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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 | |
|---|---|---|---|---|---|---|
1626
United Therapeutics
UTHR
$23.1B
| $451K | ﹤0.01% |
5,650
+5,256
| +1,334% | +$423K |
|
|
GRMN
1627
CALL
Garmin
GRMN
$60B
| $449K | ﹤0.01% |
5,300
-30,700
| -85% | -$2.48M |
|
|
THS
1628
DELISTED
Treehouse Foods
THS
| $449K | ﹤0.01% |
8,092
-5,469
| -40% | -$300K |
|
1629
Banco Bradesco
BBD
$36.7B
| $448K | ﹤0.01% |
73,262
+39,545
| +117% | +$262K |
|
|
CIVI
1630
CALL
DELISTED
Civitas Resources
CIVI
| $448K | ﹤0.01% |
+20,000
| New | +$445K |
|
1631
CALL
GrafTech
EAF
$212M
| $448K | ﹤0.01% |
3,500
| – | – |
|
1632
PUT
Equitable Holdings
EQH
$14.1B
| $443K | ﹤0.01% |
+20,000
| New | +$429K |
|
1633
Alerian MLP ETF
AMLP
$12.8B
| $442K | ﹤0.01% |
9,680
+3,822
| +65% | +$181K |
|
1634
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $442K | ﹤0.01% |
11,700
+8,000
| +216% | +$299K |
|
1635
PUT
Cboe Global Markets
CBOE
$29.9B
| $436K | ﹤0.01% |
+3,800
| New | +$440K |
|
1636
PUT
Fox Class A
FOXA
$26.9B
| $435K | ﹤0.01% |
13,800
-146,200
| -91% | -$5.06M |
|
|
JO
1637
DELISTED
iPath Series B Bloomberg Coffee Subindex Total ReturnSM ETN
JO
| $435K | ﹤0.01% |
13,000
| – | – |
|
1638
PUT
Bath & Body Works
BBWI
$4.1B
| $433K | ﹤0.01% |
27,338
+15,215
| +126% | +$269K |
|
1639
CALL
Box
BOX
$4.6B
| $432K | ﹤0.01% |
25,900
-100,900
| -80% | -$1.62M |
|
1640
CALL
United Natural Foods
UNFI
$2.85B
| $430K | ﹤0.01% |
+37,300
| New | +$356K |
|
1641
PUT
Olin
OLN
$2.12B
| $427K | ﹤0.01% |
22,800
| – | – |
|
|
CLDR
1642
CALL
DELISTED
Cloudera, Inc.
CLDR
| $427K | ﹤0.01% |
+48,200
| New | +$335K |
|
|
LMRK
1643
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
| $424K | ﹤0.01% |
+23,500
| New | +$387K |
|
|
EVRI
1644
PUT
DELISTED
Everi Holdings
EVRI
| $423K | ﹤0.01% |
+50,000
| New | +$512K |
|
|
TTM
1645
PUT
DELISTED
Tata Motors Limited
TTM
| $420K | ﹤0.01% |
+50,000
| New | +$473K |
|
1646
Itaú Unibanco
ITUB
$87.5B
| $419K | ﹤0.01% |
68,451
+40,015
| +141% | +$260K |
|
1647
CALL
Agilysys
AGYS
$3.06B
| $417K | ﹤0.01% |
16,300
| – | – |
|
1648
CALL
Masco
MAS
$15.3B
| $417K | ﹤0.01% |
10,000
-140,000
| -93% | -$5.61M |
|
|
FITB
1649
PUT
Fifth Third Bancorp
FITB
$51.8B
| $415K | ﹤0.01% |
15,100
-50,400
| -77% | -$1.38M |
|
1650
PUT
iQIYI
IQ
$1.28B
| $414K | ﹤0.01% |
25,700
-137,100
| -84% | -$2.52M |
|
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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.