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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $19B | 21.42% |
64,187,200
-6,567,600
| -9% | -$1.94B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $5.2B | 5.85% |
17,518,500
-3,953,300
| -18% | -$1.17B |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$450B
| $4.04B | 4.54% |
21,408,300
+4,066,800
| +23% | +$771M |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$450B
| $3.75B | 4.22% |
19,883,900
-2,812,500
| -12% | -$533M |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $3.61B | 4.06% |
23,835,100
+10,222,500
| +75% | +$1.56B |
|
|
6
PUT
Apple
AAPL
$4.9T
| $1.9B | 2.14% |
33,913,200
-848,400
| -2% | -$44.4M |
|
|
7
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $1.42B | 1.6% |
35,674,200
+1,423,600
| +4% | +$57.8M |
|
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $1.4B | 1.58% |
34,338,600
+10,969,300
| +47% | +$453M |
|
|
9
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $1.36B | 1.53% |
20,852,500
-18,237,000
| -47% | -$1.18B |
|
10
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $1.25B | 1.41% |
14,391,200
+4,536,000
| +46% | +$394M |
|
|
11
CALL
Apple
AAPL
$4.9T
| $1.2B | 1.35% |
21,476,000
+1,792,000
| +9% | +$93.7M |
|
|
12
PUT
Amazon
AMZN
$2.53T
| $1.09B | 1.23% |
12,572,000
+4,930,000
| +65% | +$457M |
|
|
13
Invesco QQQ Trust
QQQ
$450B
| $1.01B | 1.14% |
5,363,528
-1,400,737
| -21% | -$266M |
|
14
PUT
Meta Platforms (Facebook)
META
$1.37T
| $857M | 0.96% |
4,812,400
-2,178,200
| -31% | -$414M |
|
15
PUT
Microsoft
MSFT
$3.35T
| $828M | 0.93% |
5,955,900
-2,095,700
| -26% | -$288M |
|
|
16
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $800M | 0.9% |
5,287,600
-2,613,100
| -33% | -$399M |
|
|
17
CALL
Microsoft
MSFT
$3.35T
| $674M | 0.76% |
4,849,800
-767,000
| -14% | -$105M |
|
|
18
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $642M | 0.72% |
2,163,745
-5,546,421
| -72% | -$1.64B |
|
19
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
| $627M | 0.7% |
10,264,000
+3,206,000
| +45% | +$190M |
|
|
20
CALL
Amazon
AMZN
$2.53T
| $623M | 0.7% |
7,176,000
-956,000
| -12% | -$88.6M |
|
|
21
PUT
Alphabet (Google) Class C
GOOG
$4.08T
| $601M | 0.68% |
9,856,000
+2,876,000
| +41% | +$170M |
|
|
22
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $576M | 0.65% |
14,484,200
-11,672,900
| -45% | -$474M |
|
23
PUT
Booking.com
BKNG
$150B
| $517M | 0.58% |
6,580,000
+2,157,500
| +49% | +$167M |
|
24
PUT
NVIDIA
NVDA
$4.72T
| $516M | 0.58% |
118,556,000
+50,708,000
| +75% | +$213M |
|
|
25
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
| $505M | 0.57% |
7,746,800
-991,600
| -11% | -$63.9M |
|
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.