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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
KO icon
126
PUT
Coca-Cola
KO
$377B
$76.8M 0.09%
1,411,000
-1,019,300
-42% -$54.6M
UPS icon
127
CALL
United Parcel Service
UPS
$84.7B
$76.6M 0.09%
639,000
+174,100
+37% +$19.9M
BIDU icon
128
Baidu
BIDU
$31.6B
$76.1M 0.09%
741,029
+340,083
+85% +$36.5M
JD icon
129
PUT
JD.com
JD
$36.6B
$74.9M 0.08%
2,653,800
+589,200
+29% +$17.8M
ATVI
130
PUT
DELISTED
Activision Blizzard
ATVI
$74.9M 0.08%
1,414,500
+419,100
+42% +$20.9M
COST icon
131
PUT
Costco
COST
$400B
$74.1M 0.08%
257,300
+28,700
+13% +$8.08M
BIDU icon
132
CALL
Baidu
BIDU
$31.6B
$72.9M 0.08%
709,600
-67,100
-9% -$7.21M
GOOG icon
133
Alphabet (Google) Class C
GOOG
$4.02T
$72.8M 0.08%
1,194,720
-257,480
-18% -$15.2M
ADSK icon
134
PUT
Autodesk
ADSK
$43.2B
$72.6M 0.08%
491,600
-137,100
-22% -$21.3M
WDAY icon
135
PUT
Workday
WDAY
$44.7B
$72.5M 0.08%
426,700
-25,100
-6% -$4.85M
PEP icon
136
PUT
PepsiCo
PEP
$187B
$71.7M 0.08%
522,700
+208,800
+67% +$27.7M
UAL icon
137
PUT
United Airlines
UAL
$34.8B
$71.6M 0.08%
810,300
+529,700
+189% +$46.8M
PFE icon
138
CALL
Pfizer
PFE
$159B
$70.9M 0.08%
2,081,018
+423,603
+26% +$15.4M
JD icon
139
CALL
JD.com
JD
$36.6B
$70.9M 0.08%
2,514,500
+776,500
+45% +$23.5M
IWM icon
140
iShares Russell 2000 ETF
IWM
$78.9B
$70.2M 0.08%
463,979
+384,742
+486% +$58.7M
NEM icon
141
PUT
Newmont
NEM
$136B
$70M 0.08%
1,846,600
+1,097,200
+146% +$42.6M
MPC icon
142
CALL
Marathon Petroleum
MPC
$112B
$69.5M 0.08%
1,143,600
+808,800
+242% +$42.6M
KO icon
143
CALL
Coca-Cola
KO
$377B
$68.9M 0.08%
1,266,200
-1,625,100
-56% -$87M
SNAP icon
144
CALL
Snap
SNAP
$9.03B
$68.7M 0.08%
4,345,800
+81,500
+2% +$1.31M
VXX icon
145
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$132M
$66.4M 0.07%
43,733
– –
NKE icon
146
PUT
Nike
NKE
$55.4B
$66.2M 0.07%
705,000
+188,400
+36% +$16.2M
WDC icon
147
PUT
Western Digital
WDC
$174B
$66.1M 0.07%
1,466,678
-613,872
-30% -$26.2M
RACE icon
148
CALL
Ferrari
RACE
$70.7B
$65.9M 0.07%
427,600
+119,000
+39% +$19M
PFF icon
149
PUT
iShares Preferred and Income Securities ETF
PFF
$12.8B
$65.7M 0.07%
1,750,000
+50,000
+3% +$1.86M
EWJ icon
150
CALL
iShares MSCI Japan ETF
EWJ
$23.3B
$64.8M 0.07%
1,142,300
+1,025,700
+880% +$56.2M
4 5
6
7 8

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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.