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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 | |
|---|---|---|---|---|---|---|
1376
PUT
Lumentum
LITE
$67.8B
| $972K | ﹤0.01% |
18,200
-25,900
| -59% | -$1.46M |
|
|
SAGE
1377
DELISTED
Sage Therapeutics
SAGE
| $971K | ﹤0.01% |
6,923
+1,299
| +23% | +$217K |
|
1378
National Vision
EYE
$1.81B
| $965K | ﹤0.01% |
40,084
+40,076
| +500,950% | +$1.17M |
|
1379
DaVita
DVA
$11.5B
| $964K | ﹤0.01% |
16,883
-19,178
| -53% | -$1.11M |
|
1380
PUT
Enterprise Products Partners
EPD
$81.9B
| $964K | ﹤0.01% |
33,800
-2,500
| -7% | -$72.8K |
|
1381
CALL
Chegg
CHGG
$98M
| $961K | ﹤0.01% |
+32,100
| New | +$1.27M |
|
1382
CALL
Axcelis
ACLS
$4.25B
| $957K | ﹤0.01% |
+56,000
| New | +$895K |
|
1383
Boyd Gaming
BYD
$6.1B
| $957K | ﹤0.01% |
39,950
+34,338
| +612% | +$868K |
|
1384
CALL
Harley-Davidson
HOG
$2.72B
| $954K | ﹤0.01% |
26,500
-20,200
| -43% | -$693K |
|
1385
PUT
Pan American Silver
PAAS
$21.3B
| $953K | ﹤0.01% |
60,700
+15,700
| +35% | +$254K |
|
|
JE
1386
DELISTED
Just Energy Group Inc
JE
| $951K | ﹤0.01% |
+12,164
| New | +$1.06M |
|
1387
AGNC Investment
AGNC
$12.9B
| $950K | ﹤0.01% |
+59,041
| New | +$969K |
|
1388
Vale
VALE
$62.9B
| $946K | ﹤0.01% |
82,231
-9,248
| -10% | -$112K |
|
1389
CALL
Carvana
CVNA
$80.2B
| $944K | ﹤0.01% |
+71,500
| New | +$1.03M |
|
1390
NRG Energy
NRG
$25.7B
| $944K | ﹤0.01% |
23,851
+14,922
| +167% | +$539K |
|
1391
Yelp
YELP
$1.54B
| $944K | ﹤0.01% |
27,175
+7,417
| +38% | +$256K |
|
|
KNDI
1392
PUT
Kandi Technologies Group
KNDI
$67.5M
| $939K | ﹤0.01% |
201,500
| – | – |
|
1393
CALL
AeroVironment
AVAV
$8.73B
| $937K | ﹤0.01% |
17,500
| – | – |
|
1394
CALL
Vistra
VST
$46.6B
| $935K | ﹤0.01% |
35,000
-222,500
| -86% | -$5.29M |
|
1395
CALL
Vertex Pharmaceuticals
VRTX
$124B
| $933K | ﹤0.01% |
5,500
-7,500
| -58% | -$1.33M |
|
1396
Verizon
VZ
$194B
| $933K | ﹤0.01% |
15,450
-16,621
| -52% | -$957K |
|
|
WLL
1397
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $926K | ﹤0.01% |
1,537
+1,456
| +1,798% | +$1.23M |
|
1398
CALL
New Oriental
EDU
$8.97B
| $918K | ﹤0.01% |
8,300
-8,900
| -52% | -$932K |
|
|
TLRA
1399
CALL
DELISTED
Telaria, Inc.
TLRA
| $916K | ﹤0.01% |
132,500
-180,000
| -58% | -$1.5M |
|
1400
CALL
Precigen
PGEN
$2.57B
| $915K | ﹤0.01% |
160,000
| – | – |
|
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.