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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 | |
|---|---|---|---|---|---|---|
1676
PUT
Incyte
INCY
$24.4B
| $378K | ﹤0.01% |
+5,100
| New | +$412K |
|
|
ICPT
1677
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $378K | ﹤0.01% |
5,701
+2,109
| +59% | +$142K |
|
1678
Gildan
GIL
$10.6B
| $376K | ﹤0.01% |
+10,603
| New | +$399K |
|
1679
Analog Devices
ADI
$190B
| $374K | ﹤0.01% |
3,344
+3,224
| +2,687% | +$365K |
|
1680
Hewlett Packard
HPE
$70.5B
| $370K | ﹤0.01% |
24,360
+10,597
| +77% | +$151K |
|
1681
Ingersoll Rand
IR
$33.7B
| $369K | ﹤0.01% |
+13,047
| New | +$403K |
|
1682
Masco
MAS
$15.3B
| $369K | ﹤0.01% |
8,860
+8,607
| +3,402% | +$345K |
|
|
EXAS
1683
DELISTED
Exact Sciences
EXAS
| $366K | ﹤0.01% |
4,049
-4,414
| -52% | -$503K |
|
1684
CALL
American Eagle Outfitters
AEO
$3.01B
| $365K | ﹤0.01% |
22,600
+9,600
| +74% | +$160K |
|
1685
Comstock Resources
CRK
$3.94B
| $364K | ﹤0.01% |
+46,673
| New | +$312K |
|
1686
CALL
Signet Jewelers
SIG
$3.76B
| $364K | ﹤0.01% |
21,900
-26,300
| -55% | -$413K |
|
|
MOBL
1687
DELISTED
MobileIron, Inc.
MOBL
| $364K | ﹤0.01% |
+55,630
| New | +$379K |
|
1688
SL Green Realty
SLG
$3.99B
| $363K | ﹤0.01% |
+4,592
| New | +$357K |
|
1689
Sarepta Therapeutics
SRPT
$1.77B
| $361K | ﹤0.01% |
4,787
-8,381
| -64% | -$990K |
|
|
LOGM
1690
PUT
DELISTED
LogMein, Inc.
LOGM
| $361K | ﹤0.01% |
5,100
+200
| +4% | +$14.3K |
|
|
MOMO
1691
Hello Group
MOMO
$866M
| $360K | ﹤0.01% |
11,631
+10,777
| +1,262% | +$366K |
|
1692
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $360K | ﹤0.01% |
1,300
-79,100
| -98% | -$23.4M |
|
1693
Comcast
CMCSA
$90B
| $359K | ﹤0.01% |
7,962
-30,639
| -79% | -$1.36M |
|
1694
PUT
Motorola Solutions
MSI
$77.4B
| $358K | ﹤0.01% |
2,100
-500
| -19% | -$85.8K |
|
1695
PUT
Spok Holdings
SPOK
$241M
| $358K | ﹤0.01% |
30,000
| – | – |
|
1696
PUT
Boyd Gaming
BYD
$6.06B
| $355K | ﹤0.01% |
14,800
-7,900
| -35% | -$200K |
|
1697
Olin
OLN
$2.12B
| $355K | ﹤0.01% |
+18,974
| New | +$358K |
|
|
WWE
1698
PUT
DELISTED
World Wrestling Entertainment
WWE
| $355K | ﹤0.01% |
5,000
-2,200
| -31% | -$158K |
|
|
WW
1699
CALL
DELISTED
WW International
WW
| $354K | ﹤0.01% |
9,400
+3,700
| +65% | +$104K |
|
1700
CALL
AGNC Investment
AGNC
$12.9B
| $353K | ﹤0.01% |
22,000
-141,000
| -87% | -$2.31M |
|
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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.