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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 | |
|---|---|---|---|---|---|---|
2201
Corteva
CTVA
$51.3B
| $2K | ﹤0.01% |
66
-17,199
| -100% | -$497K |
|
2202
Dow Inc
DOW
$21.2B
| $2K | ﹤0.01% |
45
-9
| -17% | -$421 |
|
2203
TechnipFMC
FTI
$27.3B
| $2K | ﹤0.01% |
+126
| New | +$2.35K |
|
2204
Illinois Tool Works
ITW
$84.5B
| $2K | ﹤0.01% |
15
-29
| -66% | -$4.4K |
|
2205
PUT
Nokia
NOK
$52.3B
| $2K | ﹤0.01% |
+400
| New | +$2.06K |
|
2206
PUT
Resideo Technologies
REZI
$3.95B
| $2K | ﹤0.01% |
144
| – | – |
|
|
SF
2207
Stifel
SF
$12.6B
| $2K | ﹤0.01% |
+94
| New | +$2.36K |
|
2208
Shake Shack
SHAK
$2.87B
| $2K | ﹤0.01% |
+17
| New | +$1.5K |
|
2209
Sanofi
SNY
$104B
| $2K | ﹤0.01% |
34
+24
| +240% | +$1.03K |
|
2210
Sonoco
SON
$5.74B
| $2K | ﹤0.01% |
26
-94
| -78% | -$5.6K |
|
2211
TherapeuticsMD
TXMD
$24M
| $2K | ﹤0.01% |
+13
| New | +$1.83K |
|
2212
Waters Corp
WAT
$39.9B
| $2K | ﹤0.01% |
+11
| New | +$2.37K |
|
|
SJI
2213
DELISTED
South Jersey Industries, Inc.
SJI
| $2K | ﹤0.01% |
+68
| New | +$2.22K |
|
|
XEC
2214
DELISTED
CIMAREX ENERGY CO
XEC
| $2K | ﹤0.01% |
39
-277
| -88% | -$13.1K |
|
|
MIK
2215
DELISTED
Michaels Stores, Inc
MIK
| $2K | ﹤0.01% |
255
-857
| -77% | -$6.4K |
|
|
NBL
2216
DELISTED
Noble Energy, Inc.
NBL
| $2K | ﹤0.01% |
85
-61
| -42% | -$1.36K |
|
2217
Builders FirstSource
BLDR
$8.04B
| $1K | ﹤0.01% |
+68
| New | +$1.27K |
|
2218
Crown Castle
CCI
$32.2B
| $1K | ﹤0.01% |
+10
| New | +$1.38K |
|
2219
Lattice Semiconductor
LSCC
$18.5B
| $1K | ﹤0.01% |
68
-132
| -66% | -$2.42K |
|
2220
MACOM Technology Solutions
MTSI
$23.7B
| $1K | ﹤0.01% |
+51
| New | +$996 |
|
|
2221
Nokia
NOK
$52.3B
| $1K | ﹤0.01% |
+226
| New | +$1.17K |
|
2222
RPC Inc
RES
$1.3B
| $1K | ﹤0.01% |
+238
| New | +$1.41K |
|
2223
Royal Bank of Canada
RY
$293B
| $1K | ﹤0.01% |
+11
| New | +$859 |
|
2224
Stratasys
SSYS
$774M
| $1K | ﹤0.01% |
51
-214
| -81% | -$5.4K |
|
2225
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.9B
| $1K | ﹤0.01% |
10
+9
| +900% | +$1.15K |
|
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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.