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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 | |
|---|---|---|---|---|---|---|
976
CALL
Merit Medical Systems
MMSI
$5.23B
| $3.05M | ﹤0.01% |
+100,000
| New | +$4.05M |
|
977
CALL
PennyMac Financial
PFSI
$4B
| $3.04M | ﹤0.01% |
+100,000
| New | +$2.7M |
|
978
PUT
Cal-Maine
CALM
$3.98B
| $3.03M | ﹤0.01% |
+75,900
| New | +$3.15M |
|
|
PRFT
979
CALL
DELISTED
Perficient Inc
PRFT
| $3.02M | ﹤0.01% |
+78,400
| New | +$2.84M |
|
980
Veeva Systems
VEEV
$35.3B
| $3.02M | ﹤0.01% |
19,770
+11,076
| +127% | +$1.78M |
|
981
RTX Corp
RTX
$300B
| $3.02M | ﹤0.01% |
35,104
+10,150
| +41% | +$843K |
|
982
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $3.01M | ﹤0.01% |
+40,000
| New | +$4.72M |
|
983
CALL
Blackrock
BLK
$175B
| $2.99M | ﹤0.01% |
6,700
-4,700
| -41% | -$2.09M |
|
|
LSI
984
PUT
DELISTED
Life Storage, Inc.
LSI
| $2.98M | ﹤0.01% |
42,450
| – | – |
|
|
ALXN
985
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $2.98M | ﹤0.01% |
30,400
+27,400
| +913% | +$3.09M |
|
986
CALL
Williams Companies
WMB
$87.6B
| $2.97M | ﹤0.01% |
123,400
-189,600
| -61% | -$4.78M |
|
987
PUT
Canadian Solar
CSIQ
$1.05B
| $2.97M | ﹤0.01% |
157,200
| – | – |
|
|
BZUN
988
PUT
Baozun
BZUN
$170M
| $2.96M | ﹤0.01% |
69,400
-314,900
| -82% | -$15M |
|
|
CZR
989
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $2.96M | ﹤0.01% |
253,400
-21,800
| -8% | -$256K |
|
|
CERN
990
CALL
DELISTED
Cerner Corp
CERN
| $2.94M | ﹤0.01% |
+43,100
| New | +$3.05M |
|
991
PUT
Synopsys
SNPS
$77.8B
| $2.94M | ﹤0.01% |
21,400
+2,500
| +13% | +$338K |
|
992
CALL
CF Industries
CF
$17.9B
| $2.93M | ﹤0.01% |
59,500
-27,500
| -32% | -$1.33M |
|
993
Royal Caribbean
RCL
$85.9B
| $2.93M | ﹤0.01% |
27,029
-9,131
| -25% | -$1.01M |
|
994
CALL
Ralph Lauren
RL
$23.5B
| $2.91M | ﹤0.01% |
30,500
-27,700
| -48% | -$2.74M |
|
995
CALL
United Parks & Resorts
PRKS
$2.09B
| $2.9M | ﹤0.01% |
110,100
-127,400
| -54% | -$3.88M |
|
996
Dollar Tree
DLTR
$24.9B
| $2.87M | ﹤0.01% |
25,127
+19,858
| +377% | +$2.08M |
|
|
NOAH
997
PUT
Noah Holdings
NOAH
$594M
| $2.87M | ﹤0.01% |
+98,200
| New | +$3.13M |
|
998
CALL
PagSeguro Digital
PAGS
$2.61B
| $2.85M | ﹤0.01% |
61,400
+44,100
| +255% | +$2.05M |
|
999
CALL
Penumbra
PEN
$12.8B
| $2.84M | ﹤0.01% |
21,100
| – | – |
|
1000
BlackBerry
BB
$5.15B
| $2.84M | ﹤0.01% |
540,316
+182,081
| +51% | +$1.28M |
|
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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.