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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 | |
|---|---|---|---|---|---|---|
1801
Resideo Technologies
REZI
$3.95B
| $233K | ﹤0.01% |
16,224
| – | – |
|
1802
Bloomin' Brands
BLMN
$938M
| $232K | ﹤0.01% |
+12,263
| New | +$219K |
|
1803
PUT
Stanley Black & Decker
SWK
$15.7B
| $232K | ﹤0.01% |
+1,600
| New | +$226K |
|
1804
Western Digital
WDC
$150B
| $232K | ﹤0.01% |
5,154
-544,543
| -99% | -$23.2M |
|
1805
CALL
MannKind Corp
MNKD
$1.32B
| $231K | ﹤0.01% |
184,500
| – | – |
|
|
FTCH
1806
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $231K | ﹤0.01% |
+26,745
| New | +$384K |
|
1807
MPLX
MPLX
$59.7B
| $230K | ﹤0.01% |
+8,195
| New | +$240K |
|
1808
Pitney Bowes
PBI
$2.39B
| $230K | ﹤0.01% |
50,418
-1,084
| -2% | -$4.34K |
|
|
FTR
1809
DELISTED
Frontier Communications Corp.
FTR
| $230K | ﹤0.01% |
265,693
+105,693
| +66% | +$119K |
|
1810
Edwards Lifesciences
EW
$51.7B
| $229K | ﹤0.01% |
+3,129
| New | +$220K |
|
1811
PUT
HCA Healthcare
HCA
$89.5B
| $229K | ﹤0.01% |
+1,900
| New | +$246K |
|
|
1812
PUT
Pitney Bowes
PBI
$2.39B
| $229K | ﹤0.01% |
50,000
| – | – |
|
|
LNW
1813
PUT
DELISTED
Light & Wonder
LNW
| $224K | ﹤0.01% |
11,000
-52,300
| -83% | -$1.03M |
|
1814
PUT
Unum
UNM
$14.3B
| $224K | ﹤0.01% |
7,500
-176,400
| -96% | -$5.24M |
|
|
MCRN
1815
DELISTED
Milacron Holdings Corp.
MCRN
| $224K | ﹤0.01% |
13,440
-27,918
| -68% | -$449K |
|
1816
PUT
Pinterest
PINS
$13.4B
| $222K | ﹤0.01% |
+8,400
| New | +$252K |
|
1817
PUT
Verisk Analytics
VRSK
$25B
| $221K | ﹤0.01% |
+1,400
| New | +$217K |
|
1818
Axcelis
ACLS
$4.33B
| $220K | ﹤0.01% |
+12,857
| New | +$205K |
|
1819
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $220K | ﹤0.01% |
8,100
-1,700
| -17% | -$45.2K |
|
|
COUP
1820
DELISTED
Coupa Software Incorporated
COUP
| $220K | ﹤0.01% |
1,699
-134
| -7% | -$18.6K |
|
|
SREV
1821
PUT
DELISTED
ServiceSource International, Inc.
SREV
| $220K | ﹤0.01% |
250,000
| – | – |
|
1822
Edgewell Personal Care
EPC
$1.31B
| $218K | ﹤0.01% |
6,707
-25,825
| -79% | -$771K |
|
1823
HSBC
HSBC
$356B
| $217K | ﹤0.01% |
+5,662
| New | +$219K |
|
1824
SBA Communications
SBAC
$19.5B
| $217K | ﹤0.01% |
899
+889
| +8,890% | +$220K |
|
|
CY
1825
PUT
DELISTED
Cypress Semiconductor
CY
| $217K | ﹤0.01% |
9,300
-9,400
| -50% | -$215K |
|
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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.