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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 | |
|---|---|---|---|---|---|---|
1851
Paychex
PAYX
$42.7B
| $195K | ﹤0.01% |
2,352
+2,212
| +1,580% | +$184K |
|
1852
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $191K | ﹤0.01% |
1,700
| – | – |
|
1853
CALL
Conagra Brands
CAG
$7.23B
| $190K | ﹤0.01% |
6,200
-13,500
| -69% | -$389K |
|
1854
Duke Energy
DUK
$97.3B
| $190K | ﹤0.01% |
1,977
+1,134
| +135% | +$103K |
|
1855
CALL
Illinois Tool Works
ITW
$84.5B
| $188K | ﹤0.01% |
1,200
+600
| +100% | +$91.1K |
|
|
MIK
1856
CALL
DELISTED
Michaels Stores, Inc
MIK
| $188K | ﹤0.01% |
19,100
+8,100
| +74% | +$60.5K |
|
|
UNVR
1857
PUT
DELISTED
Univar Solutions Inc.
UNVR
| $187K | ﹤0.01% |
+9,000
| New | +$186K |
|
1858
CALL
Hewlett Packard
HPE
$70.5B
| $186K | ﹤0.01% |
12,300
-34,300
| -74% | -$488K |
|
|
TBCH
1859
Turtle Beach Corp
TBCH
$277M
| $186K | ﹤0.01% |
+15,898
| New | +$158K |
|
1860
Sally Beauty Holdings
SBH
$1.58B
| $184K | ﹤0.01% |
+12,341
| New | +$161K |
|
1861
CALL
The Mosaic Company
MOS
$7.33B
| $183K | ﹤0.01% |
9,000
-25,200
| -74% | -$549K |
|
|
TGNA
1862
DELISTED
TEGNA Inc
TGNA
| $182K | ﹤0.01% |
+11,708
| New | +$177K |
|
|
SKX
1863
DELISTED
Skechers
SKX
| $181K | ﹤0.01% |
4,850
-5,017
| -51% | -$172K |
|
1864
Melco Resorts & Entertainment
MLCO
$2.14B
| $180K | ﹤0.01% |
+9,286
| New | +$202K |
|
1865
Televisa
TV
$1.49B
| $179K | ﹤0.01% |
18,288
+4,070
| +29% | +$36.8K |
|
1866
Uber
UBER
$153B
| $179K | ﹤0.01% |
5,874
+5,873
| +587,300% | +$221K |
|
1867
Carnival Corporation Ltd
CCL
$39.7B
| $178K | ﹤0.01% |
4,074
-16,016
| -80% | -$739K |
|
1868
Ceragon Networks
CRNT
$201M
| $176K | ﹤0.01% |
+65,555
| New | +$172K |
|
1869
PUT
Signet Jewelers
SIG
$3.76B
| $176K | ﹤0.01% |
10,500
+1,900
| +22% | +$29.9K |
|
1870
PUT
Yum China
YUMC
$16.3B
| $173K | ﹤0.01% |
3,800
-8,200
| -68% | -$366K |
|
|
UXIN
1871
Uxin Ltd
UXIN
$282M
| $172K | ﹤0.01% |
+703
| New | +$180K |
|
1872
Yext
YEXT
$574M
| $172K | ﹤0.01% |
+10,800
| New | +$206K |
|
1873
EnerSys
ENS
$6.99B
| $171K | ﹤0.01% |
2,596
+152
| +6% | +$9.54K |
|
1874
Enterprise Products Partners
EPD
$81.7B
| $171K | ﹤0.01% |
5,971
+5,086
| +575% | +$148K |
|
1875
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $171K | ﹤0.01% |
2,200
-3,200
| -59% | -$243K |
|
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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.