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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 | |
|---|---|---|---|---|---|---|
626
PUT
Five Below
FIVE
$12.4B
| $8.93M | 0.01% |
70,800
+35,700
| +102% | +$4.34M |
|
627
PUT
Box
BOX
$4.43B
| $8.88M | 0.01% |
536,000
+514,800
| +2,428% | +$8.26M |
|
628
AT&T
T
$158B
| $8.87M | 0.01% |
310,209
-140,695
| -31% | -$3.73M |
|
|
HES
629
PUT
DELISTED
Hess
HES
| $8.86M | 0.01% |
146,500
+89,800
| +158% | +$5.6M |
|
|
THS
630
CALL
DELISTED
Treehouse Foods
THS
| $8.8M | 0.01% |
158,800
+9,100
| +6% | +$499K |
|
|
MDCO
631
DELISTED
Medicines Co
MDCO
| $8.8M | 0.01% |
176,059
-140,099
| -44% | -$5.59M |
|
632
PUT
TSMC
TSM
$2.15T
| $8.78M | 0.01% |
188,900
+86,200
| +84% | +$3.68M |
|
633
PUT
Skyworks Solutions
SWKS
$10.1B
| $8.77M | 0.01% |
110,600
-144,800
| -57% | -$11.5M |
|
634
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$233M
| $8.72M | 0.01% |
134
+126
| +1,575% | +$9.06M |
|
635
PUT
International Flavors & Fragrances
IFF
$22.5B
| $8.71M | 0.01% |
+71,000
| New | +$9.06M |
|
636
Roku
ROKU
$21.8B
| $8.7M | 0.01% |
85,530
-15,199
| -15% | -$1.86M |
|
637
PUT
Crown Castle
CCI
$32.3B
| $8.7M | 0.01% |
+62,600
| New | +$8.66M |
|
|
RDS.A
638
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $8.57M | 0.01% |
+145,700
| New | +$8.65M |
|
|
COUP
639
CALL
DELISTED
Coupa Software Incorporated
COUP
| $8.57M | 0.01% |
66,100
+7,200
| +12% | +$997K |
|
|
EXAS
640
PUT
DELISTED
Exact Sciences
EXAS
| $8.49M | 0.01% |
94,000
-148,500
| -61% | -$16.9M |
|
641
CALL
Clean Harbors
CLH
$16.3B
| $8.49M | 0.01% |
+110,000
| New | +$8.14M |
|
|
X
642
PUT
DELISTED
US Steel
X
| $8.48M | 0.01% |
734,200
+395,600
| +117% | +$5.1M |
|
643
CALL
Genuine Parts
GPC
$18.1B
| $8.48M | 0.01% |
+85,100
| New | +$8.17M |
|
644
VanEck Oil Services ETF
OIH
$1.91B
| $8.44M | 0.01% |
35,892
+19,837
| +124% | +$5.14M |
|
645
CALL
Enbridge
ENB
$113B
| $8.43M | 0.01% |
240,200
+140,200
| +140% | +$4.85M |
|
646
PUT
Las Vegas Sands
LVS
$29.7B
| $8.39M | 0.01% |
145,200
+68,100
| +88% | +$3.97M |
|
647
CALL
Dick's Sporting Goods
DKS
$17.9B
| $8.38M | 0.01% |
205,500
+84,900
| +70% | +$3.06M |
|
|
648
CALL
Skyworks Solutions
SWKS
$10.1B
| $8.31M | 0.01% |
104,800
-117,700
| -53% | -$9.38M |
|
649
Stellantis
STLA
$21.2B
| $8.29M | 0.01% |
640,272
-320,128
| -33% | -$4.28M |
|
650
PUT
AB InBev
BUD
$168B
| $8.23M | 0.01% |
86,400
+44,700
| +107% | +$4.24M |
|
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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.