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 | |
|---|---|---|---|---|---|---|
751
Biogen
BIIB
$30.6B
| $5.88M | 0.01% |
25,277
+23,747
| +1,552% | +$5.53M |
|
752
Seagate
STX
$190B
| $5.88M | 0.01% |
109,364
+368
| +0.3% | +$18.1K |
|
753
PUT
Weibo
WB
$1.94B
| $5.88M | 0.01% |
131,500
-456,000
| -78% | -$19.3M |
|
754
Workday
WDAY
$40.8B
| $5.86M | 0.01% |
34,450
-822
| -2% | -$159K |
|
755
Colgate-Palmolive
CL
$74.8B
| $5.85M | 0.01% |
79,524
-372,031
| -82% | -$27M |
|
|
SCHW
756
CALL
Charles Schwab
SCHW
$188B
| $5.84M | 0.01% |
139,600
-7,000
| -5% | -$283K |
|
|
CONN
757
PUT
DELISTED
Conn's Inc.
CONN
| $5.83M | 0.01% |
234,600
| – | – |
|
|
DNKN
758
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $5.82M | 0.01% |
73,300
+69,500
| +1,829% | +$5.64M |
|
759
American Airlines Group
AAL
$10.9B
| $5.79M | 0.01% |
214,706
-63,699
| -23% | -$1.86M |
|
760
Lam Research
LRCX
$384B
| $5.79M | 0.01% |
250,300
-278,090
| -53% | -$5.84M |
|
|
SPWR
761
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $5.77M | 0.01% |
+802,897
| New | +$6.62M |
|
762
CALL
Agilent Technologies
A
$39.5B
| $5.75M | 0.01% |
75,000
| – | – |
|
763
MongoDB
MDB
$29.6B
| $5.7M | 0.01% |
47,338
+44,768
| +1,742% | +$6.46M |
|
764
CALL
Sunrun
RUN
$2.33B
| $5.68M | 0.01% |
340,000
-270,000
| -44% | -$4.71M |
|
765
CALL
Molson Coors Class B
TAP
$7.97B
| $5.67M | 0.01% |
98,600
-31,700
| -24% | -$1.72M |
|
766
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $5.66M | 0.01% |
39,573
+1,746
| +5% | +$243K |
|
|
AGN
767
PUT
DELISTED
Allergan plc
AGN
| $5.66M | 0.01% |
33,600
+11,500
| +52% | +$1.87M |
|
768
PUT
HSBC
HSBC
$353B
| $5.64M | 0.01% |
147,400
-129,800
| -47% | -$5.03M |
|
769
PUT
Devon Energy
DVN
$49.4B
| $5.62M | 0.01% |
233,900
+189,000
| +421% | +$4.73M |
|
770
CALL
Restaurant Brands International
QSR
$25.5B
| $5.59M | 0.01% |
78,600
-3,100
| -4% | -$229K |
|
771
CALL
Crown Castle
CCI
$32.5B
| $5.56M | 0.01% |
40,000
-100,000
| -71% | -$13.8M |
|
772
PepsiCo
PEP
$189B
| $5.55M | 0.01% |
40,512
+38,847
| +2,333% | +$5.16M |
|
773
Wynn Resorts
WYNN
$10.6B
| $5.55M | 0.01% |
51,057
-45,696
| -47% | -$5.44M |
|
774
Intuit
INTU
$87.1B
| $5.54M | 0.01% |
20,845
+20,495
| +5,856% | +$5.64M |
|
|
SPLK
775
DELISTED
Splunk Inc
SPLK
| $5.54M | 0.01% |
47,036
-20,462
| -30% | -$2.56M |
|
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.