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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 | |
|---|---|---|---|---|---|---|
1351
Dropbox
DBX
$7.99B
| $1.03M | ﹤0.01% |
50,928
-211,229
| -81% | -$4.5M |
|
1352
Gates Industrial Corporation Ltd.
GTES
$7.28B
| $1.02M | ﹤0.01% |
+101,836
| New | +$999K |
|
1353
CALL
NOV
NOV
$7.03B
| $1.02M | ﹤0.01% |
48,100
+17,900
| +59% | +$382K |
|
1354
PUT
Southern Company
SO
$106B
| $1.02M | ﹤0.01% |
16,500
+900
| +6% | +$52.2K |
|
|
MRO
1355
DELISTED
Marathon Oil Corporation
MRO
| $1.01M | ﹤0.01% |
82,571
+81,446
| +7,240% | +$1.05M |
|
1356
AutoZone
AZO
$49.7B
| $1.01M | ﹤0.01% |
933
-1,893
| -67% | -$2.12M |
|
|
STOR
1357
DELISTED
STORE Capital Corporation
STOR
| $1.01M | ﹤0.01% |
+26,976
| New | +$966K |
|
1358
Sysco
SYY
$40B
| $1.01M | ﹤0.01% |
12,670
+12,411
| +4,792% | +$911K |
|
|
WLL
1359
DELISTED
Whiting Petroleum Corporation
WLL
| $1.01M | ﹤0.01% |
1,670
+885
| +113% | +$750K |
|
|
CRC
1360
PUT
DELISTED
California Resources Corporation
CRC
| $1M | ﹤0.01% |
98,700
+13,700
| +16% | +$176K |
|
1361
RingCentral
RNG
$5.31B
| $1M | ﹤0.01% |
7,981
-1,567
| -16% | -$205K |
|
|
ZGNX
1362
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $1M | ﹤0.01% |
+25,000
| New | +$1.15M |
|
1363
PUT
Wolfspeed
WOLF
$1.56B
| $1M | ﹤0.01% |
20,400
-9,000
| -31% | -$489K |
|
1364
Ciena
CIEN
$58.3B
| $998K | ﹤0.01% |
25,436
+21,037
| +478% | +$882K |
|
1365
iShares MSCI Turkey ETF
TUR
$213M
| $994K | ﹤0.01% |
37,186
+34,475
| +1,272% | +$871K |
|
1366
PUT
DMC Global
BOOM
$152M
| $990K | ﹤0.01% |
+22,500
| New | +$1.13M |
|
1367
KLA
KLAC
$261B
| $987K | ﹤0.01% |
61,910
+60,930
| +6,217% | +$852K |
|
1368
Waterstone Financial
WSBF
$375M
| $985K | ﹤0.01% |
57,349
+14,308
| +33% | +$241K |
|
1369
PUT
Patterson-UTI
PTEN
$3.79B
| $980K | ﹤0.01% |
+114,600
| New | +$1.12M |
|
1370
BorgWarner
BWA
$13.8B
| $977K | ﹤0.01% |
+30,262
| New | +$975K |
|
1371
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $977K | ﹤0.01% |
22,171
+18,793
| +556% | +$790K |
|
|
CTXS
1372
PUT
DELISTED
Citrix Systems Inc
CTXS
| $976K | ﹤0.01% |
10,100
+6,100
| +153% | +$584K |
|
1373
PUT
Abercrombie & Fitch
ANF
$4.87B
| $974K | ﹤0.01% |
62,400
+34,200
| +121% | +$571K |
|
1374
PUT
International Paper
IP
$21.5B
| $974K | ﹤0.01% |
24,605
+19,959
| +430% | +$780K |
|
|
SINA
1375
CALL
DELISTED
Sina Corp
SINA
| $974K | ﹤0.01% |
24,800
-15,500
| -38% | -$632K |
|
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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.