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
+130.57%
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 | |
|---|---|---|---|---|---|---|
601
PUT
KB Home
KBH
$3.61B
| $9.72M | 0.01% |
+285,800
| New | +$8M |
|
602
SLB Ltd
SLB
$74.1B
| $9.7M | 0.01% |
283,887
+67,669
| +31% | +$2.47M |
|
603
ConocoPhillips
COP
$140B
| $9.69M | 0.01% |
170,107
+13,315
| +8% | +$758K |
|
604
PUT
Cummins
CMI
$89.7B
| $9.66M | 0.01% |
59,400
-5,200
| -8% | -$832K |
|
605
CALL
Regeneron Pharmaceuticals
REGN
$79.1B
| $9.65M | 0.01% |
34,800
-45,900
| -57% | -$13.6M |
|
606
CALL
Duke Energy
DUK
$96.2B
| $9.59M | 0.01% |
100,000
+80,000
| +400% | +$7.28M |
|
607
MetLife
MET
$61.9B
| $9.57M | 0.01% |
202,988
+179,729
| +773% | +$8.57M |
|
608
Berkshire Hathaway Class B
BRK.B
$1.12T
| $9.53M | 0.01% |
45,802
+45,790
| +381,583% | +$9.43M |
|
609
CALL
Best Buy
BBY
$17.8B
| $9.52M | 0.01% |
138,100
-38,100
| -22% | -$2.66M |
|
|
WBA
610
DELISTED
Walgreens Boots Alliance
WBA
| $9.49M | 0.01% |
171,639
+157,318
| +1,099% | +$8.43M |
|
611
CALL
Enterprise Products Partners
EPD
$81.6B
| $9.45M | 0.01% |
330,500
+270,300
| +449% | +$7.87M |
|
612
Nike
NKE
$63B
| $9.39M | 0.01% |
+100,035
| New | +$8.58M |
|
613
Valero Energy
VLO
$87.1B
| $9.39M | 0.01% |
110,140
+77,548
| +238% | +$6.27M |
|
614
PUT
Colgate-Palmolive
CL
$74.4B
| $9.32M | 0.01% |
126,700
-34,700
| -21% | -$2.52M |
|
615
CALL
Biogen
BIIB
$30.5B
| $9.31M | 0.01% |
40,000
-81,600
| -67% | -$19M |
|
616
United Airlines
UAL
$43.1B
| $9.31M | 0.01% |
105,293
+91,766
| +678% | +$8.11M |
|
|
MRTX
617
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $9.28M | 0.01% |
119,054
+2,609
| +2% | +$245K |
|
|
SIVB
618
PUT
DELISTED
SVB Financial Group
SIVB
| $9.26M | 0.01% |
44,300
+29,300
| +195% | +$6.14M |
|
619
PUT
Papa John's
PZZA
$979M
| $9.25M | 0.01% |
176,800
+174,200
| +6,700% | +$8.21M |
|
620
eBay
EBAY
$49.4B
| $9.23M | 0.01% |
236,730
+199,004
| +527% | +$7.98M |
|
621
Cheniere Energy
LNG
$53.4B
| $9.21M | 0.01% |
146,059
-98,572
| -40% | -$6.31M |
|
622
PUT
YPF
YPF
$19.1B
| $9.21M | 0.01% |
995,500
+370,500
| +59% | +$4.78M |
|
623
CALL
International Flavors & Fragrances
IFF
$22.5B
| $9.14M | 0.01% |
+74,500
| New | +$9.51M |
|
624
PUT
NetApp
NTAP
$36.6B
| $8.99M | 0.01% |
171,100
+109,800
| +179% | +$5.89M |
|
625
CALL
Capri Holdings
CPRI
$1.84B
| $8.95M | 0.01% |
270,000
+115,000
| +74% | +$3.68M |
|
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.