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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
326
PUT
Royal Gold
RGLD
$17.5B
| $25.7M | 0.03% |
208,400
+183,400
| +734% | +$22.3M |
|
327
CALL
Petrobras
PBR
$121B
| $25.6M | 0.03% |
1,771,700
+1,008,900
| +132% | +$14.8M |
|
|
FL
328
PUT
DELISTED
Foot Locker
FL
| $25.6M | 0.03% |
593,500
-176,600
| -23% | -$7.11M |
|
329
CALL
Honeywell
HON
$78.9B
| $25.4M | 0.03% |
159,150
-23,873
| -13% | -$3.8M |
|
330
CALL
Capital One
COF
$136B
| $25.1M | 0.03% |
276,400
-3,200
| -1% | -$288K |
|
331
Walmart Inc
WMT
$888B
| $25.1M | 0.03% |
634,461
-29,997
| -5% | -$1.13M |
|
332
CALL
VanEck Gold Miners ETF
GDX
$23.8B
| $25.1M | 0.03% |
939,000
-336,400
| -26% | -$9.41M |
|
333
CALL
KLA
KLAC
$255B
| $25M | 0.03% |
+1,568,000
| New | +$21.9M |
|
334
Qualcomm
QCOM
$171B
| $25M | 0.03% |
327,478
-158,415
| -33% | -$11.9M |
|
335
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
| $25M | 0.03% |
843,800
+492,600
| +140% | +$14.9M |
|
336
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $24.7M | 0.03% |
194,000
-894,100
| -82% | -$113M |
|
337
CALL
W.W. Grainger
GWW
$61.4B
| $24.7M | 0.03% |
83,100
-5,200
| -6% | -$1.45M |
|
|
338
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
| $24.6M | 0.03% |
831,000
+134,400
| +19% | +$4.07M |
|
339
PUT
Take-Two Interactive
TTWO
$44.9B
| $24.6M | 0.03% |
196,200
+65,800
| +50% | +$8.21M |
|
340
PUT
Dollar Tree
DLTR
$25.1B
| $24.5M | 0.03% |
214,500
-207,900
| -49% | -$21.7M |
|
341
Lockheed Martin
LMT
$136B
| $24.5M | 0.03% |
62,735
+61,602
| +5,437% | +$23.2M |
|
342
CALL
Keysight
KEYS
$58.3B
| $24.5M | 0.03% |
251,500
+243,000
| +2,859% | +$22.5M |
|
|
343
PUT
Keysight
KEYS
$58.3B
| $24.4M | 0.03% |
251,000
+248,000
| +8,267% | +$23M |
|
344
CALL
Okta
OKTA
$25.7B
| $24.4M | 0.03% |
247,800
+35,600
| +17% | +$4.45M |
|
345
PUT
General Dynamics
GD
$104B
| $24.3M | 0.03% |
133,100
+117,200
| +737% | +$21.8M |
|
346
CALL
HP
HPQ
$26.4B
| $24.2M | 0.03% |
1,281,600
-100,800
| -7% | -$1.98M |
|
347
CALL
Universal Display
OLED
$3.96B
| $24M | 0.03% |
143,000
+56,000
| +64% | +$11.2M |
|
348
CALL
BHP
BHP
$222B
| $24M | 0.03% |
543,909
-174,092
| -24% | -$8.13M |
|
349
PUT
Delta Air Lines
DAL
$61B
| $23.8M | 0.03% |
413,300
+16,200
| +4% | +$960K |
|
|
IRBT
350
PUT
DELISTED
iRobot
IRBT
| $23.8M | 0.03% |
385,300
+277,600
| +258% | +$19.9M |
|
Similar funds
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.