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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 | |
|---|---|---|---|---|---|---|
426
CALL
Rockwell Automation
ROK
$49.5B
| $18.1M | 0.02% |
110,100
+110,000
| +110,000% | +$17.4M |
|
|
CHNGU
427
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
| $18.1M | 0.02% |
378,275
+290,700
| +332% | +$15.5M |
|
428
CALL
HSBC
HSBC
$364B
| $17.9M | 0.02% |
468,400
+148,600
| +46% | +$5.76M |
|
429
CALL
Estee Lauder
EL
$30.6B
| $17.9M | 0.02% |
90,100
+86,700
| +2,550% | +$16.6M |
|
430
PUT
EOG Resources
EOG
$77.6B
| $17.9M | 0.02% |
241,200
+76,400
| +46% | +$6.19M |
|
431
United Parks & Resorts
PRKS
$2.15B
| $17.8M | 0.02% |
677,423
+163,278
| +32% | +$4.97M |
|
432
CALL
Cummins
CMI
$87.8B
| $17.8M | 0.02% |
109,500
-4,900
| -4% | -$784K |
|
|
MMP
433
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $17.6M | 0.02% |
+265,100
| New | +$17.5M |
|
434
PUT
RTX Corp
RTX
$294B
| $17.6M | 0.02% |
204,221
+15,254
| +8% | +$1.27M |
|
435
PUT
ConocoPhillips
COP
$145B
| $17.5M | 0.02% |
306,400
+235,600
| +333% | +$13.4M |
|
436
Newmont
NEM
$103B
| $17.5M | 0.02% |
460,328
+348,385
| +311% | +$13.5M |
|
437
CALL
Aramark
ARMK
$14.9B
| $17.4M | 0.02% |
554,000
+422,425
| +321% | +$11.9M |
|
438
CALL
United Rentals
URI
$69.5B
| $17.3M | 0.02% |
138,500
-41,000
| -23% | -$4.97M |
|
439
PUT
Ross Stores
ROST
$81.1B
| $17.2M | 0.02% |
157,000
+122,700
| +358% | +$12.9M |
|
440
CALL
Trade Desk
TTD
$9.09B
| $17.2M | 0.02% |
914,000
+2,000
| +0.2% | +$47.6K |
|
441
NXP Semiconductors
NXPI
$56.5B
| $17.1M | 0.02% |
157,051
-64,143
| -29% | -$6.55M |
|
442
PUT
Mondelez International
MDLZ
$79.2B
| $17.1M | 0.02% |
309,500
+75,600
| +32% | +$4.14M |
|
443
CALL
SLB Ltd
SLB
$73.2B
| $17M | 0.02% |
498,900
+234,600
| +89% | +$8.57M |
|
444
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $17M | 0.02% |
282,010
+13,244
| +5% | +$798K |
|
445
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $16.9M | 0.02% |
275,700
+168,600
| +157% | +$10.1M |
|
446
CALL
Eli Lilly
LLY
$995B
| $16.9M | 0.02% |
150,800
-1,400
| -0.9% | -$156K |
|
447
PUT
Vale
VALE
$63.1B
| $16.7M | 0.02% |
1,454,900
+372,000
| +34% | +$4.51M |
|
448
CALL
Expedia Group
EXPE
$37.5B
| $16.7M | 0.02% |
124,500
-51,300
| -29% | -$6.78M |
|
449
CALL
Costco
COST
$423B
| $16.7M | 0.02% |
57,900
-119,100
| -67% | -$33.5M |
|
|
SPLK
450
PUT
DELISTED
Splunk Inc
SPLK
| $16.6M | 0.02% |
141,200
-138,000
| -49% | -$17.2M |
|
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.