We are live on
!
Find out more
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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
476
Johnson & Johnson
JNJ
$619B
| $15.4M | 0.02% |
118,744
+9,205
| +8% | +$1.21M |
|
477
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $15.3M | 0.02% |
257,600
-613,200
| -70% | -$35.5M |
|
478
PUT
VanEck Oil Services ETF
OIH
$1.94B
| $15.3M | 0.02% |
65,030
+23,575
| +57% | +$6.1M |
|
|
CTXS
479
CALL
DELISTED
Citrix Systems Inc
CTXS
| $15.1M | 0.02% |
156,700
+149,400
| +2,047% | +$14.3M |
|
|
SCHW
480
PUT
Charles Schwab
SCHW
$187B
| $14.9M | 0.02% |
357,100
+198,100
| +125% | +$8M |
|
481
ServiceNow
NOW
$121B
| $14.9M | 0.02% |
294,235
+279,690
| +1,923% | +$15.2M |
|
482
CALL
Take-Two Interactive
TTWO
$43.5B
| $14.9M | 0.02% |
118,600
-43,600
| -27% | -$5.44M |
|
483
CALL
America Movil
AMX
$71.8B
| $14.9M | 0.02% |
1,000,000
+997,800
| +45,355% | +$14.3M |
|
484
PUT
Freeport-McMoran
FCX
$95.5B
| $14.7M | 0.02% |
1,540,800
+978,600
| +174% | +$10M |
|
485
CALL
3M
MMM
$93.2B
| $14.7M | 0.02% |
107,042
-25,594
| -19% | -$3.58M |
|
|
PXD
486
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $14.7M | 0.02% |
+116,600
| New | +$15.4M |
|
487
CALL
BP
BP
$109B
| $14.6M | 0.02% |
385,300
+166,979
| +76% | +$6.37M |
|
488
CALL
Arista Networks
ANET
$243B
| $14.6M | 0.02% |
979,200
-787,200
| -45% | -$12.2M |
|
489
CALL
Whirlpool
WHR
$2.8B
| $14.6M | 0.02% |
92,300
-66,000
| -42% | -$9.48M |
|
490
CALL
General Mills
GIS
$19.3B
| $14.6M | 0.02% |
264,100
-63,800
| -19% | -$3.44M |
|
491
UnitedHealth
UNH
$367B
| $14.5M | 0.02% |
66,808
+25,112
| +60% | +$6.06M |
|
492
CALL
TSMC
TSM
$2.17T
| $14.5M | 0.02% |
312,300
+177,000
| +131% | +$7.55M |
|
493
CALL
Armstrong World Industries
AWI
$7.78B
| $14.5M | 0.02% |
150,000
| – | – |
|
494
CALL
Automatic Data Processing
ADP
$109B
| $14.5M | 0.02% |
89,800
+25,700
| +40% | +$4.24M |
|
495
CALL
Dollar Tree
DLTR
$24.9B
| $14.3M | 0.02% |
125,600
-723,600
| -85% | -$75.7M |
|
496
CALL
Trip.com Group
TCOM
$29.1B
| $14.1M | 0.02% |
482,400
+94,100
| +24% | +$3.31M |
|
|
FL
497
DELISTED
Foot Locker
FL
| $14.1M | 0.02% |
327,429
-260,790
| -44% | -$10.5M |
|
498
PUT
Pultegroup
PHM
$24.7B
| $13.9M | 0.02% |
380,600
+332,500
| +691% | +$11.1M |
|
|
499
CALL
Pultegroup
PHM
$24.7B
| $13.9M | 0.02% |
+379,100
| New | +$12.6M |
|
500
CALL
Deckers Outdoor
DECK
$13.3B
| $13.9M | 0.02% |
564,000
+516,000
| +1,075% | +$13.2M |
|
Similar funds
HF
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.