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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Alerian MLP ETF
AMLP
$12.9B
| $914K | ﹤0.01% |
20,000
+2,000
| +11% | +$94.6K |
|
1402
CALL
AngloGold Ashanti
AU
$49.1B
| $914K | ﹤0.01% |
+50,000
| New | +$993K |
|
1403
CALL
iQIYI
IQ
$1.28B
| $914K | ﹤0.01% |
56,600
-229,700
| -80% | -$4.22M |
|
1404
CALL
Lattice Semiconductor
LSCC
$19B
| $914K | ﹤0.01% |
+50,000
| New | +$916K |
|
1405
PUT
Williams-Sonoma
WSM
$29.2B
| $913K | ﹤0.01% |
26,800
-5,200
| -16% | -$172K |
|
|
GBT
1406
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $912K | ﹤0.01% |
18,800
-46,200
| -71% | -$2.41M |
|
|
AAN.A
1407
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $912K | ﹤0.01% |
14,200
-29,300
| -67% | -$1.88M |
|
1408
Liberty Global Class A
LBTYA
$3.63B
| $910K | ﹤0.01% |
36,759
-1,085,440
| -97% | -$28.9M |
|
1409
PUT
Truist Financial
TFC
$64.1B
| $908K | ﹤0.01% |
+17,000
| New | +$842K |
|
|
CRON
1410
CALL
Cronos Group
CRON
$1.16B
| $905K | ﹤0.01% |
100,000
| – | – |
|
1411
PUT
Gogo Inc
GOGO
$484M
| $905K | ﹤0.01% |
+150,000
| New | +$707K |
|
1412
CALL
Adient
ADNT
$1.51B
| $904K | ﹤0.01% |
39,400
-11,500
| -23% | -$262K |
|
1413
CALL
Pan American Silver
PAAS
$21.5B
| $899K | ﹤0.01% |
57,300
+12,300
| +27% | +$199K |
|
1414
CALL
Essential Utilities
WTRG
$11.4B
| $897K | ﹤0.01% |
+20,000
| New | +$859K |
|
|
HAPN
1415
PUT
Happen Inc
HAPN
$2.26B
| $893K | ﹤0.01% |
+68,220
| New | +$985K |
|
1416
Transocean
RIG
$5.97B
| $891K | ﹤0.01% |
199,432
+47,862
| +32% | +$254K |
|
1417
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $889K | ﹤0.01% |
7,900
-21,400
| -73% | -$2.39M |
|
|
MRO
1418
PUT
DELISTED
Marathon Oil Corporation
MRO
| $888K | ﹤0.01% |
72,600
+19,700
| +37% | +$255K |
|
1419
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $885K | ﹤0.01% |
23,400
-19,400
| -45% | -$724K |
|
1420
CALL
iShares US Home Construction ETF
ITB
$2.32B
| $884K | ﹤0.01% |
20,400
-177,100
| -90% | -$7.1M |
|
1421
Teradata
TDC
$2.55B
| $884K | ﹤0.01% |
+28,523
| New | +$962K |
|
|
UNVR
1422
DELISTED
Univar Solutions Inc.
UNVR
| $882K | ﹤0.01% |
42,486
+16,342
| +63% | +$338K |
|
|
LOGM
1423
CALL
DELISTED
LogMein, Inc.
LOGM
| $880K | ﹤0.01% |
12,400
+8,300
| +202% | +$595K |
|
1424
Weibo
WB
$1.95B
| $869K | ﹤0.01% |
19,420
-467,634
| -96% | -$19.8M |
|
|
DISH
1425
DELISTED
DISH Network Corp.
DISH
| $866K | ﹤0.01% |
25,405
-159,305
| -86% | -$5.7M |
|
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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.