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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 | |
|---|---|---|---|---|---|---|
201
CALL
Autodesk
ADSK
$49.5B
| $48.2M | 0.05% |
326,300
-129,900
| -28% | -$20.2M |
|
202
CALL
Equinix
EQIX
$101B
| $46.4M | 0.05% |
+80,400
| New | +$43.2M |
|
203
Alibaba
BABA
$293B
| $45.9M | 0.05% |
274,344
+61,832
| +29% | +$10.6M |
|
204
PUT
Starbucks
SBUX
$120B
| $45.3M | 0.05% |
512,000
+253,800
| +98% | +$23.5M |
|
205
PUT
Johnson & Johnson
JNJ
$618B
| $45M | 0.05% |
347,700
-60,600
| -15% | -$7.98M |
|
206
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $44.8M | 0.05% |
849,300
+602,200
| +244% | +$31.4M |
|
|
207
CALL
Starbucks
SBUX
$120B
| $44.8M | 0.05% |
506,500
+95,400
| +23% | +$8.84M |
|
208
PUT
Wynn Resorts
WYNN
$10.3B
| $44.5M | 0.05% |
409,000
+239,600
| +141% | +$28.5M |
|
209
CALL
Salesforce
CRM
$151B
| $44.3M | 0.05% |
298,700
-475,100
| -61% | -$72.2M |
|
210
CALL
Old National Bancorp
ONB
$10.2B
| $44M | 0.05% |
2,555,100
+1,039,100
| +69% | +$17.7M |
|
211
Marathon Petroleum
MPC
$92.4B
| $43.4M | 0.05% |
714,942
+521,191
| +269% | +$27.5M |
|
212
PUT
Merck
MRK
$322B
| $43M | 0.05% |
535,842
+100,503
| +23% | +$8.05M |
|
213
PUT
CVS Health
CVS
$133B
| $42.2M | 0.05% |
669,500
+187,100
| +39% | +$11.1M |
|
|
214
CALL
Merck
MRK
$322B
| $41.9M | 0.05% |
521,380
+189,583
| +57% | +$15.2M |
|
215
Alphabet (Google) Class A
GOOGL
$4.36T
| $41.8M | 0.05% |
684,680
-981,100
| -59% | -$58.1M |
|
216
CALL
Vale
VALE
$64.1B
| $41.6M | 0.05% |
3,613,600
+2,792,600
| +340% | +$33.9M |
|
217
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $41.4M | 0.05% |
198,900
+183,900
| +1,226% | +$37.9M |
|
218
CALL
United Airlines
UAL
$39.4B
| $40.9M | 0.05% |
462,100
+241,300
| +109% | +$21.3M |
|
219
VanEck Gold Miners ETF
GDX
$22.7B
| $40.6M | 0.05% |
1,521,132
-1,049,598
| -41% | -$29.4M |
|
220
PUT
Cheniere Energy
LNG
$55.2B
| $40.6M | 0.05% |
643,100
+251,800
| +64% | +$16.1M |
|
221
CALL
FedEx
FDX
$72.7B
| $40M | 0.04% |
274,500
+7,500
| +3% | +$1.21M |
|
222
PUT
Procter & Gamble
PG
$336B
| $39.9M | 0.04% |
320,600
-228,600
| -42% | -$27M |
|
223
CALL
GE Aerospace
GE
$374B
| $39.8M | 0.04% |
893,856
-229,870
| -20% | -$10.8M |
|
224
CALL
PepsiCo
PEP
$190B
| $39.7M | 0.04% |
289,400
-137,200
| -32% | -$18.2M |
|
225
PUT
Spotify
SPOT
$103B
| $39.1M | 0.04% |
342,600
+283,300
| +478% | +$40M |
|
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.