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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
AMZN icon
76
Amazon
AMZN
$2.92T
$148M 0.17%
1,704,900
+658,480
+63% +$61.1M
QCOM icon
77
CALL
Qualcomm
QCOM
$155B
$146M 0.16%
1,918,700
-1,936,300
-50% -$146M
BIDU icon
78
PUT
Baidu
BIDU
$37.7B
$145M 0.16%
1,409,500
+625,600
+80% +$67.2M
CAT icon
79
PUT
Caterpillar
CAT
$375B
$145M 0.16%
1,146,300
+49,600
+5% +$6.3M
GS icon
80
PUT
Goldman Sachs
GS
$300B
$144M 0.16%
693,300
+89,800
+15% +$18.8M
AMAT icon
81
PUT
Applied Materials
AMAT
$403B
$141M 0.16%
2,833,200
+550,200
+24% +$26.6M
TGT icon
82
CALL
Target
TGT
$65.6B
$140M 0.16%
1,306,900
+126,100
+11% +$12M
DE icon
83
CALL
Deere & Co
DE
$160B
$137M 0.15%
809,300
+82,200
+11% +$13.1M
PRKS icon
84
PUT
United Parks & Resorts
PRKS
$2.1B
$135M 0.15%
5,127,700
+7,900
+0.2% +$240K
PYPL icon
85
CALL
PayPal
PYPL
$48.9B
$134M 0.15%
1,295,300
-493,400
-28% -$54.4M
DE icon
86
PUT
Deere & Co
DE
$160B
$131M 0.15%
776,100
+96,900
+14% +$15.5M
C icon
87
CALL
Citigroup
C
$222B
$131M 0.15%
1,889,900
+512,500
+37% +$34.9M
BAC icon
88
CALL
Bank of America
BAC
$435B
$130M 0.15%
4,462,600
+961,900
+27% +$27.7M
FXI icon
89
iShares China Large-Cap ETF
FXI
$4.37B
$128M 0.14%
3,220,942
+2,544,216
+376% +$103M
WFC icon
90
PUT
Wells Fargo
WFC
$261B
$128M 0.14%
2,533,200
-126,000
-5% -$5.94M
CAT icon
91
CALL
Caterpillar
CAT
$375B
$125M 0.14%
988,600
+98,000
+11% +$12.5M
TLT icon
92
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$123M 0.14%
861,800
-1,613,500
-65% -$224M
EWZ icon
93
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$121M 0.14%
2,880,200
+1,160,700
+68% +$50.1M
CSCO icon
94
CALL
Cisco
CSCO
$457B
$117M 0.13%
2,362,100
-1,472,400
-38% -$76.5M
ADBE icon
95
CALL
Adobe
ADBE
$99.5B
$115M 0.13%
416,200
-776,900
-65% -$227M
VZ icon
96
CALL
Verizon
VZ
$195B
$114M 0.13%
1,885,200
+176,000
+10% +$10.1M
KR icon
97
CALL
Kroger
KR
$35.4B
$113M 0.13%
4,389,400
-446,600
-9% -$10.4M
META icon
98
Meta Platforms (Facebook)
META
$1.42T
$112M 0.13%
631,309
-63,811
-9% -$12.1M
CVS icon
99
CALL
CVS Health
CVS
$133B
$111M 0.12%
1,760,700
+1,212,600
+221% +$71.9M
LOW icon
100
PUT
Lowe's Companies
LOW
$117B
$110M 0.12%
999,200
+777,700
+351% +$82.1M
2 3
4
5 6

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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 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.