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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-0.32%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$88.9B
AUM Growth
-$3B
Cap. Flow
-$1.68B
Cap. Flow %
-1.89%
Top 10 Hldgs %
48.33%
Holding
4,040
New
454
Increased
933
Reduced
750
Closed
1,745

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$103M
2
AAPL icon
Apple
AAPL
+$88M
3
NFLX icon
Netflix
NFLX
+$86.8M
4
AMZN icon
Amazon
AMZN
+$61.1M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$58.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.64B
2
QQQ icon
Invesco QQQ Trust
QQQ
+$266M
3
GLD icon
SPDR Gold Trust
GLD
+$133M
4
EFA icon
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 Miscellaneous 96.39%
2 Technology 0.82%
3 Consumer Discretionary 0.78%
4 Communication Services 0.62%
5 Industrials 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FSLR icon
351
CALL
First Solar
FSLR
$21.7B
$23.8M 0.03%
409,600
+328,500
+405% +$21M
GS icon
352
Goldman Sachs
GS
$299B
$23.6M 0.03%
114,088
+114,076
+950,633% +$23.9M
PBR icon
353
PUT
Petrobras
PBR
$136B
$23.6M 0.03%
1,629,900
+1,319,600
+425% +$19.4M
MS icon
354
Morgan Stanley
MS
$337B
$23.3M 0.03%
544,905
+356,704
+190% +$15.2M
PNC icon
355
CALL
PNC Financial Services
PNC
$95.8B
$23M 0.03%
164,500
+33,800
+26% +$4.58M
C icon
356
Citigroup
C
$232B
$23M 0.03%
332,756
-235,128
-41% -$16M
EFA icon
357
iShares MSCI EAFE ETF
EFA
$78.4B
$22.9M 0.03%
351,855
-1,107,447
-76% -$71.4M
UNP icon
358
PUT
Union Pacific
UNP
$171B
$22.8M 0.03%
140,900
+7,400
+6% +$1.24M
ADSK icon
359
Autodesk
ADSK
$44.1B
$22.8M 0.03%
154,244
+111,594
+262% +$17.4M
WDAY icon
360
CALL
Workday
WDAY
$45.1B
$22.7M 0.03%
133,500
-24,500
-16% -$4.73M
MCD icon
361
McDonald's
MCD
$179B
$22.6M 0.03%
105,211
+39,304
+60% +$8.43M
RTN
362
PUT
DELISTED
Raytheon Company
RTN
$22.5M 0.03%
114,900
+19,500
+20% +$3.61M
USB icon
363
CALL
US Bancorp
USB
$96.5B
$22.5M 0.03%
406,900
+64,500
+19% +$3.49M
MGM icon
364
CALL
MGM Resorts International
MGM
$10.3B
$22.3M 0.03%
802,900
+130,800
+19% +$3.76M
IBM icon
365
IBM
IBM
$224B
$22.2M 0.02%
159,590
-188,767
-54% -$25.5M
LLY icon
366
PUT
Eli Lilly
LLY
$1T
$22.1M 0.02%
197,700
+9,100
+5% +$1.01M
ORLY icon
367
CALL
O'Reilly Automotive
ORLY
$69.3B
$22.1M 0.02%
831,000
+553,500
+199% +$14.3M
CME icon
368
PUT
CME Group
CME
$99.3B
$21.8M 0.02%
103,200
+93,400
+953% +$19.5M
XLP icon
369
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$21.7M 0.02%
353,942
+314,318
+793% +$18.9M
KHC icon
370
PUT
Kraft Heinz
KHC
$29.1B
$21.6M 0.02%
772,000
+52,400
+7% +$1.51M
JD icon
371
JD.com
JD
$36.4B
$21.5M 0.02%
763,306
+656,278
+613% +$19.8M
GILD icon
372
CALL
Gilead Sciences
GILD
$179B
$21.5M 0.02%
339,100
-269,200
-44% -$17.6M
RTN
373
CALL
DELISTED
Raytheon Company
RTN
$21.5M 0.02%
109,400
+11,500
+12% +$2.13M
VXX icon
374
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$134M
$21.3M 0.02%
14,019
+10,894
+349% +$17.3M
EWW icon
375
PUT
iShares MSCI Mexico ETF
EWW
$1.78B
$21.2M 0.02%
496,600
+369,900
+292% +$15.4M
13 14
15
16 17

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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's Q3 2019 filing shows 454 new, 933 increased, 750 reduced and 1,745 closed positions. Its largest new stake was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $1.64B.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.