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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 | |
|---|---|---|---|---|---|---|
|
XYZ
101
PUT
Block Inc
XYZ
$48.4B
| $109M | 0.12% |
1,761,600
+931,700
| +112% | +$63.3M |
|
102
CALL
Wells Fargo
WFC
$261B
| $109M | 0.12% |
2,155,400
-204,500
| -9% | -$9.63M |
|
103
CALL
Visa
V
$684B
| $108M | 0.12% |
630,300
-32,300
| -5% | -$5.75M |
|
104
CALL
Advanced Micro Devices
AMD
$776B
| $108M | 0.12% |
3,737,800
-585,700
| -14% | -$18.4M |
|
|
TWTR
105
PUT
DELISTED
Twitter, Inc.
TWTR
| $107M | 0.12% |
2,608,600
+61,100
| +2% | +$2.5M |
|
106
PUT
Morgan Stanley
MS
$331B
| $107M | 0.12% |
2,518,300
+547,000
| +28% | +$23.4M |
|
107
PUT
Snap
SNAP
$7.89B
| $106M | 0.12% |
6,700,700
-80,700
| -1% | -$1.29M |
|
108
CALL
Goldman Sachs
GS
$300B
| $106M | 0.12% |
510,300
+58,600
| +13% | +$12.3M |
|
109
CALL
Lam Research
LRCX
$367B
| $104M | 0.12% |
4,514,000
-465,000
| -9% | -$9.76M |
|
110
PUT
iShares MSCI Japan ETF
EWJ
$21.9B
| $101M | 0.11% |
1,776,600
+1,420,100
| +398% | +$77.8M |
|
111
CALL
Walmart Inc
WMT
$885B
| $96.1M | 0.11% |
2,430,000
+472,500
| +24% | +$17.8M |
|
112
PUT
McDonald's
MCD
$192B
| $95.9M | 0.11% |
446,500
+66,000
| +17% | +$14.2M |
|
|
113
PUT
Walmart Inc
WMT
$885B
| $94.8M | 0.11% |
2,397,300
+825,600
| +53% | +$31.2M |
|
114
PUT
Ulta Beauty
ULTA
$22B
| $90.7M | 0.1% |
361,900
+166,900
| +86% | +$51.2M |
|
115
PUT
Oracle
ORCL
$374B
| $89.8M | 0.1% |
1,632,200
-25,600
| -2% | -$1.41M |
|
116
PUT
Amgen
AMGN
$208B
| $88.2M | 0.1% |
455,800
+293,700
| +181% | +$56.4M |
|
117
CALL
Yum! Brands
YUM
$41.8B
| $88M | 0.1% |
775,600
-582,600
| -43% | -$66.6M |
|
118
PUT
Walt Disney
DIS
$167B
| $87.2M | 0.1% |
669,200
+297,200
| +80% | +$41.1M |
|
119
PUT
AT&T
T
$159B
| $85.2M | 0.1% |
2,981,780
+1,091,638
| +58% | +$28.9M |
|
|
120
PUT
Yum! Brands
YUM
$41.8B
| $82.9M | 0.09% |
730,600
-16,400
| -2% | -$1.87M |
|
|
121
Netflix
NFLX
$299B
| $80.7M | 0.09% |
3,015,310
+2,774,840
| +1,154% | +$86.8M |
|
122
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $80.4M | 0.09% |
386,500
+360,500
| +1,387% | +$74.3M |
|
123
PUT
Mastercard
MA
$502B
| $79.8M | 0.09% |
294,000
+162,200
| +123% | +$44.7M |
|
124
CALL
Roku
ROKU
$21.5B
| $79.6M | 0.09% |
782,200
+116,900
| +18% | +$14.3M |
|
|
125
PUT
Roku
ROKU
$21.5B
| $77.8M | 0.09% |
764,700
-393,200
| -34% | -$48.1M |
|
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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.