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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 | |
|---|---|---|---|---|---|---|
951
CALL
Wayfair
W
$14.3B
| $3.26M | ﹤0.01% |
29,100
+7,800
| +37% | +$998K |
|
|
B
952
CALL
Barrick Mining
B
$69.4B
| $3.26M | ﹤0.01% |
187,800
-114,700
| -38% | -$2.02M |
|
953
PUT
Aflac
AFL
$64.2B
| $3.25M | ﹤0.01% |
62,200
+18,000
| +41% | +$950K |
|
954
Expedia Group
EXPE
$36.8B
| $3.23M | ﹤0.01% |
24,037
-36,933
| -61% | -$4.88M |
|
|
FL
955
CALL
DELISTED
Foot Locker
FL
| $3.23M | ﹤0.01% |
74,700
-169,800
| -69% | -$6.84M |
|
956
CALL
Ameris Bancorp
ABCB
$5.93B
| $3.22M | ﹤0.01% |
80,000
| – | – |
|
957
PUT
Iridium Communications
IRDM
$5.12B
| $3.19M | ﹤0.01% |
150,000
| – | – |
|
958
CALL
State Street SPDR S&P Retail ETF
XRT
$324M
| $3.19M | ﹤0.01% |
75,100
+18,200
| +32% | +$755K |
|
|
STMP
959
CALL
DELISTED
Stamps.com, Inc.
STMP
| $3.19M | ﹤0.01% |
42,800
-41,600
| -49% | -$2.44M |
|
|
HES
960
CALL
DELISTED
Hess
HES
| $3.18M | ﹤0.01% |
52,700
+16,000
| +44% | +$997K |
|
961
CALL
Microchip Technology
MCHP
$40.6B
| $3.17M | ﹤0.01% |
68,200
-152,200
| -69% | -$6.9M |
|
962
CALL
Regions Financial
RF
$26.8B
| $3.16M | ﹤0.01% |
+200,000
| New | +$3.02M |
|
963
CALL
RingCentral
RNG
$5.18B
| $3.15M | ﹤0.01% |
25,100
-100
| -0.4% | -$13.1K |
|
964
PUT
BlackBerry
BB
$5.15B
| $3.15M | ﹤0.01% |
600,000
-200
| -0% | -$1.4K |
|
965
CALL
KeyCorp
KEY
$24.2B
| $3.15M | ﹤0.01% |
176,600
+42,700
| +32% | +$739K |
|
966
Capital One
COF
$135B
| $3.13M | ﹤0.01% |
34,460
+24,238
| +237% | +$2.18M |
|
967
Automatic Data Processing
ADP
$109B
| $3.13M | ﹤0.01% |
19,398
+18,893
| +3,741% | +$3.12M |
|
968
PUT
Molson Coors Class B
TAP
$7.94B
| $3.12M | ﹤0.01% |
54,300
+1,300
| +2% | +$70.5K |
|
|
BNY
969
CALL
Bank of New York Mellon
BNY
$108B
| $3.1M | ﹤0.01% |
68,600
-30,300
| -31% | -$1.35M |
|
970
CALL
Etsy
ETSY
$7.82B
| $3.1M | ﹤0.01% |
54,800
+5,200
| +10% | +$306K |
|
971
CALL
Goodyear
GT
$1.94B
| $3.09M | ﹤0.01% |
214,300
+200,100
| +1,409% | +$2.66M |
|
972
Impinj
PI
$5.3B
| $3.07M | ﹤0.01% |
99,590
-34,346
| -26% | -$1.2M |
|
973
NetEase
NTES
$83.4B
| $3.06M | ﹤0.01% |
57,485
-62,350
| -52% | -$3.17M |
|
974
PUT
CF Industries
CF
$17.9B
| $3.06M | ﹤0.01% |
62,200
-25,500
| -29% | -$1.24M |
|
|
CATM
975
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $3.05M | ﹤0.01% |
+101,000
| New | +$2.98M |
|
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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.