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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 | |
|---|---|---|---|---|---|---|
1926
Universal Technical Institute
UTI
$1.59B
| $127K | ﹤0.01% |
+23,288
| New | +$103K |
|
1927
CALL
Verisk Analytics
VRSK
$25B
| $127K | ﹤0.01% |
+800
| New | +$124K |
|
1928
PUT
T. Rowe Price
TROW
$24.3B
| $125K | ﹤0.01% |
+1,100
| New | +$122K |
|
1929
Range Resources
RRC
$8.95B
| $124K | ﹤0.01% |
32,532
-6,555
| -17% | -$31.5K |
|
1930
W&T Offshore
WTI
$518M
| $123K | ﹤0.01% |
28,254
-42,203
| -60% | -$193K |
|
1931
PUT
BioMarin Pharmaceuticals
BMRN
$12.4B
| $122K | ﹤0.01% |
1,800
-83,200
| -98% | -$6.41M |
|
1932
CarMax
KMX
$8.26B
| $122K | ﹤0.01% |
+1,384
| New | +$119K |
|
1933
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $122K | ﹤0.01% |
+4,200
| New | +$121K |
|
1934
PUT
Clorox
CLX
$12.7B
| $121K | ﹤0.01% |
+800
| New | +$126K |
|
|
VTLE
1935
DELISTED
Vital Energy
VTLE
| $121K | ﹤0.01% |
+2,521
| New | +$139K |
|
1936
TTEC Holdings
TTEC
$124M
| $119K | ﹤0.01% |
2,478
-10,441
| -81% | -$489K |
|
1937
CALL
Unum
UNM
$14.3B
| $119K | ﹤0.01% |
4,000
-174,200
| -98% | -$5.17M |
|
1938
PUT
Floor & Decor
FND
$6.68B
| $118K | ﹤0.01% |
2,300
| – | – |
|
1939
Check Point Software Technologies
CHKP
$13.1B
| $116K | ﹤0.01% |
1,055
+990
| +1,523% | +$110K |
|
|
ONDK
1940
DELISTED
On Deck Capital, Inc.
ONDK
| $116K | ﹤0.01% |
+34,529
| New | +$123K |
|
1941
PUT
Danaher
DHR
$144B
| $115K | ﹤0.01% |
902
+564
| +167% | +$70.6K |
|
1942
Kinder Morgan
KMI
$68.7B
| $115K | ﹤0.01% |
5,564
-2,045
| -27% | -$42K |
|
1943
GameStop
GME
$8.6B
| $114K | ﹤0.01% |
82,388
+18,144
| +28% | +$19.6K |
|
|
SUM
1944
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $114K | ﹤0.01% |
5,288
-1,526
| -22% | -$30.1K |
|
1945
Eldorado Gold
EGO
$9.89B
| $113K | ﹤0.01% |
14,575
+9,292
| +176% | +$75.5K |
|
1946
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $113K | ﹤0.01% |
1,000
-503,000
| -100% | -$57.2M |
|
|
HIMX
1947
CALL
Himax Technologies
HIMX
$2.55B
| $113K | ﹤0.01% |
49,800
| – | – |
|
1948
PUT
Knight Transportation
KNX
$11.4B
| $113K | ﹤0.01% |
3,100
-47,700
| -94% | -$1.66M |
|
|
PXD
1949
DELISTED
Pioneer Natural Resource Co.
PXD
| $112K | ﹤0.01% |
893
+637
| +249% | +$84.3K |
|
|
EVRI
1950
DELISTED
Everi Holdings
EVRI
| $111K | ﹤0.01% |
+13,084
| New | +$134K |
|
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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.