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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 | |
|---|---|---|---|---|---|---|
526
PUT
Arista Networks
ANET
$248B
| $12.6M | 0.01% |
841,600
-153,600
| -15% | -$2.38M |
|
|
B
527
Barrick Mining
B
$68.8B
| $12.6M | 0.01% |
725,034
+393,249
| +119% | +$6.94M |
|
528
CALL
AbbVie
ABBV
$435B
| $12.5M | 0.01% |
165,200
-363,700
| -69% | -$24.9M |
|
529
CALL
Sony
SONY
$132B
| $12.5M | 0.01% |
1,056,000
+1,020,000
| +2,833% | +$11.5M |
|
530
Lowe's Companies
LOW
$123B
| $12.4M | 0.01% |
112,614
+53,801
| +91% | +$5.68M |
|
531
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$233M
| $12.4M | 0.01% |
190
+181
| +2,011% | +$13M |
|
532
PUT
Marvell Technology
MRVL
$189B
| $12.4M | 0.01% |
495,500
+210,100
| +74% | +$5.27M |
|
533
CALL
Kinder Morgan
KMI
$69.3B
| $12.3M | 0.01% |
598,000
+251,800
| +73% | +$5.17M |
|
534
CALL
Las Vegas Sands
LVS
$29.7B
| $12.3M | 0.01% |
213,000
+131,600
| +162% | +$7.67M |
|
535
PUT
Best Buy
BBY
$17.8B
| $12.3M | 0.01% |
178,100
+31,300
| +21% | +$2.18M |
|
536
Applied Materials
AMAT
$424B
| $12.2M | 0.01% |
245,118
-134,332
| -35% | -$6.48M |
|
537
CALL
Hasbro
HAS
$12.9B
| $12.2M | 0.01% |
102,800
-327,500
| -76% | -$37.3M |
|
538
CALL
Truist Financial
TFC
$64.6B
| $12.2M | 0.01% |
+228,500
| New | +$11.3M |
|
539
CALL
Global Payments
GPN
$23.9B
| $11.9M | 0.01% |
+75,000
| New | +$12.2M |
|
540
PUT
Dell
DELL
$299B
| $11.8M | 0.01% |
450,239
+35,909
| +9% | +$952K |
|
541
CALL
Align Technology
ALGN
$12.5B
| $11.8M | 0.01% |
65,200
-110,500
| -63% | -$23M |
|
542
PUT
Synchrony
SYF
$25.8B
| $11.8M | 0.01% |
345,800
+5,800
| +2% | +$199K |
|
|
PFPT
543
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $11.7M | 0.01% |
90,500
-2,600
| -3% | -$318K |
|
544
Texas Instruments
TXN
$254B
| $11.7M | 0.01% |
90,208
+87,044
| +2,751% | +$10.7M |
|
545
CALL
Ford
F
$56.3B
| $11.6M | 0.01% |
1,267,700
-53,400
| -4% | -$507K |
|
546
CALL
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.9B
| $11.6M | 0.01% |
+90,000
| New | +$11.5M |
|
|
547
PUT
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.9B
| $11.6M | 0.01% |
+90,000
| New | +$11.5M |
|
548
PUT
BP
BP
$106B
| $11.5M | 0.01% |
302,300
+256,541
| +561% | +$9.79M |
|
549
PUT
W.W. Grainger
GWW
$60.7B
| $11.4M | 0.01% |
38,300
+31,700
| +480% | +$8.81M |
|
550
Old National Bancorp
ONB
$10.3B
| $11.3M | 0.01% |
659,541
+551,730
| +512% | +$9.42M |
|
Similar funds
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.