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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
651
Agnico Eagle Mines
AEM
$83.8B
| $8.22M | 0.01% |
153,409
+128,324
| +512% | +$7.27M |
|
652
CALL
Builders FirstSource
BLDR
$8.16B
| $8.21M | 0.01% |
+399,100
| New | +$7.44M |
|
|
STOR
653
PUT
DELISTED
STORE Capital Corporation
STOR
| $8.2M | 0.01% |
+219,300
| New | +$7.85M |
|
654
Ally Financial
ALLY
$13.6B
| $8.16M | 0.01% |
246,067
+66,788
| +37% | +$2.16M |
|
655
PUT
Bristol-Myers Squibb
BMY
$130B
| $8.15M | 0.01% |
160,700
-210,000
| -57% | -$9.87M |
|
656
CALL
Five Below
FIVE
$12.4B
| $8.15M | 0.01% |
64,600
+40,600
| +169% | +$4.93M |
|
657
Wayfair
W
$14.2B
| $8.07M | 0.01% |
71,948
+50,736
| +239% | +$6.49M |
|
658
CALL
PG&E
PCG
$37.9B
| $8.04M | 0.01% |
804,100
+100,000
| +14% | +$1.51M |
|
659
PUT
General Mills
GIS
$19.2B
| $8.02M | 0.01% |
145,500
+25,000
| +21% | +$1.35M |
|
660
Trip.com Group
TCOM
$28.9B
| $8M | 0.01% |
273,040
+232,177
| +568% | +$8.16M |
|
661
CALL
EOG Resources
EOG
$71.5B
| $7.95M | 0.01% |
107,100
-23,600
| -18% | -$1.91M |
|
|
GRUB
662
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $7.93M | 0.01% |
70,500
+15,500
| +28% | +$2.06M |
|
663
CALL
Seagate
STX
$190B
| $7.91M | 0.01% |
147,100
-94,500
| -39% | -$4.64M |
|
664
Sherwin-Williams
SHW
$89.7B
| $7.91M | 0.01% |
43,140
+43,128
| +359,400% | +$7.34M |
|
665
Humana
HUM
$43.7B
| $7.87M | 0.01% |
30,776
+30,775
| +3,077,500% | +$8.63M |
|
666
Trade Desk
TTD
$8.91B
| $7.84M | 0.01% |
417,940
+363,090
| +662% | +$8.64M |
|
667
PUT
Tandem Diabetes Care
TNDM
$1.34B
| $7.82M | 0.01% |
132,700
+84,300
| +174% | +$5.38M |
|
|
ATVI
668
DELISTED
Activision Blizzard
ATVI
| $7.81M | 0.01% |
147,563
+9,493
| +7% | +$473K |
|
669
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $7.79M | 0.01% |
263,294
-660
| -0.3% | -$20K |
|
670
Okta
OKTA
$25.6B
| $7.77M | 0.01% |
78,927
+62,971
| +395% | +$7.87M |
|
671
PUT
Altria Group
MO
$114B
| $7.77M | 0.01% |
189,900
+27,600
| +17% | +$1.27M |
|
672
PUT
Impinj
PI
$4.99B
| $7.72M | 0.01% |
250,400
| – | – |
|
673
PUT
Novartis
NVS
$294B
| $7.72M | 0.01% |
88,800
+6,600
| +8% | +$593K |
|
674
CALL
Halliburton
HAL
$26.6B
| $7.59M | 0.01% |
402,900
-11,600
| -3% | -$240K |
|
675
D.R. Horton
DHI
$42.4B
| $7.58M | 0.01% |
143,716
+35,963
| +33% | +$1.72M |
|
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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.