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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 | |
|---|---|---|---|---|---|---|
151
CALL
RH
RH
$3.13B
| $63.7M | 0.07% |
373,000
+359,700
| +2,705% | +$51.2M |
|
152
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $63.3M | 0.07% |
2,260,900
-3,013,700
| -57% | -$83.2M |
|
153
CALL
Mastercard
MA
$502B
| $62.9M | 0.07% |
231,600
+119,200
| +106% | +$32.8M |
|
154
PUT
Cisco
CSCO
$457B
| $62.6M | 0.07% |
1,266,800
-1,120,700
| -47% | -$58.2M |
|
155
PUT
Pfizer
PFE
$143B
| $62.4M | 0.07% |
1,831,114
-1,536,416
| -46% | -$55.9M |
|
156
CALL
Lowe's Companies
LOW
$117B
| $61.7M | 0.07% |
561,000
+259,200
| +86% | +$27.4M |
|
157
CALL
Bristol-Myers Squibb
BMY
$133B
| $61.5M | 0.07% |
1,212,100
+828,100
| +216% | +$38.9M |
|
158
PUT
Charter Communications
CHTR
$17.3B
| $61.4M | 0.07% |
148,900
+108,900
| +272% | +$43.9M |
|
|
XLNX
159
PUT
DELISTED
Xilinx Inc
XLNX
| $61M | 0.07% |
636,100
+557,600
| +710% | +$61M |
|
160
CALL
Chevron
CVX
$392B
| $60.7M | 0.07% |
511,900
-14,900
| -3% | -$1.81M |
|
161
CALL
AT&T
T
$159B
| $59.9M | 0.07% |
2,095,362
-1,643,879
| -44% | -$43.6M |
|
162
PUT
Lockheed Martin
LMT
$134B
| $59.4M | 0.07% |
152,200
+54,800
| +56% | +$20.6M |
|
163
CALL
Tesla
TSLA
$1.23T
| $59.2M | 0.07% |
3,687,000
+1,409,970
| +62% | +$22.1M |
|
164
Sprott Physical Gold and Silver Trust
CEF
$7.4B
| $58.9M | 0.07% |
4,158,543
| – | – |
|
165
Booking.com
BKNG
$149B
| $58.7M | 0.07% |
747,625
+404,075
| +118% | +$31.3M |
|
166
PUT
Analog Devices
ADI
$179B
| $58.7M | 0.07% |
525,100
+413,800
| +372% | +$46.9M |
|
167
PUT
ExxonMobil
XOM
$644B
| $58.4M | 0.07% |
827,200
+666,600
| +415% | +$48.2M |
|
168
CALL
Applied Materials
AMAT
$403B
| $58.3M | 0.07% |
1,168,100
+170,300
| +17% | +$8.22M |
|
169
CALL
Ulta Beauty
ULTA
$22B
| $57.4M | 0.06% |
229,200
-57,600
| -20% | -$17.7M |
|
|
170
PUT
Chevron
CVX
$392B
| $56.9M | 0.06% |
479,400
+70,000
| +17% | +$8.5M |
|
171
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $56.8M | 0.06% |
635,025
+341,350
| +116% | +$32.1M |
|
172
CALL
MetLife
MET
$61.9B
| $55.8M | 0.06% |
1,183,600
+735,600
| +164% | +$35.1M |
|
|
TIF
173
PUT
DELISTED
Tiffany & Co.
TIF
| $55.7M | 0.06% |
601,300
+160,100
| +36% | +$14.4M |
|
174
CALL
American Tower
AMT
$80.8B
| $55.5M | 0.06% |
250,800
+180,800
| +258% | +$39.5M |
|
|
XYZ
175
CALL
Block Inc
XYZ
$48.4B
| $54.5M | 0.06% |
880,500
+738,500
| +520% | +$50.2M |
|
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.