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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 | |
|---|---|---|---|---|---|---|
676
Merck
MRK
$317B
| $7.56M | 0.01% |
94,081
-7,749
| -8% | -$621K |
|
677
lululemon athletica
LULU
$14B
| $7.52M | 0.01% |
39,044
+30,862
| +377% | +$5.77M |
|
678
PUT
Occidental Petroleum
OXY
$53.5B
| $7.46M | 0.01% |
167,639
+111,439
| +198% | +$5.27M |
|
|
TIF
679
DELISTED
Tiffany & Co.
TIF
| $7.43M | 0.01% |
80,199
+37,781
| +89% | +$3.41M |
|
680
iShares Silver Trust
SLV
$29.9B
| $7.31M | 0.01% |
459,195
-340,507
| -43% | -$5.42M |
|
681
PUT
Kohl's
KSS
$2.23B
| $7.27M | 0.01% |
146,200
+43,400
| +42% | +$2.13M |
|
682
CALL
Dycom Industries
DY
$12.3B
| $7.22M | 0.01% |
141,500
-178,500
| -56% | -$9.01M |
|
683
Delta Air Lines
DAL
$61.3B
| $7.2M | 0.01% |
125,067
+68,318
| +120% | +$4.05M |
|
|
COUP
684
PUT
DELISTED
Coupa Software Incorporated
COUP
| $7.17M | 0.01% |
55,300
+19,900
| +56% | +$2.76M |
|
685
PUT
Zillow
Z
$8.26B
| $7.16M | 0.01% |
240,100
+235,100
| +4,702% | +$9.37M |
|
686
Royal Gold
RGLD
$18.3B
| $7.16M | 0.01% |
58,081
+49,969
| +616% | +$6.09M |
|
687
PUT
APA Corp
APA
$12.3B
| $7.11M | 0.01% |
277,600
+103,400
| +59% | +$2.48M |
|
|
688
CALL
Occidental Petroleum
OXY
$53.5B
| $7.1M | 0.01% |
159,636
+78,036
| +96% | +$3.69M |
|
|
WCN
689
CALL
Waste Connections
WCN
$41.5B
| $7.08M | 0.01% |
+77,000
| New | +$7.12M |
|
690
PUT
Halliburton
HAL
$26.6B
| $7.08M | 0.01% |
375,500
+341,000
| +988% | +$7.06M |
|
|
SPR
691
PUT
DELISTED
Spirit AeroSystems
SPR
| $7.06M | 0.01% |
+85,900
| New | +$6.73M |
|
692
PUT
Nucor
NUE
$62.6B
| $7.05M | 0.01% |
138,500
-36,200
| -21% | -$1.89M |
|
693
CME Group
CME
$95.2B
| $7.03M | 0.01% |
33,285
+2,842
| +9% | +$594K |
|
694
CALL
Emerson Electric
EMR
$91B
| $7.03M | 0.01% |
105,100
+20,200
| +24% | +$1.27M |
|
695
CALL
Bloomin' Brands
BLMN
$1.01B
| $7M | 0.01% |
370,000
| – | – |
|
696
CALL
T. Rowe Price
TROW
$24.5B
| $6.99M | 0.01% |
61,200
+60,000
| +5,000% | +$6.68M |
|
697
CALL
Devon Energy
DVN
$48.5B
| $6.98M | 0.01% |
290,300
+117,300
| +68% | +$2.94M |
|
698
CALL
StoneCo
STNE
$2.72B
| $6.96M | 0.01% |
+200,000
| New | +$6.67M |
|
699
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.87B
| $6.95M | 0.01% |
191,600
+78,100
| +69% | +$3.03M |
|
700
CALL
Axalta
AXTA
$8.15B
| $6.93M | 0.01% |
230,000
+180,000
| +360% | +$5.31M |
|
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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.