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 | |
|---|---|---|---|---|---|---|
1951
CALL
Itaú Unibanco
ITUB
$87.5B
| $111K | ﹤0.01% |
18,141
-2,749
| -13% | -$17.8K |
|
1952
PUT
PENN Entertainment
PENN
$2.71B
| $111K | ﹤0.01% |
6,000
-1,800
| -23% | -$34.1K |
|
1953
ProPetro Holding
PUMP
$1.35B
| $111K | ﹤0.01% |
+12,211
| New | +$169K |
|
1954
CALL
Applied Optoelectronics
AAOI
$11.5B
| $110K | ﹤0.01% |
10,000
-3,900
| -28% | -$39.1K |
|
1955
Toronto Dominion Bank
TD
$200B
| $110K | ﹤0.01% |
1,893
+1,839
| +3,406% | +$105K |
|
|
SLCA
1956
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $110K | ﹤0.01% |
11,400
+3,400
| +43% | +$39.2K |
|
1957
Phillips 66
PSX
$81.4B
| $107K | ﹤0.01% |
1,041
+624
| +150% | +$62.5K |
|
1958
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $106K | ﹤0.01% |
1,370
-23,736
| -95% | -$1.82M |
|
1959
CALL
KB Home
KBH
$3.59B
| $105K | ﹤0.01% |
+3,100
| New | +$86.8K |
|
1960
TJX Companies
TJX
$178B
| $105K | ﹤0.01% |
1,878
-15,682
| -89% | -$854K |
|
|
BIG
1961
PUT
DELISTED
Big Lots, Inc.
BIG
| $103K | ﹤0.01% |
4,200
-5,300
| -56% | -$126K |
|
1962
J.M. Smucker
SJM
$12.8B
| $102K | ﹤0.01% |
924
+914
| +9,140% | +$102K |
|
|
BIG
1963
DELISTED
Big Lots, Inc.
BIG
| $102K | ﹤0.01% |
4,153
-1,281
| -24% | -$30.5K |
|
|
ZGNX
1964
PUT
DELISTED
Zogenix, Inc.
ZGNX
| $100K | ﹤0.01% |
+2,500
| New | +$115K |
|
1965
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $99K | ﹤0.01% |
3,660
-23,141
| -86% | -$637K |
|
1966
Blackstone
BX
$110B
| $99K | ﹤0.01% |
2,026
-10
| -0.5% | -$488 |
|
1967
CALL
Check Point Software Technologies
CHKP
$13.1B
| $99K | ﹤0.01% |
900
-1,600
| -64% | -$178K |
|
1968
CALL
Novavax
NVAX
$1.31B
| $98K | ﹤0.01% |
19,450
| – | – |
|
1969
SM Energy
SM
$6.87B
| $98K | ﹤0.01% |
+10,119
| New | +$103K |
|
|
CLVS
1970
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $98K | ﹤0.01% |
25,000
| – | – |
|
|
SRCI
1971
DELISTED
SRC Energy Inc
SRCI
| $98K | ﹤0.01% |
+21,115
| New | +$95.4K |
|
1972
PUT
HF Sinclair
DINO
$14.5B
| $97K | ﹤0.01% |
1,800
-3,100
| -63% | -$150K |
|
1973
Regeneron Pharmaceuticals
REGN
$80.8B
| $97K | ﹤0.01% |
351
-236
| -40% | -$69.8K |
|
|
CZR
1974
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $96K | ﹤0.01% |
8,300
| – | – |
|
1975
Truist Financial
TFC
$64B
| $95K | ﹤0.01% |
1,778
+1,722
| +3,075% | +$85.3K |
|
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.