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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 | |
|---|---|---|---|---|---|---|
451
PUT
MongoDB
MDB
$30.3B
| $16.6M | 0.02% |
137,500
+76,600
| +126% | +$11.1M |
|
452
PUT
Centene
CNC
$33.5B
| $16.5M | 0.02% |
381,400
+260,900
| +217% | +$12.7M |
|
453
PUT
Okta
OKTA
$25.8B
| $16.5M | 0.02% |
167,500
+58,000
| +53% | +$7.24M |
|
|
TWTR
454
DELISTED
Twitter, Inc.
TWTR
| $16.4M | 0.02% |
399,236
-326,661
| -45% | -$13.3M |
|
|
FTV.PRA
455
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
| $16.4M | 0.02% |
18,226
+8,268
| +83% | +$7.83M |
|
456
PUT
O'Reilly Automotive
ORLY
$75.8B
| $16.4M | 0.02% |
+616,500
| New | +$15.9M |
|
457
Adobe
ADBE
$103B
| $16.3M | 0.02% |
59,125
+26,364
| +80% | +$7.7M |
|
458
PUT
AbbVie
ABBV
$433B
| $16.3M | 0.02% |
215,600
-225,300
| -51% | -$15.4M |
|
|
ZEN
459
CALL
DELISTED
ZENDESK INC
ZEN
| $16.3M | 0.02% |
223,600
+43,200
| +24% | +$3.56M |
|
460
CALL
Philip Morris
PM
$295B
| $16.1M | 0.02% |
212,600
-311,100
| -59% | -$24.7M |
|
|
SIVB
461
CALL
DELISTED
SVB Financial Group
SIVB
| $16.1M | 0.02% |
+77,000
| New | +$16.1M |
|
462
FedEx
FDX
$73.7B
| $16M | 0.02% |
109,963
+9,316
| +9% | +$1.5M |
|
463
PUT
McKesson
MCK
$100B
| $16M | 0.02% |
+117,100
| New | +$16.6M |
|
|
464
CALL
McKesson
MCK
$100B
| $16M | 0.02% |
+117,000
| New | +$16.6M |
|
465
PUT
Simon Property Group
SPG
$73B
| $16M | 0.02% |
+102,600
| New | +$16M |
|
466
CALL
American Express
AXP
$236B
| $15.9M | 0.02% |
134,100
-301,600
| -69% | -$37M |
|
467
CALL
Pinduoduo
PDD
$129B
| $15.8M | 0.02% |
+491,300
| New | +$13.1M |
|
468
CALL
Agnico Eagle Mines
AEM
$83.5B
| $15.8M | 0.02% |
294,500
+171,700
| +140% | +$9.73M |
|
469
PUT
Align Technology
ALGN
$12.5B
| $15.7M | 0.02% |
86,800
-43,700
| -33% | -$9.08M |
|
470
PUT
MGM Resorts International
MGM
$11.5B
| $15.7M | 0.02% |
565,600
+403,700
| +249% | +$11.6M |
|
471
PUT
Universal Display
OLED
$3.96B
| $15.5M | 0.02% |
92,400
-8,800
| -9% | -$1.76M |
|
472
PUT
Abbott
ABT
$181B
| $15.5M | 0.02% |
185,400
-57,000
| -24% | -$4.84M |
|
|
IRBT
473
CALL
DELISTED
iRobot
IRBT
| $15.5M | 0.02% |
251,000
+219,600
| +699% | +$15.7M |
|
474
ExxonMobil
XOM
$630B
| $15.4M | 0.02% |
218,508
+116,747
| +115% | +$8.44M |
|
475
CALL
Upland Software
UPLD
$13.2M
| $15.4M | 0.02% |
44,200
-450
| -1% | -$187K |
|
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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.