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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 | |
|---|---|---|---|---|---|---|
1551
PUT
Conagra Brands
CAG
$7.23B
| $583K | ﹤0.01% |
19,000
-4,000
| -17% | -$115K |
|
1552
iShares Biotechnology ETF
IBB
$9.77B
| $583K | ﹤0.01% |
5,855
-48,215
| -89% | -$5.05M |
|
1553
PUT
Wheaton Precious Metals
WPM
$60.9B
| $582K | ﹤0.01% |
22,200
-10,200
| -31% | -$274K |
|
1554
Aramark
ARMK
$14.7B
| $581K | ﹤0.01% |
18,472
+17,987
| +3,709% | +$506K |
|
|
WLL
1555
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $581K | ﹤0.01% |
964
+935
| +3,224% | +$793K |
|
|
AMRN
1556
Amarin Corp
AMRN
$303M
| $580K | ﹤0.01% |
1,912
+1,907
| +38,140% | +$666K |
|
1557
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $578K | ﹤0.01% |
+10,200
| New | +$553K |
|
1558
PUT
Baker Hughes
BKR
$61.1B
| $567K | ﹤0.01% |
24,400
-3,000
| -11% | -$70.3K |
|
1559
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $567K | ﹤0.01% |
5,000
-25,500
| -84% | -$2.9M |
|
1560
CALL
Canadian Solar
CSIQ
$1.08B
| $566K | ﹤0.01% |
30,000
| – | – |
|
|
MDR
1561
PUT
DELISTED
McDermott International
MDR
| $565K | ﹤0.01% |
+279,600
| New | +$1.72M |
|
1562
Goodyear
GT
$1.85B
| $564K | ﹤0.01% |
39,168
-14,811
| -27% | -$197K |
|
1563
Diodes
DIOD
$4.84B
| $562K | ﹤0.01% |
+13,997
| New | +$541K |
|
1564
JetBlue
JBLU
$2.29B
| $557K | ﹤0.01% |
33,280
-266
| -0.8% | -$4.83K |
|
1565
PUT
Pembina Pipeline
PBA
$27.6B
| $556K | ﹤0.01% |
+15,000
| New | +$556K |
|
|
BCOV
1566
DELISTED
Brightcove, Inc.
BCOV
| $551K | ﹤0.01% |
52,623
-24,579
| -32% | -$283K |
|
1567
Baxter International
BAX
$14.2B
| $550K | ﹤0.01% |
6,290
+6,274
| +39,213% | +$536K |
|
1568
Snap
SNAP
$9.01B
| $549K | ﹤0.01% |
34,721
-43,135
| -55% | -$691K |
|
|
MNDT
1569
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $548K | ﹤0.01% |
41,300
-9,700
| -19% | -$138K |
|
1570
Honeywell
HON
$78B
| $545K | ﹤0.01% |
3,415
+1,258
| +58% | +$200K |
|
1571
CALL
GoPro
GPRO
$126M
| $544K | ﹤0.01% |
105,000
+2,500
| +2% | +$11.7K |
|
1572
PUT
PagSeguro Digital
PAGS
$2.55B
| $541K | ﹤0.01% |
11,700
+1,100
| +10% | +$51.1K |
|
1573
Scorpio Tankers
STNG
$3.81B
| $541K | ﹤0.01% |
18,190
-846
| -4% | -$23.3K |
|
1574
Wendy's
WEN
$1.46B
| $541K | ﹤0.01% |
+27,071
| New | +$540K |
|
|
FLIR
1575
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $541K | ﹤0.01% |
+10,280
| New | +$524K |
|
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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.