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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Alcoa
AA
$12.5B
| $2.29M | ﹤0.01% |
114,200
-12,500
| -10% | -$260K |
|
|
PPL
1077
PPL Corp
PPL
$26B
| $2.29M | ﹤0.01% |
72,674
+72,469
| +35,351% | +$2.19M |
|
1078
O'Reilly Automotive
ORLY
$76.2B
| $2.28M | ﹤0.01% |
+85,950
| New | +$2.22M |
|
1079
PUT
Suncor Energy
SU
$72.4B
| $2.28M | ﹤0.01% |
72,300
+26,100
| +56% | +$785K |
|
1080
PUT
Mattel
MAT
$4.21B
| $2.28M | ﹤0.01% |
+200,000
| New | +$2.29M |
|
1081
CALL
Paychex
PAYX
$42.7B
| $2.28M | ﹤0.01% |
27,500
-11,500
| -29% | -$956K |
|
1082
Southern Company
SO
$107B
| $2.27M | ﹤0.01% |
36,838
+11,705
| +47% | +$678K |
|
1083
PUT
Lyft
LYFT
$6.19B
| $2.27M | ﹤0.01% |
55,700
-116,000
| -68% | -$6.34M |
|
1084
Tandem Diabetes Care
TNDM
$1.29B
| $2.27M | ﹤0.01% |
+38,458
| New | +$2.45M |
|
1085
CALL
Tower Semiconductor
TSEM
$25.4B
| $2.26M | ﹤0.01% |
117,500
+24,400
| +26% | +$456K |
|
|
1086
PUT
Tower Semiconductor
TSEM
$25.4B
| $2.26M | ﹤0.01% |
117,500
+25,000
| +27% | +$467K |
|
1087
CALL
Atlassian
TEAM
$28B
| $2.26M | ﹤0.01% |
+18,000
| New | +$2.45M |
|
1088
PUT
Zscaler
ZS
$26.3B
| $2.23M | ﹤0.01% |
47,400
-42,500
| -47% | -$3.06M |
|
1089
PUT
Etsy
ETSY
$7.81B
| $2.23M | ﹤0.01% |
39,500
-1,200
| -3% | -$70.6K |
|
1090
Cigna
CI
$72.7B
| $2.23M | ﹤0.01% |
14,683
+10,923
| +291% | +$1.78M |
|
1091
PUT
Harley-Davidson
HOG
$2.71B
| $2.21M | ﹤0.01% |
61,500
-65,300
| -51% | -$2.24M |
|
1092
Cal-Maine
CALM
$3.98B
| $2.19M | ﹤0.01% |
+54,851
| New | +$2.28M |
|
1093
Annaly Capital Management
NLY
$17.1B
| $2.19M | ﹤0.01% |
+62,262
| New | +$2.24M |
|
1094
Canadian Solar
CSIQ
$1.05B
| $2.17M | ﹤0.01% |
115,066
+114,958
| +106,443% | +$2.5M |
|
1095
CALL
Rambus
RMBS
$10.6B
| $2.17M | ﹤0.01% |
+165,000
| New | +$2.07M |
|
|
SCHW
1096
Charles Schwab
SCHW
$187B
| $2.17M | ﹤0.01% |
51,758
+34,696
| +203% | +$1.4M |
|
1097
PUT
Xerox
XRX
$424M
| $2.16M | ﹤0.01% |
+72,100
| New | +$2.26M |
|
1098
Teva Pharmaceuticals
TEVA
$40.6B
| $2.16M | ﹤0.01% |
313,821
-59,705
| -16% | -$457K |
|
1099
CALL
iShares MSCI Turkey ETF
TUR
$213M
| $2.15M | ﹤0.01% |
+80,500
| New | +$2.03M |
|
1100
Take-Two Interactive
TTWO
$43.5B
| $2.15M | ﹤0.01% |
17,129
+16,677
| +3,690% | +$2.08M |
|
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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.