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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 | |
|---|---|---|---|---|---|---|
1526
CALL
C.H. Robinson
CHRW
$17.6B
| $644K | ﹤0.01% |
7,600
+7,300
| +2,433% | +$614K |
|
|
AYX
1527
PUT
DELISTED
Alteryx Inc
AYX
| $644K | ﹤0.01% |
6,000
+5,500
| +1,100% | +$682K |
|
|
NOAH
1528
Noah Holdings
NOAH
$600M
| $643K | ﹤0.01% |
+22,012
| New | +$702K |
|
1529
Tower Semiconductor
TSEM
$28.7B
| $642K | ﹤0.01% |
33,369
-19,253
| -37% | -$359K |
|
1530
PUT
Check Point Software Technologies
CHKP
$13B
| $636K | ﹤0.01% |
5,800
+5,400
| +1,350% | +$602K |
|
1531
CRA International
CRAI
$1.12B
| $635K | ﹤0.01% |
15,140
+7,639
| +102% | +$311K |
|
|
SAVE
1532
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $635K | ﹤0.01% |
+17,500
| New | +$736K |
|
|
1533
PUT
CRA International
CRAI
$1.12B
| $630K | ﹤0.01% |
15,000
| – | – |
|
1534
CALL
International Paper
IP
$22.1B
| $624K | ﹤0.01% |
15,734
-10,244
| -39% | -$400K |
|
|
HI
1535
CALL
DELISTED
Hillenbrand
HI
| $618K | ﹤0.01% |
20,000
| – | – |
|
|
MSGN
1536
DELISTED
MSG Networks Inc.
MSGN
| $618K | ﹤0.01% |
+38,085
| New | +$681K |
|
|
VMW
1537
DELISTED
VMware, Inc
VMW
| $614K | ﹤0.01% |
4,095
-5,189
| -56% | -$817K |
|
|
CRC
1538
CALL
DELISTED
California Resources Corporation
CRC
| $611K | ﹤0.01% |
60,200
+43,200
| +254% | +$554K |
|
1539
PUT
Flex
FLEX
$44.8B
| $609K | ﹤0.01% |
77,231
+55,070
| +248% | +$423K |
|
1540
CALL
Xerox
XRX
$424M
| $608K | ﹤0.01% |
+20,300
| New | +$636K |
|
1541
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $604K | ﹤0.01% |
5,328
-36,016
| -87% | -$4.1M |
|
1542
PUT
Edgewell Personal Care
EPC
$1.32B
| $604K | ﹤0.01% |
+18,600
| New | +$555K |
|
1543
American International
AIG
$42B
| $602K | ﹤0.01% |
10,807
+8,567
| +382% | +$473K |
|
1544
BJ's Restaurants
BJRI
$1.49B
| $601K | ﹤0.01% |
+15,471
| New | +$596K |
|
1545
CALL
Avis
CAR
$5.03B
| $598K | ﹤0.01% |
21,200
-10,600
| -33% | -$325K |
|
1546
QuinStreet
QNST
$1.21B
| $598K | ﹤0.01% |
+47,533
| New | +$649K |
|
|
VIAB
1547
DELISTED
Viacom Inc. Class B
VIAB
| $591K | ﹤0.01% |
24,604
+24,482
| +20,067% | +$683K |
|
1548
CALL
Kulicke & Soffa
KLIC
$4.74B
| $587K | ﹤0.01% |
+25,000
| New | +$549K |
|
|
SMAR
1549
CALL
DELISTED
Smartsheet Inc.
SMAR
| $587K | ﹤0.01% |
16,300
-5,000
| -23% | -$238K |
|
|
SPWR
1550
DELISTED
SunPower Corporation Common Stock
SPWR
| $587K | ﹤0.01% |
+81,707
| New | +$674K |
|
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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.