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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 | |
|---|---|---|---|---|---|---|
701
PUT
Gen Digital
GEN
$16.9B
| $6.93M | 0.01% |
293,400
+225,000
| +329% | +$5.25M |
|
702
CALL
Macy's
M
$6.71B
| $6.92M | 0.01% |
444,900
-103,100
| -19% | -$1.91M |
|
703
CALL
Ciena
CIEN
$57.9B
| $6.85M | 0.01% |
174,600
+32,300
| +23% | +$1.35M |
|
704
PUT
Kimberly-Clark
KMB
$37.4B
| $6.83M | 0.01% |
48,100
+34,800
| +262% | +$4.78M |
|
705
First Solar
FSLR
$25.4B
| $6.78M | 0.01% |
116,929
+37,925
| +48% | +$2.43M |
|
706
PUT
T-Mobile US
TMUS
$186B
| $6.78M | 0.01% |
86,100
+80,900
| +1,556% | +$6.34M |
|
707
Ball Corp
BALL
$16.8B
| $6.78M | 0.01% |
93,087
-87,624
| -48% | -$6.53M |
|
708
CALL
Altria Group
MO
$114B
| $6.76M | 0.01% |
165,300
-209,100
| -56% | -$9.62M |
|
709
CALL
Sanofi
SNY
$104B
| $6.75M | 0.01% |
+145,700
| New | +$6.28M |
|
710
PUT
Acuity Brands
AYI
$10.7B
| $6.74M | 0.01% |
+50,000
| New | +$6.51M |
|
711
CALL
Kohl's
KSS
$2.23B
| $6.73M | 0.01% |
135,300
+24,600
| +22% | +$1.21M |
|
712
PUT
Wayfair
W
$14.7B
| $6.69M | 0.01% |
59,700
+4,000
| +7% | +$512K |
|
713
PUT
Blackstone
BX
$109B
| $6.68M | 0.01% |
136,700
-64,500
| -32% | -$3.15M |
|
714
Philip Morris
PM
$294B
| $6.68M | 0.01% |
87,966
+55,114
| +168% | +$4.37M |
|
715
CALL
QuinStreet
QNST
$889M
| $6.67M | 0.01% |
+529,500
| New | +$7.22M |
|
716
CALL
Charter Communications
CHTR
$18.3B
| $6.63M | 0.01% |
16,100
-23,900
| -60% | -$9.65M |
|
|
CLDR
717
PUT
DELISTED
Cloudera, Inc.
CLDR
| $6.59M | 0.01% |
744,200
+3,200
| +0.4% | +$22.2K |
|
718
Atlassian
TEAM
$28.8B
| $6.55M | 0.01% |
52,241
+52,231
| +522,310% | +$7.11M |
|
719
PUT
Whirlpool
WHR
$2.95B
| $6.52M | 0.01% |
41,100
-62,900
| -60% | -$9.03M |
|
720
Align Technology
ALGN
$12.5B
| $6.47M | 0.01% |
35,775
+22,750
| +175% | +$4.73M |
|
721
Pfizer
PFE
$147B
| $6.46M | 0.01% |
189,654
-21,612
| -10% | -$786K |
|
722
CALL
Ross Stores
ROST
$81.2B
| $6.46M | 0.01% |
58,800
-2,100
| -3% | -$222K |
|
723
PUT
Goodyear
GT
$1.99B
| $6.45M | 0.01% |
447,700
+351,000
| +363% | +$4.67M |
|
724
CALL
Dell
DELL
$299B
| $6.44M | 0.01% |
+244,849
| New | +$6.49M |
|
725
Coca-Cola
KO
$374B
| $6.4M | 0.01% |
117,633
-34,482
| -23% | -$1.85M |
|
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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.