
97,866
-4,626
| -5% | -$111K |
|
|
TWNKW
1037
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $2.5M | ﹤0.01% |
1,459,640
+194,583
| +15% | +$347K |
|
1038
iShares US Home Construction ETF
ITB
$2.28B
| $2.48M | ﹤0.01% |
57,377
+49,614
| +639% | +$1.99M |
|
1039
W.W. Grainger
GWW
$60.4B
| $2.48M | ﹤0.01% |
8,357
+6,684
| +400% | +$1.86M |
|
|
CELG
1040
CALL
DELISTED
Celgene Corp
CELG
| $2.48M | ﹤0.01% |
25,000
-15,400
| -38% | -$1.46M |
|
1041
Upland Software
UPLD
$12.6M
| $2.48M | ﹤0.01% |
+7,103
| New | +$2.95M |
|
1042
MasTec
MTZ
$20.8B
| $2.47M | ﹤0.01% |
38,056
+37,069
| +3,756% | +$2.16M |
|
|
CELG
1043
DELISTED
Celgene Corp
CELG
| $2.47M | ﹤0.01% |
24,884
-1,646
| -6% | -$156K |
|
1044
AB InBev
BUD
$165B
| $2.47M | ﹤0.01% |
+25,933
| New | +$2.46M |
|
1045
Jacobs Solutions
J
$16.9B
| $2.46M | ﹤0.01% |
+32,576
| New | +$2.33M |
|
1046
PNC Financial Services
PNC
$101B
| $2.44M | ﹤0.01% |
17,420
+9,825
| +129% | +$1.33M |
|
1047
CALL
Marriott International
MAR
$93.8B
| $2.44M | ﹤0.01% |
+19,600
| New | +$2.6M |
|
1048
PUT
Emerson Electric
EMR
$87.5B
| $2.43M | ﹤0.01% |
36,400
+12,900
| +55% | +$811K |
|
|
ZNGA
1049
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.43M | ﹤0.01% |
418,000
+414,700
| +12,567% | +$2.49M |
|
1050
CALL
Under Armour
UAA
$2.73B
| $2.43M | ﹤0.01% |
121,600
+36,600
| +43% | +$808K |
|
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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.