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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 | |
|---|---|---|---|---|---|---|
776
PUT
Lumen
LUMN
$6.27B
| $5.54M | 0.01% |
444,300
-105,900
| -19% | -$1.26M |
|
777
PUT
Ciena
CIEN
$57.9B
| $5.53M | 0.01% |
140,900
-51,100
| -27% | -$2.14M |
|
778
CALL
Hilton Worldwide
HLT
$73B
| $5.5M | 0.01% |
59,100
+40,100
| +211% | +$3.81M |
|
779
CALL
Omnicom Group
OMC
$22.4B
| $5.48M | 0.01% |
+70,000
| New | +$5.56M |
|
780
PUT
Ball Corp
BALL
$16.8B
| $5.47M | 0.01% |
+75,200
| New | +$5.6M |
|
781
Smith & Nephew
SNN
$12.7B
| $5.47M | 0.01% |
113,639
+113,612
| +420,785% | +$5.22M |
|
782
Freeport-McMoran
FCX
$97.1B
| $5.46M | 0.01% |
570,075
+415,459
| +269% | +$4.27M |
|
783
CALL
Bausch Health
BHC
$2.35B
| $5.41M | 0.01% |
247,400
+157,400
| +175% | +$3.6M |
|
|
BCOV
784
PUT
DELISTED
Brightcove, Inc.
BCOV
| $5.4M | 0.01% |
515,000
| – | – |
|
|
AVTR.PRA
785
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
| $5.37M | 0.01% |
+100,000
| New | +$5.99M |
|
786
PUT
Banco Bradesco
BBD
$37.9B
| $5.29M | 0.01% |
865,150
+66,550
| +8% | +$440K |
|
787
CALL
NetApp
NTAP
$36.6B
| $5.29M | 0.01% |
100,600
-63,100
| -39% | -$3.38M |
|
788
Palo Alto Networks
PANW
$296B
| $5.27M | 0.01% |
155,184
-66,642
| -30% | -$2.36M |
|
789
PUT
ON Semiconductor
ON
$18.3B
| $5.26M | 0.01% |
273,900
-18,100
| -6% | -$348K |
|
790
PUT
Ralph Lauren
RL
$22.7B
| $5.22M | 0.01% |
54,700
+3,800
| +7% | +$376K |
|
|
AAN.A
791
CALL
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $5.22M | 0.01% |
81,300
-15,600
| -16% | -$1M |
|
792
PUT
Sunrun
RUN
$2.5B
| $5.22M | 0.01% |
312,500
-92,500
| -23% | -$1.62M |
|
793
Williams Companies
WMB
$87.8B
| $5.2M | 0.01% |
216,291
+147,217
| +213% | +$3.71M |
|
|
GRUB
794
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $5.2M | 0.01% |
46,250
+11,050
| +31% | +$1.47M |
|
|
OPTU
795
Optimum Communications Inc
OPTU
$307M
| $5.2M | 0.01% |
181,148
+132,805
| +275% | +$3.62M |
|
|
WW
796
PUT
DELISTED
WW International
WW
| $5.17M | 0.01% |
136,600
+1,600
| +1% | +$45.2K |
|
797
PUT
Regency Centers
REG
$14.5B
| $5.16M | 0.01% |
74,300
| – | – |
|
798
Equinix
EQIX
$104B
| $5.15M | 0.01% |
+8,923
| New | +$4.79M |
|
799
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $5.13M | 0.01% |
158,360
-23,848
| -13% | -$736K |
|
800
PUT
Kinder Morgan
KMI
$69.3B
| $5.12M | 0.01% |
248,500
+143,900
| +138% | +$2.95M |
|
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.