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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 | |
|---|---|---|---|---|---|---|
|
WMC
1576
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $528K | ﹤0.01% |
+5,477
| New | +$541K |
|
1577
PUT
Corteva
CTVA
$51.3B
| $527K | ﹤0.01% |
18,843
-100,584
| -84% | -$2.91M |
|
|
DCH
1578
Dauch Corp
DCH
$1.51B
| $526K | ﹤0.01% |
63,938
+63,764
| +36,646% | +$579K |
|
1579
CALL
Invesco
IVZ
$13.9B
| $523K | ﹤0.01% |
30,700
+9,300
| +43% | +$164K |
|
1580
CALL
Travere Therapeutics
TVTX
$5.78B
| $522K | ﹤0.01% |
+45,000
| New | +$744K |
|
|
HYACU
1581
DELISTED
Haymaker Acquisition Corp. II Unit
HYACU
| $517K | ﹤0.01% |
50,000
| – | – |
|
|
AYX
1582
CALL
DELISTED
Alteryx Inc
AYX
| $515K | ﹤0.01% |
4,800
+2,900
| +153% | +$360K |
|
1583
America Movil
AMX
$71.2B
| $509K | ﹤0.01% |
34,240
+34,229
| +311,173% | +$491K |
|
|
ALXN
1584
DELISTED
Alexion Pharmaceuticals
ALXN
| $505K | ﹤0.01% |
+5,157
| New | +$581K |
|
1585
The Mosaic Company
MOS
$7.33B
| $497K | ﹤0.01% |
24,227
-9,898
| -29% | -$216K |
|
1586
Cenovus Energy
CVE
$52.1B
| $494K | ﹤0.01% |
52,616
-30,864
| -37% | -$280K |
|
|
P
1587
PUT
Everpure Inc
P
$29.9B
| $494K | ﹤0.01% |
29,200
+26,000
| +813% | +$408K |
|
1588
PUT
Dover
DOV
$28.4B
| $490K | ﹤0.01% |
4,900
-15,400
| -76% | -$1.48M |
|
1589
CALL
F5
FFIV
$22.7B
| $490K | ﹤0.01% |
3,500
-1,300
| -27% | -$180K |
|
1590
CALL
Newell Brands
NWL
$2.56B
| $490K | ﹤0.01% |
26,300
-29,900
| -53% | -$482K |
|
1591
Toll Brothers
TOL
$14.5B
| $490K | ﹤0.01% |
11,947
-1,861
| -13% | -$68.6K |
|
1592
PUT
Vodafone
VOD
$37.4B
| $490K | ﹤0.01% |
24,600
+19,800
| +413% | +$359K |
|
|
EGOV
1593
DELISTED
NIC Inc
EGOV
| $490K | ﹤0.01% |
+23,734
| New | +$464K |
|
1594
PG&E
PCG
$38.5B
| $489K | ﹤0.01% |
48,861
+47,551
| +3,630% | +$719K |
|
|
MDRX
1595
DELISTED
Veradigm Inc. Common Stock
MDRX
| $486K | ﹤0.01% |
44,291
+23,950
| +118% | +$246K |
|
1596
Albemarle
ALB
$15.5B
| $485K | ﹤0.01% |
6,974
+1,140
| +20% | +$77.6K |
|
1597
ASML
ASML
$669B
| $484K | ﹤0.01% |
1,947
+1,883
| +2,942% | +$424K |
|
|
1598
PUT
The Mosaic Company
MOS
$7.33B
| $482K | ﹤0.01% |
23,600
-50,600
| -68% | -$1.1M |
|
1599
PUT
Tyson Foods
TSN
$20.4B
| $482K | ﹤0.01% |
+5,600
| New | +$476K |
|
|
1600
CALL
Albemarle
ALB
$15.5B
| $481K | ﹤0.01% |
6,900
-7,300
| -51% | -$497K |
|
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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.