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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Transocean
RIG
$5.71B
| $1.21M | ﹤0.01% |
271,200
+139,600
| +106% | +$741K |
|
|
CONN
1302
DELISTED
Conn's Inc.
CONN
| $1.21M | ﹤0.01% |
48,783
-56,974
| -54% | -$1.2M |
|
1303
PUT
C.H. Robinson
CHRW
$17.1B
| $1.21M | ﹤0.01% |
+14,300
| New | +$1.2M |
|
1304
Aflac
AFL
$64.5B
| $1.21M | ﹤0.01% |
23,078
+6,328
| +38% | +$334K |
|
|
KSU
1305
PUT
DELISTED
Kansas City Southern
KSU
| $1.2M | ﹤0.01% |
9,000
-9,800
| -52% | -$1.22M |
|
1306
Fox Class A
FOXA
$25.9B
| $1.19M | ﹤0.01% |
37,838
-20,192
| -35% | -$699K |
|
1307
PUT
Fabrinet
FN
$19.5B
| $1.19M | ﹤0.01% |
+22,700
| New | +$1.19M |
|
|
IPG
1308
CALL
DELISTED
Interpublic Group of Companies
IPG
| $1.19M | ﹤0.01% |
55,000
| – | – |
|
|
FSCT
1309
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
| $1.19M | ﹤0.01% |
31,240
-2,508
| -7% | -$91.6K |
|
1310
Nordson
NDSN
$17.2B
| $1.18M | ﹤0.01% |
+8,058
| New | +$1.12M |
|
1311
PUT
Itaú Unibanco
ITUB
$90.2B
| $1.18M | ﹤0.01% |
191,856
+119,566
| +165% | +$776K |
|
1312
Emerson Electric
EMR
$87.5B
| $1.17M | ﹤0.01% |
17,463
+17,223
| +7,176% | +$1.08M |
|
1313
Five Below
FIVE
$12.8B
| $1.17M | ﹤0.01% |
9,258
-7,222
| -44% | -$877K |
|
|
HTZ
1314
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.17M | ﹤0.01% |
84,300
+63,000
| +296% | +$888K |
|
|
ALXN
1315
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.17M | ﹤0.01% |
+11,900
| New | +$1.34M |
|
|
AMRN
1316
PUT
Amarin Corp
AMRN
$301M
| $1.16M | ﹤0.01% |
3,815
+3,065
| +409% | +$1.07M |
|
1317
Cleveland-Cliffs
CLF
$6.98B
| $1.16M | ﹤0.01% |
160,022
+153,802
| +2,473% | +$1.39M |
|
1318
CALL
Yext
YEXT
$558M
| $1.15M | ﹤0.01% |
+72,500
| New | +$1.38M |
|
|
CLDR
1319
DELISTED
Cloudera, Inc.
CLDR
| $1.15M | ﹤0.01% |
129,362
-154,479
| -54% | -$1.07M |
|
1320
Dycom Industries
DY
$12B
| $1.14M | ﹤0.01% |
22,299
-28,288
| -56% | -$1.43M |
|
1321
PUT
Vail Resorts
MTN
$5.23B
| $1.14M | ﹤0.01% |
5,000
| – | – |
|
1322
PUT
Sony
SONY
$136B
| $1.14M | ﹤0.01% |
96,000
+29,500
| +44% | +$333K |
|
1323
Martin Marietta Materials
MLM
$32.3B
| $1.13M | ﹤0.01% |
4,132
+2,952
| +250% | +$730K |
|
1324
CALL
JetBlue
JBLU
$2.34B
| $1.13M | ﹤0.01% |
67,500
-24,900
| -27% | -$452K |
|
1325
CALL
Waters Corp
WAT
$39.2B
| $1.12M | ﹤0.01% |
5,000
| – | – |
|
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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.