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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 | |
|---|---|---|---|---|---|---|
826
Hilton Worldwide
HLT
$73.1B
| $4.72M | 0.01% |
50,705
+36,093
| +247% | +$3.43M |
|
827
PUT
Alaska Air
ALK
$5.77B
| $4.7M | 0.01% |
72,400
+2,200
| +3% | +$139K |
|
|
B
828
PUT
Barrick Mining
B
$69.6B
| $4.69M | 0.01% |
270,700
+128,200
| +90% | +$2.26M |
|
|
BBBY
829
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.68M | 0.01% |
440,216
+212,691
| +93% | +$2.05M |
|
830
PUT
Macy's
M
$6.75B
| $4.67M | 0.01% |
300,500
-300,600
| -50% | -$5.57M |
|
831
BHP
BHP
$227B
| $4.67M | 0.01% |
105,967
+46,165
| +77% | +$2.16M |
|
832
CALL
TotalEnergies
TTE
$190B
| $4.66M | 0.01% |
89,600
+30,200
| +51% | +$1.57M |
|
833
CALL
Shopify
SHOP
$189B
| $4.64M | 0.01% |
149,000
-36,000
| -19% | -$1.23M |
|
|
WBT
834
CALL
DELISTED
Welbilt, Inc.
WBT
| $4.64M | 0.01% |
275,000
-42,500
| -13% | -$690K |
|
|
WBT
835
PUT
DELISTED
Welbilt, Inc.
WBT
| $4.64M | 0.01% |
275,000
| – | – |
|
|
STI
836
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $4.62M | 0.01% |
67,200
-3,700
| -5% | -$237K |
|
|
X
837
CALL
DELISTED
US Steel
X
| $4.61M | 0.01% |
398,900
+64,300
| +19% | +$828K |
|
838
HP
HPQ
$26.2B
| $4.61M | 0.01% |
243,513
+243,264
| +97,696% | +$4.78M |
|
839
CALL
AB InBev
BUD
$167B
| $4.58M | 0.01% |
48,100
+7,900
| +20% | +$750K |
|
|
CIT
840
PUT
DELISTED
CIT Group Inc.
CIT
| $4.57M | 0.01% |
100,900
+900
| +0.9% | +$42K |
|
841
CALL
Neurocrine Biosciences
NBIX
$16.2B
| $4.51M | 0.01% |
50,000
| – | – |
|
842
Estee Lauder
EL
$31.5B
| $4.5M | 0.01% |
+22,609
| New | +$4.32M |
|
843
Kraft Heinz
KHC
$29.5B
| $4.49M | 0.01% |
160,643
+29,480
| +22% | +$848K |
|
844
Oracle
ORCL
$418B
| $4.49M | 0.01% |
81,512
-102,738
| -56% | -$5.68M |
|
845
MGM Resorts International
MGM
$11.5B
| $4.49M | 0.01% |
161,807
-87,805
| -35% | -$2.52M |
|
846
PUT
Capri Holdings
CPRI
$1.8B
| $4.48M | 0.01% |
+135,000
| New | +$4.33M |
|
847
CALL
Aflac
AFL
$64B
| $4.44M | 0.01% |
84,900
-7,200
| -8% | -$380K |
|
848
Carvana
CVNA
$76.5B
| $4.43M | 0.01% |
336,015
+300,875
| +856% | +$4.32M |
|
849
iShares MSCI Brazil ETF
EWZ
$9.14B
| $4.43M | 0.01% |
105,222
-511,932
| -83% | -$22.1M |
|
850
CALL
Boston Properties
BXP
$11.1B
| $4.42M | 0.01% |
+34,100
| New | +$4.43M |
|
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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.