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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 | |
|---|---|---|---|---|---|---|
301
PUT
American Airlines Group
AAL
$11B
| $27.6M | 0.03% |
1,023,200
-59,900
| -6% | -$1.75M |
|
302
PUT
Bausch Health
BHC
$2.41B
| $27.5M | 0.03% |
1,257,300
+494,400
| +65% | +$11.3M |
|
303
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| $27.4M | 0.03% |
670,904
-143,324
| -18% | -$5.92M |
|
304
CALL
Procter & Gamble
PG
$345B
| $27.4M | 0.03% |
220,000
-95,400
| -30% | -$11.3M |
|
305
Tesla
TSLA
$1.29T
| $27.3M | 0.03% |
1,703,025
-1,688,670
| -50% | -$26.4M |
|
|
PPLI
306
PUT
People Inc
PPLI
$3.45B
| $27.3M | 0.03% |
699,985
-11,751
| -2% | -$502K |
|
307
PUT
Illumina
ILMN
$30.7B
| $27.2M | 0.03% |
92,006
+89,950
| +4,375% | +$26.5M |
|
308
PUT
MetLife
MET
$61.9B
| $27.1M | 0.03% |
574,900
+271,700
| +90% | +$13M |
|
309
PUT
CSX Corp
CSX
$94.5B
| $27.1M | 0.03% |
1,173,900
+840,600
| +252% | +$19.6M |
|
310
PUT
RH
RH
$3.56B
| $27.1M | 0.03% |
158,600
+73,100
| +85% | +$10.4M |
|
|
TIF
311
CALL
DELISTED
Tiffany & Co.
TIF
| $27M | 0.03% |
291,800
-46,300
| -14% | -$4.18M |
|
312
CALL
Sherwin-Williams
SHW
$87.8B
| $27M | 0.03% |
+147,300
| New | +$25.1M |
|
|
313
PUT
Sherwin-Williams
SHW
$87.8B
| $26.9M | 0.03% |
+147,000
| New | +$25M |
|
314
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
| $26.9M | 0.03% |
301,148
+151,964
| +102% | +$14.3M |
|
|
SAVE
315
DELISTED
Spirit Airlines, Inc.
SAVE
| $26.9M | 0.03% |
+741,008
| New | +$31.2M |
|
316
United States Oil Fund
USO
$1.81B
| $26.9M | 0.03% |
296,217
+121,093
| +69% | +$11.4M |
|
317
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $26.4M | 0.03% |
437,800
+262,200
| +149% | +$15.8M |
|
318
Home Depot
HD
$347B
| $26.4M | 0.03% |
113,669
-43,597
| -28% | -$9.53M |
|
319
CALL
MongoDB
MDB
$30.6B
| $26M | 0.03% |
215,900
+84,500
| +64% | +$12.2M |
|
320
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $26M | 0.03% |
646,000
+574,000
| +797% | +$23M |
|
321
PUT
First Solar
FSLR
$26.2B
| $25.9M | 0.03% |
447,000
+144,400
| +48% | +$9.25M |
|
322
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $25.9M | 0.03% |
925,592
+212,347
| +30% | +$5.86M |
|
323
Spotify
SPOT
$98.3B
| $25.9M | 0.03% |
227,323
+200,660
| +753% | +$28.3M |
|
324
PUT
KLA
KLAC
$255B
| $25.8M | 0.03% |
+1,619,000
| New | +$22.6M |
|
325
PUT
Expedia Group
EXPE
$37.5B
| $25.8M | 0.03% |
191,900
+11,700
| +6% | +$1.55M |
|
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.