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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 | |
|---|---|---|---|---|---|---|
1251
Southwest Airlines
LUV
$23B
| $1.42M | ﹤0.01% |
26,217
+8,152
| +45% | +$426K |
|
1252
CALL
Crocs
CROX
$6.43B
| $1.39M | ﹤0.01% |
+50,000
| New | +$1.21M |
|
1253
Zoom
ZM
$29.7B
| $1.39M | ﹤0.01% |
18,206
+15,654
| +613% | +$1.41M |
|
|
TLRA
1254
PUT
DELISTED
Telaria, Inc.
TLRA
| $1.38M | ﹤0.01% |
200,000
+160,000
| +400% | +$1.33M |
|
1255
PUT
Commercial Metals
CMC
$8.15B
| $1.38M | ﹤0.01% |
+79,500
| New | +$1.36M |
|
1256
Tenet Healthcare
THC
$20.7B
| $1.38M | ﹤0.01% |
62,484
+22,434
| +56% | +$478K |
|
1257
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $1.37M | ﹤0.01% |
47,206
+32,000
| +210% | +$923K |
|
1258
PUT
JetBlue
JBLU
$2.34B
| $1.37M | ﹤0.01% |
82,000
-302,900
| -79% | -$5.5M |
|
1259
Middleby
MIDD
$6.03B
| $1.36M | ﹤0.01% |
+11,658
| New | +$1.43M |
|
1260
CALL
Williams-Sonoma
WSM
$29.1B
| $1.36M | ﹤0.01% |
40,000
+17,400
| +77% | +$576K |
|
1261
CALL
Artivion
AORT
$1.29B
| $1.36M | ﹤0.01% |
+50,000
| New | +$1.42M |
|
|
1262
PUT
Artivion
AORT
$1.29B
| $1.36M | ﹤0.01% |
+50,000
| New | +$1.42M |
|
1263
CALL
TechnipFMC
FTI
$27.3B
| $1.35M | ﹤0.01% |
75,264
+7,392
| +11% | +$138K |
|
1264
CALL
Liberty Global Class A
LBTYA
$3.68B
| $1.35M | ﹤0.01% |
54,600
-5,400
| -9% | -$144K |
|
1265
Invesco
IVZ
$14B
| $1.35M | ﹤0.01% |
79,778
+17,246
| +28% | +$304K |
|
1266
PUT
DuPont de Nemours
DD
$19.5B
| $1.34M | ﹤0.01% |
15,012
-80,132
| -84% | -$7.06M |
|
1267
PUT
KKR & Co
KKR
$92.8B
| $1.34M | ﹤0.01% |
50,000
| – | – |
|
1268
PUT
Deckers Outdoor
DECK
$13.3B
| $1.34M | ﹤0.01% |
54,600
+29,400
| +117% | +$752K |
|
1269
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $1.33M | ﹤0.01% |
50,000
| – | – |
|
1270
American States Water
AWR
$3.4B
| $1.33M | ﹤0.01% |
+14,843
| New | +$1.25M |
|
1271
iQIYI
IQ
$1.24B
| $1.32M | ﹤0.01% |
81,843
-44,099
| -35% | -$810K |
|
1272
PUT
Newell Brands
NWL
$2.56B
| $1.32M | ﹤0.01% |
70,500
+47,900
| +212% | +$772K |
|
|
NBIS
1273
PUT
Nebius Group N.V.
NBIS
$48.2B
| $1.32M | ﹤0.01% |
37,400
+17,500
| +88% | +$660K |
|
|
SJI
1274
PUT
DELISTED
South Jersey Industries, Inc.
SJI
| $1.32M | ﹤0.01% |
40,000
| – | – |
|
1275
PUT
Bunge Global
BG
$20.9B
| $1.31M | ﹤0.01% |
+23,100
| New | +$1.29M |
|
Similar funds
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.