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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 | |
|---|---|---|---|---|---|---|
1751
PUT
H&R Block
HRB
$5.86B
| $280K | ﹤0.01% |
11,900
-36,200
| -75% | -$958K |
|
|
CTXS
1752
DELISTED
Citrix Systems Inc
CTXS
| $277K | ﹤0.01% |
2,874
+2,839
| +8,111% | +$272K |
|
|
DLPH
1753
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $277K | ﹤0.01% |
+20,637
| New | +$327K |
|
1754
Ollie's Bargain Outlet
OLLI
$4.94B
| $276K | ﹤0.01% |
4,708
+1,642
| +54% | +$123K |
|
1755
PUT
GameStop
GME
$8.6B
| $275K | ﹤0.01% |
199,200
+95,600
| +92% | +$103K |
|
1756
CALL
RPC Inc
RES
$1.3B
| $275K | ﹤0.01% |
+49,000
| New | +$291K |
|
1757
Agilent Technologies
A
$41.2B
| $271K | ﹤0.01% |
+3,532
| New | +$255K |
|
1758
PUT
Allstate
ALL
$67.5B
| $271K | ﹤0.01% |
2,500
-45,300
| -95% | -$4.73M |
|
|
CMA
1759
PUT
DELISTED
Comerica
CMA
| $271K | ﹤0.01% |
+4,100
| New | +$271K |
|
|
GRMN
1760
PUT
Garmin
GRMN
$60B
| $271K | ﹤0.01% |
3,200
+2,700
| +540% | +$218K |
|
1761
CALL
Boyd Gaming
BYD
$6.06B
| $270K | ﹤0.01% |
11,300
+4,400
| +64% | +$111K |
|
1762
CALL
Ceragon Networks
CRNT
$201M
| $269K | ﹤0.01% |
+100,000
| New | +$263K |
|
1763
PUT
Cintas
CTAS
$81.3B
| $268K | ﹤0.01% |
+4,000
| New | +$256K |
|
1764
CALL
Alcon
ALC
$35B
| $267K | ﹤0.01% |
4,580
| – | – |
|
1765
Viking Therapeutics
VKTX
$4B
| $266K | ﹤0.01% |
38,667
-10,809
| -22% | -$80.3K |
|
1766
PUT
American Tower
AMT
$80.4B
| $265K | ﹤0.01% |
+1,200
| New | +$262K |
|
|
CXO
1767
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $265K | ﹤0.01% |
+3,900
| New | +$317K |
|
|
BPY
1768
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
| $263K | ﹤0.01% |
12,969
+12,834
| +9,507% | +$248K |
|
|
SLCA
1769
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $261K | ﹤0.01% |
27,318
+25,026
| +1,092% | +$289K |
|
1770
CALL
Dover
DOV
$28.4B
| $260K | ﹤0.01% |
2,600
-6,900
| -73% | -$662K |
|
1771
Harley-Davidson
HOG
$2.71B
| $260K | ﹤0.01% |
7,220
-5,485
| -43% | -$188K |
|
1772
CALL
Nokia
NOK
$52.3B
| $259K | ﹤0.01% |
51,100
-59,800
| -54% | -$309K |
|
|
P
1773
CALL
Everpure Inc
P
$29.9B
| $259K | ﹤0.01% |
15,300
-700
| -4% | -$11K |
|
1774
CF Industries
CF
$17.3B
| $257K | ﹤0.01% |
5,217
+5,207
| +52,070% | +$252K |
|
|
ZUO
1775
CALL
DELISTED
Zuora, Inc.
ZUO
| $255K | ﹤0.01% |
16,800
+15,700
| +1,427% | +$236K |
|
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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.