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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 | |
|---|---|---|---|---|---|---|
1326
PUT
DaVita
DVA
$11.5B
| $1.11M | ﹤0.01% |
19,500
-4,800
| -20% | -$279K |
|
1327
PUT
Exelon
EXC
$47.2B
| $1.11M | ﹤0.01% |
32,246
| – | – |
|
1328
Opko Health
OPK
$1.02B
| $1.11M | ﹤0.01% |
529,684
+104,441
| +25% | +$213K |
|
|
AMRS
1329
CALL
DELISTED
Amyris Inc.
AMRS
| $1.11M | ﹤0.01% |
232,500
| – | – |
|
|
DBD
1330
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.1M | ﹤0.01% |
98,564
+42,359
| +75% | +$502K |
|
1331
Under Armour
UAA
$2.64B
| $1.1M | ﹤0.01% |
55,051
+54,935
| +47,358% | +$1.21M |
|
|
ENDP
1332
CALL
DELISTED
Endo International plc
ENDP
| $1.09M | ﹤0.01% |
340,000
| – | – |
|
1333
PUT
AutoZone
AZO
$49.9B
| $1.08M | ﹤0.01% |
1,000
-3,900
| -80% | -$4.37M |
|
1334
Genworth Financial
GNW
$3.7B
| $1.08M | ﹤0.01% |
+246,036
| New | +$1.03M |
|
1335
Bausch Health
BHC
$2.29B
| $1.08M | ﹤0.01% |
49,525
+49,353
| +28,694% | +$1.13M |
|
|
MDR
1336
CALL
DELISTED
McDermott International
MDR
| $1.08M | ﹤0.01% |
535,100
-214,900
| -29% | -$1.32M |
|
1337
Nucor
NUE
$62B
| $1.08M | ﹤0.01% |
21,210
+8,512
| +67% | +$444K |
|
1338
Anika Therapeutics
ANIK
$279M
| $1.08M | ﹤0.01% |
19,636
-16,615
| -46% | -$853K |
|
1339
CALL
Stratasys
SSYS
$774M
| $1.06M | ﹤0.01% |
50,000
| – | – |
|
1340
CALL
EQT Corp
EQT
$32.4B
| $1.06M | ﹤0.01% |
+100,000
| New | +$1.29M |
|
1341
PUT
Omnicom Group
OMC
$23.2B
| $1.05M | ﹤0.01% |
+13,400
| New | +$1.06M |
|
1342
Bath & Body Works
BBWI
$4.09B
| $1.05M | ﹤0.01% |
+66,204
| New | +$1.17M |
|
1343
Cadence Design Systems
CDNS
$94.4B
| $1.05M | ﹤0.01% |
15,841
+2,560
| +19% | +$180K |
|
1344
Kohl's
KSS
$2.14B
| $1.05M | ﹤0.01% |
21,083
-6,155
| -23% | -$302K |
|
|
BZUN
1345
Baozun
BZUN
$170M
| $1.04M | ﹤0.01% |
24,466
-380
| -2% | -$18.1K |
|
|
1346
CALL
Opko Health
OPK
$1.02B
| $1.04M | ﹤0.01% |
500,000
| – | – |
|
1347
Zscaler
ZS
$27B
| $1.04M | ﹤0.01% |
22,118
+20,208
| +1,058% | +$1.46M |
|
|
CLVS
1348
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.04M | ﹤0.01% |
+264,320
| New | +$2.14M |
|
1349
CALL
CryoPort
CYRX
$755M
| $1.03M | ﹤0.01% |
+63,000
| New | +$1.26M |
|
|
RDFN
1350
CALL
DELISTED
Redfin
RDFN
| $1.03M | ﹤0.01% |
+61,100
| New | +$1.08M |
|
Similar funds
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.