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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 | |
|---|---|---|---|---|---|---|
1501
Marchex
MCHX
$79.7M
| $705K | ﹤0.01% |
+224,604
| New | +$865K |
|
1502
PUT
PG&E
PCG
$38.5B
| $700K | ﹤0.01% |
70,000
| – | – |
|
|
TPCO
1503
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $699K | ﹤0.01% |
81,428
-73,874
| -48% | -$592K |
|
1504
PUT
Boot Barn
BOOT
$4.95B
| $698K | ﹤0.01% |
20,000
| – | – |
|
1505
Arista Networks
ANET
$238B
| $696K | ﹤0.01% |
46,624
-393,920
| -89% | -$6.1M |
|
1506
Cameco
CCJ
$42.4B
| $696K | ﹤0.01% |
73,298
-149,384
| -67% | -$1.4M |
|
1507
Novartis
NVS
$297B
| $695K | ﹤0.01% |
7,992
-167,931
| -95% | -$15.1M |
|
1508
Danaher
DHR
$144B
| $691K | ﹤0.01% |
5,396
+4,108
| +319% | +$514K |
|
|
WMC
1509
PUT
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $676K | ﹤0.01% |
+7,000
| New | +$691K |
|
1510
PUT
Travelzoo
TZOO
$75.4M
| $673K | ﹤0.01% |
63,000
-12,000
| -16% | -$149K |
|
|
SINA
1511
PUT
DELISTED
Sina Corp
SINA
| $670K | ﹤0.01% |
17,000
-16,000
| -48% | -$653K |
|
1512
Wolfspeed
WOLF
$1.71B
| $669K | ﹤0.01% |
13,652
+9,762
| +251% | +$531K |
|
1513
Chegg
CHGG
$103M
| $667K | ﹤0.01% |
22,286
-36,667
| -62% | -$1.45M |
|
1514
Magnite
MGNI
$3.55B
| $666K | ﹤0.01% |
+76,416
| New | +$670K |
|
1515
PUT
Prudential Financial
PRU
$41.8B
| $666K | ﹤0.01% |
7,400
-73,600
| -91% | -$6.67M |
|
|
ICPT
1516
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $664K | ﹤0.01% |
10,000
| – | – |
|
1517
Newell Brands
NWL
$2.56B
| $663K | ﹤0.01% |
35,407
+33,086
| +1,426% | +$533K |
|
|
IMMU
1518
PUT
DELISTED
Immunomedics Inc
IMMU
| $663K | ﹤0.01% |
+50,000
| New | +$735K |
|
|
PRFT
1519
DELISTED
Perficient Inc
PRFT
| $661K | ﹤0.01% |
+17,143
| New | +$621K |
|
1520
PUT
EnerSys
ENS
$6.99B
| $659K | ﹤0.01% |
10,000
| – | – |
|
1521
PUT
Tractor Supply
TSCO
$18.1B
| $658K | ﹤0.01% |
36,500
-282,000
| -89% | -$5.84M |
|
1522
CALL
Aecom
ACM
$9.75B
| $657K | ﹤0.01% |
+17,500
| New | +$630K |
|
|
MRO
1523
CALL
DELISTED
Marathon Oil Corporation
MRO
| $657K | ﹤0.01% |
53,600
-42,000
| -44% | -$543K |
|
1524
CALL
Abercrombie & Fitch
ANF
$5B
| $650K | ﹤0.01% |
41,700
+3,200
| +8% | +$53.4K |
|
1525
PUT
Elevance Health
ELV
$85.5B
| $648K | ﹤0.01% |
2,700
-41,800
| -94% | -$11.5M |
|
Similar funds
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.