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 | |
|---|---|---|---|---|---|---|
|
NVTA
901
PUT
DELISTED
Invitae Corporation
NVTA
| $3.78M | ﹤0.01% |
196,000
+140,000
| +250% | +$3.3M |
|
902
CALL
Archer Daniels Midland
ADM
$37.2B
| $3.76M | ﹤0.01% |
91,600
-26,700
| -23% | -$1.06M |
|
|
COHR
903
CALL
DELISTED
Coherent Inc
COHR
| $3.75M | ﹤0.01% |
24,400
+20,600
| +542% | +$2.98M |
|
904
PUT
United States Natural Gas Fund
UNG
$450M
| $3.75M | ﹤0.01% |
46,925
+11,675
| +33% | +$939K |
|
905
Union Pacific
UNP
$176B
| $3.74M | ﹤0.01% |
23,078
+2,764
| +14% | +$465K |
|
906
CALL
Toronto Dominion Bank
TD
$200B
| $3.73M | ﹤0.01% |
64,000
-2,100
| -3% | -$119K |
|
907
PUT
Diodes
DIOD
$4.6B
| $3.69M | ﹤0.01% |
+92,000
| New | +$3.56M |
|
908
PUT
Encore Capital Group
ECPG
$2.12B
| $3.67M | ﹤0.01% |
+110,000
| New | +$3.86M |
|
909
CALL
Iron Mountain
IRM
$36.6B
| $3.64M | ﹤0.01% |
+112,500
| New | +$3.53M |
|
|
GRUB
910
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $3.64M | ﹤0.01% |
32,388
+14,691
| +83% | +$1.95M |
|
|
CERN
911
DELISTED
Cerner Corp
CERN
| $3.62M | ﹤0.01% |
+53,026
| New | +$3.75M |
|
912
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $3.61M | ﹤0.01% |
34,900
-1,100
| -3% | -$116K |
|
913
Ralph Lauren
RL
$23.8B
| $3.59M | ﹤0.01% |
37,636
+24,904
| +196% | +$2.46M |
|
914
Labcorp
LH
$25.5B
| $3.59M | ﹤0.01% |
24,843
+24,842
| +2,484,200% | +$3.63M |
|
|
PYX
915
PUT
DELISTED
Pyxus International, Inc.
PYX
| $3.58M | ﹤0.01% |
+274,100
| New | +$3.96M |
|
916
CALL
Novartis
NVS
$293B
| $3.58M | ﹤0.01% |
41,200
+3,400
| +9% | +$305K |
|
|
VIAB
917
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $3.58M | ﹤0.01% |
149,000
+112,500
| +308% | +$3.14M |
|
918
PUT
MasTec
MTZ
$21B
| $3.58M | ﹤0.01% |
55,200
+44,500
| +416% | +$2.6M |
|
919
CALL
Qorvo
QRVO
$8.43B
| $3.56M | ﹤0.01% |
48,000
-1,300
| -3% | -$94.5K |
|
|
S
920
CALL
DELISTED
Sprint Corporation
S
| $3.55M | ﹤0.01% |
575,600
-1,866,800
| -76% | -$12.8M |
|
921
PUT
Mohawk Industries
MHK
$9.01B
| $3.55M | ﹤0.01% |
28,600
+15,900
| +125% | +$2.04M |
|
922
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $3.55M | ﹤0.01% |
39,375
-20,945
| -35% | -$1.91M |
|
923
CALL
Icon
ICLR
$12.4B
| $3.54M | ﹤0.01% |
24,000
| – | – |
|
924
Macy's
M
$6.68B
| $3.54M | ﹤0.01% |
227,526
+103,094
| +83% | +$1.91M |
|
|
925
United States Natural Gas Fund
UNG
$450M
| $3.52M | ﹤0.01% |
44,220
+28,300
| +178% | +$2.28M |
|
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.