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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 | |
|---|---|---|---|---|---|---|
1476
Petrobras
PBR
$116B
| $749K | ﹤0.01% |
51,768
+24,478
| +90% | +$359K |
|
1477
CALL
Vodafone
VOD
$37.4B
| $749K | ﹤0.01% |
37,500
+11,600
| +45% | +$210K |
|
1478
CALL
Archrock
AROC
$5.83B
| $748K | ﹤0.01% |
+75,000
| New | +$748K |
|
1479
CALL
Northrop Grumman
NOC
$80.9B
| $748K | ﹤0.01% |
2,000
-1,600
| -44% | -$567K |
|
|
UXIN
1480
CALL
Uxin Ltd
UXIN
$273M
| $748K | ﹤0.01% |
+3,052
| New | +$781K |
|
|
UNIT
1481
CALL
Uniti Group
UNIT
$2.31B
| $744K | ﹤0.01% |
+95,800
| New | +$795K |
|
|
NUAN
1482
DELISTED
Nuance Communications, Inc.
NUAN
| $741K | ﹤0.01% |
+52,494
| New | +$755K |
|
1483
CALL
Energy Transfer Partners
ET
$70B
| $740K | ﹤0.01% |
56,600
-10,000
| -15% | -$139K |
|
1484
NetApp
NTAP
$37.4B
| $738K | ﹤0.01% |
14,056
+9,216
| +190% | +$494K |
|
1485
Microchip Technology
MCHP
$46.3B
| $736K | ﹤0.01% |
15,834
+15,674
| +9,796% | +$711K |
|
1486
Etsy
ETSY
$7.84B
| $735K | ﹤0.01% |
13,016
+7,297
| +128% | +$429K |
|
1487
PUT
Darden Restaurants
DRI
$24.5B
| $733K | ﹤0.01% |
6,200
-12,500
| -67% | -$1.52M |
|
1488
PUT
JB Hunt Transport Services
JBHT
$25.3B
| $730K | ﹤0.01% |
+6,600
| New | +$680K |
|
1489
CALL
Franco-Nevada
FNV
$45.6B
| $729K | ﹤0.01% |
8,000
-300
| -4% | -$27.5K |
|
1490
CALL
PVH
PVH
$4.03B
| $724K | ﹤0.01% |
8,200
-2,000
| -20% | -$167K |
|
1491
FirstEnergy
FE
$27.5B
| $723K | ﹤0.01% |
14,986
-24,547
| -62% | -$1.11M |
|
1492
PUT
Ollie's Bargain Outlet
OLLI
$4.85B
| $723K | ﹤0.01% |
12,300
+5,000
| +68% | +$375K |
|
1493
Gibraltar Industries
ROCK
$1.52B
| $722K | ﹤0.01% |
+15,714
| New | +$658K |
|
1494
PUT
CarMax
KMX
$8.31B
| $721K | ﹤0.01% |
8,200
+2,300
| +39% | +$197K |
|
|
S
1495
DELISTED
Sprint Corporation
S
| $720K | ﹤0.01% |
116,650
+116,482
| +69,335% | +$801K |
|
|
INST
1496
DELISTED
Instructure, Inc.
INST
| $717K | ﹤0.01% |
+18,509
| New | +$755K |
|
1497
CALL
Polaris
PII
$4.05B
| $714K | ﹤0.01% |
8,100
-1,800
| -18% | -$156K |
|
1498
PUT
Fortive
FTV
$18.7B
| $713K | ﹤0.01% |
16,492
+12,369
| +300% | +$570K |
|
1499
KraneShares CSI China Internet ETF
KWEB
$5.66B
| $713K | ﹤0.01% |
17,244
+17,243
| +1,724,300% | +$732K |
|
1500
Xerox
XRX
$429M
| $706K | ﹤0.01% |
+23,594
| New | +$739K |
|
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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.