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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 | |
|---|---|---|---|---|---|---|
401
CALL
Royal Gold
RGLD
$17.1B
| $20M | 0.02% |
162,100
+119,100
| +277% | +$14.5M |
|
402
PUT
United Rentals
URI
$69.5B
| $19.9M | 0.02% |
159,400
-25,900
| -14% | -$3.14M |
|
|
NEE.PRO
403
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $19.7M | 0.02% |
+393,539
| New | +$19.3M |
|
404
PUT
PNC Financial Services
PNC
$100B
| $19.5M | 0.02% |
139,400
+51,900
| +59% | +$7.04M |
|
405
CALL
Centene
CNC
$31.5B
| $19.5M | 0.02% |
451,400
+102,800
| +29% | +$5.01M |
|
406
Boeing
BA
$187B
| $19.5M | 0.02% |
51,322
-74,565
| -59% | -$26.7M |
|
|
DNKN
407
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $19.5M | 0.02% |
245,600
+12,500
| +5% | +$1.01M |
|
408
Deere & Co
DE
$163B
| $19.5M | 0.02% |
115,342
+56,439
| +96% | +$9.03M |
|
409
Procter & Gamble
PG
$345B
| $19.4M | 0.02% |
155,941
+42,863
| +38% | +$5.06M |
|
410
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
| $19.4M | 0.02% |
367,100
+297,400
| +427% | +$15.5M |
|
411
Knight Transportation
KNX
$11.1B
| $19.3M | 0.02% |
531,680
+248,382
| +88% | +$8.63M |
|
412
PUT
Veeva Systems
VEEV
$34.4B
| $19.3M | 0.02% |
126,200
+115,600
| +1,091% | +$18.5M |
|
413
PUT
Twilio
TWLO
$29.5B
| $19.1M | 0.02% |
173,300
-12,300
| -7% | -$1.59M |
|
414
CALL
United States Oil Fund
USO
$1.81B
| $19M | 0.02% |
209,038
+26,325
| +14% | +$2.47M |
|
415
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $19M | 0.02% |
585,800
+49,200
| +9% | +$1.52M |
|
416
PUT
American Express
AXP
$233B
| $18.9M | 0.02% |
160,100
-183,000
| -53% | -$22.4M |
|
|
PXD
417
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $18.9M | 0.02% |
+150,100
| New | +$19.9M |
|
418
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $18.7M | 0.02% |
+200,000
| New | +$18.2M |
|
419
PUT
Honeywell
HON
$78.2B
| $18.5M | 0.02% |
115,755
-32,573
| -22% | -$5.18M |
|
420
PUT
Ferrari
RACE
$70.5B
| $18.4M | 0.02% |
119,600
+106,600
| +820% | +$17M |
|
421
PUT
Trade Desk
TTD
$9.09B
| $18.4M | 0.02% |
981,000
-154,000
| -14% | -$3.67M |
|
422
PUT
Agnico Eagle Mines
AEM
$76.3B
| $18.4M | 0.02% |
342,700
+21,700
| +7% | +$1.23M |
|
423
CALL
American Airlines Group
AAL
$11B
| $18.3M | 0.02% |
677,500
-102,800
| -13% | -$3.01M |
|
424
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $18.2M | 0.02% |
201,800
+176,800
| +707% | +$16.1M |
|
425
CALL
Comcast
CMCSA
$88.5B
| $18.2M | 0.02% |
402,800
-27,400
| -6% | -$1.21M |
|
Similar funds
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.