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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
276
PUT
Burlington
BURL
$23.2B
| $30.6M | 0.03% |
152,900
+115,200
| +306% | +$21.2M |
|
277
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $30.4M | 0.03% |
238,448
+231,450
| +3,307% | +$29.2M |
|
278
CALL
D.R. Horton
DHI
$42.1B
| $30.2M | 0.03% |
572,400
+360,600
| +170% | +$17.2M |
|
279
CALL
Twilio
TWLO
$29.5B
| $30.1M | 0.03% |
273,500
-66,200
| -19% | -$8.58M |
|
|
SGI
280
CALL
Somnigroup International
SGI
$14.7B
| $30.1M | 0.03% |
1,557,200
+1,257,200
| +419% | +$24.1M |
|
281
PUT
SLB Ltd
SLB
$75.4B
| $29.9M | 0.03% |
874,800
+734,200
| +522% | +$26.8M |
|
282
Advanced Micro Devices
AMD
$846B
| $29.8M | 0.03% |
1,026,950
+290,215
| +39% | +$9.1M |
|
283
Bank of America
BAC
$440B
| $29.7M | 0.03% |
1,018,623
-1,036,228
| -50% | -$29.8M |
|
284
PUT
US Bancorp
USB
$100B
| $29.4M | 0.03% |
532,100
+178,600
| +51% | +$9.65M |
|
285
PUT
Constellation Brands
STZ
$22.4B
| $29.4M | 0.03% |
141,900
-391,300
| -73% | -$78.6M |
|
286
CALL
Electronic Arts
EA
$52.9B
| $29.4M | 0.03% |
300,500
-437,600
| -59% | -$41.1M |
|
287
Conagra Brands
CAG
$7.18B
| $29.4M | 0.03% |
957,930
+135,487
| +16% | +$3.9M |
|
288
PUT
VanEck Gold Miners ETF
GDX
$23.8B
| $29.2M | 0.03% |
1,094,900
-407,500
| -27% | -$11.4M |
|
289
Amgen
AMGN
$210B
| $28.6M | 0.03% |
147,914
+146,241
| +8,741% | +$28.1M |
|
290
Walt Disney
DIS
$170B
| $28.6M | 0.03% |
219,472
-131,341
| -37% | -$18.2M |
|
291
PUT
General Motors
GM
$77.5B
| $28.4M | 0.03% |
759,100
+152,800
| +25% | +$5.88M |
|
292
PUT
Biogen
BIIB
$30.8B
| $28.2M | 0.03% |
121,300
+20,700
| +21% | +$4.82M |
|
293
PayPal
PYPL
$50.1B
| $28.2M | 0.03% |
271,938
+222,546
| +451% | +$24.5M |
|
294
PUT
Comcast
CMCSA
$88.5B
| $28.1M | 0.03% |
623,100
+119,200
| +24% | +$5.28M |
|
295
PUT
VanEck Semiconductor ETF
SMH
$72.3B
| $28.1M | 0.03% |
471,200
-1,369,800
| -74% | -$79.2M |
|
296
PUT
Marathon Petroleum
MPC
$91.3B
| $28M | 0.03% |
461,000
+49,100
| +12% | +$2.59M |
|
297
PUT
Philip Morris
PM
$291B
| $27.9M | 0.03% |
367,700
+49,000
| +15% | +$3.88M |
|
298
CALL
Wynn Resorts
WYNN
$10.1B
| $27.9M | 0.03% |
256,600
-40,500
| -14% | -$4.82M |
|
299
CALL
Vulcan Materials
VMC
$36.9B
| $27.7M | 0.03% |
182,900
+168,300
| +1,153% | +$23.8M |
|
300
CALL
NetEase
NTES
$83.6B
| $27.6M | 0.03% |
519,000
+113,500
| +28% | +$5.77M |
|
Similar funds
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.