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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 | |
|---|---|---|---|---|---|---|
|
EGOV
1126
PUT
DELISTED
NIC Inc
EGOV
| $2.01M | ﹤0.01% |
+97,500
| New | +$1.91M |
|
|
DLPH
1127
CALL
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $2.01M | ﹤0.01% |
150,000
| – | – |
|
1128
Chubb
CB
$137B
| $2.01M | ﹤0.01% |
12,437
+12,391
| +26,937% | +$1.92M |
|
1129
Boston Scientific
BSX
$71.4B
| $2M | ﹤0.01% |
49,195
-62,706
| -56% | -$2.66M |
|
1130
Yum! Brands
YUM
$41.6B
| $2M | ﹤0.01% |
17,609
-25,243
| -59% | -$2.88M |
|
1131
CALL
Cognizant
CTSH
$25.6B
| $1.99M | ﹤0.01% |
33,100
-10,100
| -23% | -$638K |
|
1132
CALL
UFP Industries
UFPI
$5.07B
| $1.99M | ﹤0.01% |
+50,000
| New | +$1.94M |
|
|
IMMU
1133
CALL
DELISTED
Immunomedics Inc
IMMU
| $1.99M | ﹤0.01% |
150,000
-100,000
| -40% | -$1.47M |
|
1134
CALL
Cleveland-Cliffs
CLF
$6.98B
| $1.99M | ﹤0.01% |
274,900
-89,600
| -25% | -$807K |
|
1135
CALL
IMAX
IMAX
$2.73B
| $1.98M | ﹤0.01% |
+90,000
| New | +$1.91M |
|
|
DCH
1136
PUT
Dauch Corp
DCH
$1.35B
| $1.97M | ﹤0.01% |
+240,000
| New | +$2.18M |
|
1137
CALL
NCR Voyix
VYX
$1.16B
| $1.97M | ﹤0.01% |
101,875
+101,223
| +15,525% | +$1.96M |
|
1138
CALL
Howmet Aerospace
HWM
$116B
| $1.96M | ﹤0.01% |
98,061
+49,031
| +100% | +$966K |
|
1139
Westlake Chemical Partners
WLKP
$752M
| $1.96M | ﹤0.01% |
84,105
-12,342
| -13% | -$280K |
|
1140
CALL
HF Sinclair
DINO
$14.7B
| $1.95M | ﹤0.01% |
36,300
+12,400
| +52% | +$601K |
|
|
K
1141
DELISTED
Kellanova
K
| $1.95M | ﹤0.01% |
32,189
+12,409
| +63% | +$709K |
|
1142
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $1.95M | ﹤0.01% |
48,304
-395,958
| -89% | -$15.8M |
|
1143
CALL
Tenet Healthcare
THC
$20.7B
| $1.94M | ﹤0.01% |
+87,500
| New | +$1.86M |
|
|
PFPT
1144
DELISTED
Proofpoint, Inc.
PFPT
| $1.94M | ﹤0.01% |
14,994
-44
| -0.3% | -$5.38K |
|
1145
PUT
Ally Financial
ALLY
$13.4B
| $1.93M | ﹤0.01% |
58,300
-34,500
| -37% | -$1.12M |
|
1146
Coty
COTY
$2.39B
| $1.93M | ﹤0.01% |
183,901
-2,333
| -1% | -$24.2K |
|
|
NBLX
1147
CALL
DELISTED
Noble Midstream Partners LP
NBLX
| $1.93M | ﹤0.01% |
+80,000
| New | +$2.23M |
|
1148
PUT
Monster Beverage
MNST
$92.1B
| $1.93M | ﹤0.01% |
66,400
+26,800
| +68% | +$812K |
|
1149
Constellation Brands
STZ
$22.6B
| $1.92M | ﹤0.01% |
9,271
-112,782
| -92% | -$22.6M |
|
1150
CALL
Sea Limited
SE
$68B
| $1.92M | ﹤0.01% |
+62,000
| New | +$2.08M |
|
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.