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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
251
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.92B
| $34M | 0.04% |
445,300
-127,500
| -22% | -$10.6M |
|
252
CALL
American International
AIG
$42.1B
| $33.6M | 0.04% |
603,730
-51,300
| -8% | -$2.84M |
|
253
Charter Communications
CHTR
$18.3B
| $33.4M | 0.04% |
80,944
+76,742
| +1,826% | +$31M |
|
254
PUT
Intuit
INTU
$88.5B
| $33.3M | 0.04% |
125,400
+23,500
| +23% | +$6.46M |
|
255
Microsoft
MSFT
$3.66T
| $33.2M | 0.04% |
238,879
-250,154
| -51% | -$34.4M |
|
256
CALL
Papa John's
PZZA
$1.01B
| $32.9M | 0.04% |
628,400
+268,500
| +75% | +$12.7M |
|
|
SAVE
257
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $32.9M | 0.04% |
+905,000
| New | +$38.1M |
|
|
WBA
258
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $32.8M | 0.04% |
592,800
+391,900
| +195% | +$21M |
|
259
PUT
iShares US Real Estate ETF
IYR
$4.67B
| $32.7M | 0.04% |
350,000
-75,000
| -18% | -$6.83M |
|
260
CALL
Oracle
ORCL
$420B
| $32.6M | 0.04% |
592,600
-511,800
| -46% | -$28.3M |
|
261
PUT
3M
MMM
$93.6B
| $32.4M | 0.04% |
235,612
+54,298
| +30% | +$7.59M |
|
|
XYZ
262
Block Inc
XYZ
$50.4B
| $32.3M | 0.04% |
522,183
+237,267
| +83% | +$16.1M |
|
263
CALL
Illumina
ILMN
$30.7B
| $32.3M | 0.04% |
109,071
+103,211
| +1,761% | +$30.4M |
|
264
PUT
State Street SPDR S&P Retail ETF
XRT
$332M
| $32M | 0.04% |
753,500
+568,800
| +308% | +$23.6M |
|
265
CALL
Analog Devices
ADI
$185B
| $31.8M | 0.04% |
+284,800
| New | +$32.2M |
|
266
Chipotle Mexican Grill
CMG
$42.8B
| $31.8M | 0.04% |
1,891,450
+1,572,750
| +493% | +$25.1M |
|
267
Ulta Beauty
ULTA
$23.4B
| $31.6M | 0.04% |
126,093
+99,639
| +377% | +$30.6M |
|
268
CALL
Lennar Class A
LEN
$21B
| $31.6M | 0.04% |
+584,162
| New | +$28.5M |
|
269
Intel
INTC
$509B
| $31.6M | 0.04% |
612,451
+167,806
| +38% | +$8.25M |
|
270
CALL
UnitedHealth
UNH
$370B
| $31.5M | 0.04% |
144,800
-23,000
| -14% | -$5.55M |
|
271
PUT
NetEase
NTES
$83.6B
| $31.5M | 0.04% |
591,000
+148,000
| +33% | +$7.53M |
|
|
ATVI
272
CALL
DELISTED
Activision Blizzard
ATVI
| $31.2M | 0.04% |
588,900
+70,800
| +14% | +$3.53M |
|
273
PUT
Capital One
COF
$136B
| $31.1M | 0.04% |
342,100
+89,700
| +36% | +$8.06M |
|
274
CALL
Burlington
BURL
$23.2B
| $31.1M | 0.04% |
155,700
+129,200
| +488% | +$23.8M |
|
275
Starbucks
SBUX
$120B
| $30.8M | 0.03% |
348,694
+139,991
| +67% | +$13M |
|
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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 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.