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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 | |
|---|---|---|---|---|---|---|
1701
Abercrombie & Fitch
ANF
$5B
| $353K | ﹤0.01% |
22,624
+8,153
| +56% | +$136K |
|
1702
Knowles
KN
$3.34B
| $353K | ﹤0.01% |
17,333
-91,977
| -84% | -$1.8M |
|
1703
Mercury Insurance
MCY
$6.07B
| $352K | ﹤0.01% |
+6,297
| New | +$360K |
|
1704
PUT
RingCentral
RNG
$5.28B
| $352K | ﹤0.01% |
2,800
-300
| -10% | -$39.3K |
|
1705
Bunge Global
BG
$20.8B
| $351K | ﹤0.01% |
6,196
+6,195
| +619,500% | +$346K |
|
|
NBL
1706
PUT
DELISTED
Noble Energy, Inc.
NBL
| $349K | ﹤0.01% |
15,600
+6,800
| +77% | +$151K |
|
1707
CALL
Deutsche Bank
DB
$71.5B
| $348K | ﹤0.01% |
46,200
+33,700
| +270% | +$257K |
|
1708
CALL
ASML
ASML
$669B
| $347K | ﹤0.01% |
+1,400
| New | +$315K |
|
|
JNPR
1709
DELISTED
Juniper Networks
JNPR
| $345K | ﹤0.01% |
13,958
+12,631
| +952% | +$318K |
|
1710
CALL
Tractor Supply
TSCO
$18.1B
| $342K | ﹤0.01% |
19,000
-444,000
| -96% | -$9.2M |
|
|
WWE
1711
DELISTED
World Wrestling Entertainment
WWE
| $342K | ﹤0.01% |
4,804
+40
| +0.8% | +$2.87K |
|
|
COHR
1712
DELISTED
Coherent Inc
COHR
| $337K | ﹤0.01% |
+2,191
| New | +$317K |
|
1713
Fastly Inc
FSLY
$3.66B
| $333K | ﹤0.01% |
+13,876
| New | +$327K |
|
1714
CALL
MACOM Technology Solutions
MTSI
$23.7B
| $333K | ﹤0.01% |
15,500
+14,700
| +1,838% | +$287K |
|
|
CATM
1715
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $333K | ﹤0.01% |
+11,000
| New | +$325K |
|
1716
CALL
First Majestic Silver
AG
$9.07B
| $329K | ﹤0.01% |
36,000
+11,000
| +44% | +$108K |
|
1717
STMicroelectronics
STM
$50B
| $328K | ﹤0.01% |
16,976
+16,240
| +2,207% | +$298K |
|
1718
PUT
Polaris
PII
$4.07B
| $327K | ﹤0.01% |
3,700
-8,800
| -70% | -$763K |
|
1719
AstraZeneca
AZN
$250B
| $326K | ﹤0.01% |
3,661
+2,936
| +405% | +$255K |
|
1720
PUT
American Eagle Outfitters
AEO
$3.01B
| $324K | ﹤0.01% |
20,000
-41,500
| -67% | -$693K |
|
1721
PUT
Parker-Hannifin
PH
$135B
| $324K | ﹤0.01% |
1,800
+1,500
| +500% | +$255K |
|
1722
PUT
Urban Outfitters
URBN
$6.59B
| $323K | ﹤0.01% |
11,400
-748,200
| -98% | -$17.4M |
|
|
ENDP
1723
PUT
DELISTED
Endo International plc
ENDP
| $321K | ﹤0.01% |
100,000
| – | – |
|
|
BBBY
1724
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $319K | ﹤0.01% |
30,200
-36,600
| -55% | -$353K |
|
1725
PUT
Galicia Financial Group
GGAL
$7.42B
| $315K | ﹤0.01% |
24,000
+1,800
| +8% | +$42.4K |
|
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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.