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Parallax Volatility Advisers

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
Cap. Flow
-$3.52B
Cap. Flow %
-3.96%
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 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
DIA icon
26
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$462M 0.52%
1,714,600
+1,546,500
+920% +$413M
BABA icon
27
PUT
Alibaba
BABA
$279B
$452M 0.51%
2,705,139
-241,061
-8% -$41.4M
GLD icon
28
CALL
SPDR Gold Trust
GLD
$133B
$445M 0.5%
3,203,500
+432,500
+16% +$60.1M
GOOG icon
29
CALL
Alphabet (Google) Class C
GOOG
$4.08T
$438M 0.49%
7,184,000
-1,962,000
-21% -$116M
META icon
30
CALL
Meta Platforms (Facebook)
META
$1.37T
$427M 0.48%
2,395,200
-2,916,600
-55% -$554M
GOOGL icon
31
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$407M 0.46%
6,660,000
-1,002,000
-13% -$59.3M
BKNG icon
32
CALL
Booking.com
BKNG
$150B
$405M 0.46%
5,157,500
-482,500
-9% -$37.4M
DIA icon
33
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$392M 0.44%
1,457,700
+232,800
+19% +$62.1M
NVDA icon
34
CALL
NVIDIA
NVDA
$4.72T
$383M 0.43%
88,076,000
+19,824,000
+29% +$83.4M
NFLX icon
35
PUT
Netflix
NFLX
$305B
$381M 0.43%
14,218,000
+5,485,000
+63% +$172M
BABA icon
36
CALL
Alibaba
BABA
$279B
$331M 0.37%
1,979,080
-1,093,320
-36% -$188M
MELI icon
37
PUT
Mercado Libre
MELI
$95.6B
$309M 0.35%
560,900
+440,000
+364% +$267M
INTC icon
38
PUT
Intel
INTC
$460B
$303M 0.34%
5,872,400
+2,018,200
+52% +$99.2M
MU icon
39
PUT
Micron Technology
MU
$988B
$300M 0.34%
7,000,300
+1,080,400
+18% +$48.9M
C icon
40
PUT
Citigroup
C
$222B
$274M 0.31%
3,972,400
+1,244,800
+46% +$84.7M
HYG icon
41
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$274M 0.31%
3,141,300
-522,200
-14% -$45.4M
GLD icon
42
PUT
SPDR Gold Trust
GLD
$133B
$271M 0.31%
1,954,300
+482,700
+33% +$67.1M
PYPL icon
43
PUT
PayPal
PYPL
$49.3B
$257M 0.29%
2,482,600
+1,545,600
+165% +$170M
EEM icon
44
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$249M 0.28%
6,094,400
-15,007,100
-71% -$620M
XLF icon
45
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$245M 0.28%
8,754,500
+1,328,400
+18% +$36.7M
TSLA icon
46
PUT
Tesla
TSLA
$1.22T
$242M 0.27%
15,078,000
+1,582,500
+12% +$24.8M
TXN icon
47
PUT
Texas Instruments
TXN
$255B
$239M 0.27%
1,848,500
+990,700
+115% +$122M
MU icon
48
CALL
Micron Technology
MU
$988B
$239M 0.27%
5,573,900
+613,200
+12% +$27.7M
TLT icon
49
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$238M 0.27%
1,665,500
-524,600
-24% -$72.9M
LQD icon
50
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$233M 0.26%
1,829,600
+579,600
+46% +$73M
1
2
3 4 5

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Nomura Asset Management
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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.