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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 | |
|---|---|---|---|---|---|---|
1876
CALL
GameStop
GME
$8.6B
| $171K | ﹤0.01% |
123,600
-116,000
| -48% | -$125K |
|
1877
Mattel
MAT
$4.23B
| $171K | ﹤0.01% |
15,012
+12,368
| +468% | +$141K |
|
1878
PUT
Dominion Energy
D
$59.3B
| $170K | ﹤0.01% |
2,100
-27,200
| -93% | -$2.1M |
|
1879
CALL
NIO
NIO
$11.9B
| $170K | ﹤0.01% |
108,700
+85,800
| +375% | +$262K |
|
1880
CALL
Guidewire Software
GWRE
$14.2B
| $169K | ﹤0.01% |
1,600
+600
| +60% | +$60.5K |
|
1881
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $169K | ﹤0.01% |
3,210
-157,926
| -98% | -$8.25M |
|
1882
H&R Block
HRB
$5.86B
| $167K | ﹤0.01% |
7,052
-5,047
| -42% | -$134K |
|
1883
Dick's Sporting Goods
DKS
$18.7B
| $165K | ﹤0.01% |
4,048
-11,133
| -73% | -$401K |
|
|
1884
CALL
H&R Block
HRB
$5.86B
| $165K | ﹤0.01% |
7,000
-9,300
| -57% | -$246K |
|
1885
PUT
Jacobs Solutions
J
$17B
| $165K | ﹤0.01% |
+2,176
| New | +$156K |
|
|
HES
1886
DELISTED
Hess
HES
| $164K | ﹤0.01% |
2,714
-38,879
| -93% | -$2.42M |
|
|
DVAX
1887
PUT
DELISTED
Dynavax Technologies
DVAX
| $163K | ﹤0.01% |
45,500
| – | – |
|
1888
PUT
Phillips 66
PSX
$81.4B
| $163K | ﹤0.01% |
1,600
-13,100
| -89% | -$1.31M |
|
|
SCPL
1889
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $163K | ﹤0.01% |
+15,275
| New | +$167K |
|
|
DVAX
1890
DELISTED
Dynavax Technologies
DVAX
| $162K | ﹤0.01% |
45,198
+2,391
| +6% | +$9.27K |
|
|
MSGN
1891
CALL
DELISTED
MSG Networks Inc.
MSGN
| $161K | ﹤0.01% |
+9,900
| New | +$177K |
|
1892
Simon Property Group
SPG
$72.3B
| $160K | ﹤0.01% |
1,028
+492
| +92% | +$76.5K |
|
|
TAST
1893
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $159K | ﹤0.01% |
+19,169
| New | +$160K |
|
|
VAL
1894
DELISTED
Valaris plc Class A Ordinary Share
VAL
| $159K | ﹤0.01% |
+33,074
| New | +$178K |
|
1895
Ameris Bancorp
ABCB
$5.89B
| $157K | ﹤0.01% |
3,898
-14,634
| -79% | -$552K |
|
1896
PUT
3D Systems Corp
DDD
$613M
| $157K | ﹤0.01% |
19,200
+8,000
| +71% | +$64.6K |
|
1897
CALL
Ovintiv
OVV
$16.4B
| $155K | ﹤0.01% |
+6,760
| New | +$155K |
|
1898
PUT
Hain Celestial
HAIN
$53.7M
| $154K | ﹤0.01% |
7,200
+500
| +7% | +$10.5K |
|
|
SNCR
1899
DELISTED
Synchronoss Technologies
SNCR
| $154K | ﹤0.01% |
+3,163
| New | +$214K |
|
|
MIK
1900
PUT
DELISTED
Michaels Stores, Inc
MIK
| $148K | ﹤0.01% |
15,000
+11,900
| +384% | +$88.9K |
|
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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.