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 | |
|---|---|---|---|---|---|---|
801
PUT
Boston Scientific
BSX
$71.5B
| $5.1M | 0.01% |
125,400
-89,400
| -42% | -$3.79M |
|
802
CALL
Ball Corp
BALL
$16.7B
| $5.1M | 0.01% |
+70,000
| New | +$5.22M |
|
803
Papa John's
PZZA
$819M
| $5.08M | 0.01% |
97,133
+97,127
| +1,618,783% | +$4.58M |
|
804
PUT
Viatris
VTRS
$20B
| $5.07M | 0.01% |
256,400
+199,000
| +347% | +$3.9M |
|
|
DOCU
805
PUT
DocuSign
DOCU
$10.7B
| $5.07M | 0.01% |
81,800
+72,800
| +809% | +$3.81M |
|
806
PUT
Anika Therapeutics
ANIK
$265M
| $5.06M | 0.01% |
+92,200
| New | +$4.73M |
|
807
CALL
DaVita
DVA
$11.8B
| $5.04M | 0.01% |
88,300
-18,100
| -17% | -$1.05M |
|
|
IRBT
808
DELISTED
iRobot
IRBT
| $5.02M | 0.01% |
81,363
+63,770
| +362% | +$4.57M |
|
|
BFYT
809
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $4.99M | 0.01% |
200,000
-30,000
| -13% | -$630K |
|
810
PUT
Toll Brothers
TOL
$14.3B
| $4.95M | 0.01% |
120,600
+103,400
| +601% | +$3.81M |
|
811
PUT
GoDaddy
GDDY
$11.1B
| $4.95M | 0.01% |
+75,000
| New | +$5.08M |
|
812
Ford
F
$55.9B
| $4.91M | 0.01% |
536,195
+530,996
| +10,213% | +$5.04M |
|
813
CALL
Public Storage
PSA
$60.9B
| $4.91M | 0.01% |
+20,000
| New | +$5.02M |
|
814
CALL
TJX Companies
TJX
$177B
| $4.9M | 0.01% |
87,900
-15,900
| -15% | -$866K |
|
|
SPR
815
DELISTED
Spirit AeroSystems
SPR
| $4.87M | 0.01% |
59,251
+59,248
| +1,974,933% | +$4.64M |
|
816
PUT
TAL Education Group
TAL
$6.72B
| $4.84M | 0.01% |
141,300
-48,700
| -26% | -$1.7M |
|
817
PUT
iShares US Home Construction ETF
ITB
$2.31B
| $4.82M | 0.01% |
+111,300
| New | +$4.46M |
|
818
JPMorgan Chase
JPM
$958B
| $4.82M | 0.01% |
40,942
-4,631
| -10% | -$524K |
|
|
819
PUT
TJX Companies
TJX
$177B
| $4.81M | 0.01% |
86,200
+7,200
| +9% | +$392K |
|
|
CISN
820
CALL
DELISTED
Cision Ltd. Ordinary Share
CISN
| $4.81M | 0.01% |
+625,000
| New | +$5.38M |
|
|
CISN
821
PUT
DELISTED
Cision Ltd. Ordinary Share
CISN
| $4.81M | 0.01% |
+625,000
| New | +$5.38M |
|
822
PUT
Cadence Design Systems
CDNS
$92.9B
| $4.79M | 0.01% |
72,500
+900
| +1% | +$63.3K |
|
823
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $4.75M | 0.01% |
62,200
-21,100
| -25% | -$1.75M |
|
824
Marvell Technology
MRVL
$194B
| $4.73M | 0.01% |
189,319
+128,447
| +211% | +$3.22M |
|
825
PUT
Uber
UBER
$142B
| $4.72M | 0.01% |
+155,000
| New | +$5.83M |
|
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.