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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-0.32%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$88.9B
AUM Growth
-$3B
(-3.3%)
Cap. Flow
-$1.68B
Cap. Flow
% of AUM
-1.89%
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 | Miscellaneous | 96.39% |
| 2 | Technology | 0.82% |
| 3 | Consumer Discretionary | 0.78% |
| 4 | Communication Services | 0.62% |
| 5 | Industrials | 0.32% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
726
US Bancorp
USB
$96.8B
| $6.33M | 0.01% |
114,315
+111,171
| +3,536% | +$6.01M |
|
|
LNW
727
DELISTED
Light & Wonder
LNW
| $6.32M | 0.01% |
310,645
-121,375
| -28% | -$2.39M |
|
|
SPLK
728
CALL
DELISTED
Splunk Inc
SPLK
| $6.32M | 0.01% |
53,600
-160,000
| -75% | -$20M |
|
729
CALL
Marvell Technology
MRVL
$211B
| $6.31M | 0.01% |
252,800
-80,600
| -24% | -$2.02M |
|
730
CALL
Southwest Airlines
LUV
$18.9B
| $6.29M | 0.01% |
116,500
-21,100
| -15% | -$1.1M |
|
731
CALL
Kraft Heinz
KHC
$29.2B
| $6.21M | 0.01% |
222,300
-472,900
| -68% | -$13.6M |
|
732
PUT
TD Synnex
SNX
$20.6B
| $6.21M | 0.01% |
110,000
| – | – |
|
733
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
| $6.2M | 0.01% |
79,800
+23,800
| +43% | +$1.83M |
|
734
PUT
Hasbro
HAS
$12.5B
| $6.2M | 0.01% |
52,200
-14,900
| -22% | -$1.7M |
|
735
CALL
Wheaton Precious Metals
WPM
$71.2B
| $6.17M | 0.01% |
235,000
+181,200
| +337% | +$4.88M |
|
736
CALL
Royal Bank of Canada
RY
$286B
| $6.15M | 0.01% |
+75,800
| New | +$5.92M |
|
737
CALL
Teva Pharmaceuticals
TEVA
$42.9B
| $6.14M | 0.01% |
892,400
+253,400
| +40% | +$1.94M |
|
738
CALL
Dollar General
DG
$27.5B
| $6.13M | 0.01% |
38,600
-335,100
| -90% | -$48.5M |
|
|
739
PUT
Teva Pharmaceuticals
TEVA
$42.9B
| $6.12M | 0.01% |
889,500
+285,300
| +47% | +$2.19M |
|
740
CALL
Viatris
VTRS
$19B
| $6.12M | 0.01% |
309,200
+307,500
| +18,088% | +$6.03M |
|
741
State Street SPDR S&P Biotech ETF
XBI
$11.1B
| $6.1M | 0.01% |
80,034
-40,596
| -34% | -$3.37M |
|
742
Kroger
KR
$34.6B
| $6.08M | 0.01% |
235,736
-477,319
| -67% | -$11.1M |
|
|
GWPH
743
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $6.04M | 0.01% |
+52,500
| New | +$7.97M |
|
744
CALL
Match Group
MTCH
$9.51B
| $6.02M | 0.01% |
84,300
-120,500
| -59% | -$9.4M |
|
745
CALL
DuPont de Nemours
DD
$17.3B
| $6.01M | 0.01% |
67,200
-20,057
| -23% | -$1.77M |
|
746
PUT
Agilent Technologies
A
$40.8B
| $5.99M | 0.01% |
78,200
+3,200
| +4% | +$231K |
|
|
STI
747
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $5.95M | 0.01% |
86,500
-121,400
| -58% | -$7.77M |
|
748
CALL
Mondelez International
MDLZ
$79.7B
| $5.95M | 0.01% |
107,500
-114,000
| -51% | -$6.24M |
|
|
NBIS
749
CALL
Nebius Group N.V.
NBIS
$65.3B
| $5.95M | 0.01% |
169,800
+150,800
| +794% | +$5.69M |
|
750
PUT
Upland Software
UPLD
$9.97M
| $5.93M | 0.01% |
17,000
+7,000
| +70% | +$2.91M |
|
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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's Q3 2019 filing shows 454 new, 933 increased, 750 reduced and 1,745 closed positions. Its largest new stake was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $1.64B.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.