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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 | |
|---|---|---|---|---|---|---|
551
PUT
Invesco Senior Loan ETF
BKLN
$6.8B
| $11.3M | 0.01% |
500,000
-1,900,000
| -79% | -$43.1M |
|
552
CALL
Elevance Health
ELV
$84.8B
| $11.3M | 0.01% |
47,000
+2,500
| +6% | +$685K |
|
553
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $11.2M | 0.01% |
124,600
+87,500
| +236% | +$7.99M |
|
|
FITB
554
CALL
Fifth Third Bancorp
FITB
$52.2B
| $11.2M | 0.01% |
409,700
+172,100
| +72% | +$4.72M |
|
555
PUT
Microchip Technology
MCHP
$42.2B
| $11M | 0.01% |
237,400
+28,600
| +14% | +$1.3M |
|
556
PUT
Johnson Controls International
JCI
$93.1B
| $11M | 0.01% |
250,600
+248,700
| +13,089% | +$10.5M |
|
557
PUT
Blackrock
BLK
$176B
| $11M | 0.01% |
24,600
+15,500
| +170% | +$6.9M |
|
558
CALL
Yelp
YELP
$1.41B
| $10.9M | 0.01% |
315,100
+114,000
| +57% | +$3.94M |
|
|
RTN
559
DELISTED
Raytheon Company
RTN
| $10.9M | 0.01% |
55,715
+36,314
| +187% | +$6.73M |
|
560
PUT
iShares Silver Trust
SLV
$29.9B
| $10.9M | 0.01% |
686,400
+512,500
| +295% | +$8.15M |
|
561
PUT
BHP
BHP
$227B
| $10.9M | 0.01% |
247,853
-89,344
| -26% | -$4.17M |
|
562
PUT
Southwest Airlines
LUV
$23.9B
| $10.9M | 0.01% |
201,700
+61,900
| +44% | +$3.24M |
|
|
BERY
563
DELISTED
Berry Global Group, Inc.
BERY
| $10.8M | 0.01% |
+300,210
| New | +$12.3M |
|
564
CALL
Colgate-Palmolive
CL
$74.4B
| $10.8M | 0.01% |
146,700
-77,200
| -34% | -$5.6M |
|
565
CALL
CarMax
KMX
$8.04B
| $10.7M | 0.01% |
122,000
+92,000
| +307% | +$7.9M |
|
|
DFS
566
CALL
DELISTED
Discover Financial Services
DFS
| $10.7M | 0.01% |
132,000
+101,500
| +333% | +$8.38M |
|
567
CALL
Accenture
ACN
$104B
| $10.7M | 0.01% |
55,600
-40,400
| -42% | -$7.82M |
|
|
BNY
568
PUT
Bank of New York Mellon
BNY
$108B
| $10.6M | 0.01% |
235,400
+123,900
| +111% | +$5.52M |
|
569
Synchrony
SYF
$25.8B
| $10.6M | 0.01% |
312,166
+8,901
| +3% | +$305K |
|
570
Eli Lilly
LLY
$1.04T
| $10.6M | 0.01% |
94,606
-31,951
| -25% | -$3.56M |
|
571
CALL
Oneok
OKE
$55B
| $10.5M | 0.01% |
+142,100
| New | +$10.1M |
|
572
PUT
Campbell Soup
CPB
$6.87B
| $10.4M | 0.01% |
222,700
+139,000
| +166% | +$6M |
|
573
Cisco
CSCO
$479B
| $10.4M | 0.01% |
211,467
-349,703
| -62% | -$18.2M |
|
574
Chevron
CVX
$371B
| $10.4M | 0.01% |
87,981
-19,966
| -18% | -$2.42M |
|
575
Ross Stores
ROST
$81.2B
| $10.4M | 0.01% |
94,862
+61,725
| +186% | +$6.51M |
|
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HF
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.