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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-0.32%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$88.9B
AUM Growth
-$3B
Cap. Flow
-$1.68B
Cap. Flow %
-1.89%
Top 10 Hldgs %
48.33%
Holding
4,040
New
454
Increased
933
Reduced
750
Closed
1,745

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$103M
2
AAPL icon
Apple
AAPL
+$88M
3
NFLX icon
Netflix
NFLX
+$86.8M
4
AMZN icon
Amazon
AMZN
+$61.1M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$58.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.64B
2
QQQ icon
Invesco QQQ Trust
QQQ
+$266M
3
GLD icon
SPDR Gold Trust
GLD
+$133M
4
EFA icon
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 Miscellaneous 96.39%
2 Technology 0.82%
3 Consumer Discretionary 0.78%
4 Communication Services 0.62%
5 Industrials 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MMSI icon
976
CALL
Merit Medical Systems
MMSI
$5.21B
$3.05M ﹤0.01%
+100,000
New +$4.05M
PFSI icon
977
CALL
PennyMac Financial
PFSI
$3.68B
$3.04M ﹤0.01%
+100,000
New +$2.7M
CALM icon
978
PUT
Cal-Maine
CALM
$3.42B
$3.03M ﹤0.01%
+75,900
New +$3.15M
PRFT
979
CALL
DELISTED
Perficient Inc
PRFT
$3.02M ﹤0.01%
+78,400
New +$2.84M
VEEV icon
980
Veeva Systems
VEEV
$42.2B
$3.02M ﹤0.01%
19,770
+11,076
+127% +$1.78M
RTX icon
981
RTX Corp
RTX
$266B
$3.02M ﹤0.01%
35,104
+10,150
+41% +$843K
SRPT icon
982
CALL
Sarepta Therapeutics
SRPT
$2.33B
$3.01M ﹤0.01%
+40,000
New +$4.72M
BLK icon
983
CALL
Blackrock
BLK
$166B
$2.99M ﹤0.01%
6,700
-4,700
-41% -$2.09M
LSI
984
PUT
DELISTED
Life Storage, Inc.
LSI
$2.98M ﹤0.01%
42,450
– –
ALXN
985
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$2.98M ﹤0.01%
30,400
+27,400
+913% +$3.09M
WMB icon
986
CALL
Williams Companies
WMB
$91.9B
$2.97M ﹤0.01%
123,400
-189,600
-61% -$4.78M
CSIQ icon
987
PUT
Canadian Solar
CSIQ
$914M
$2.97M ﹤0.01%
157,200
– –
BZUN
988
PUT
Baozun
BZUN
$160M
$2.96M ﹤0.01%
69,400
-314,900
-82% -$15M
CZR
989
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$2.96M ﹤0.01%
253,400
-21,800
-8% -$256K
CERN
990
CALL
DELISTED
Cerner Corp
CERN
$2.94M ﹤0.01%
+43,100
New +$3.05M
SNPS icon
991
PUT
Synopsys
SNPS
$75.4B
$2.94M ﹤0.01%
21,400
+2,500
+13% +$338K
CF icon
992
CALL
CF Industries
CF
$20.9B
$2.93M ﹤0.01%
59,500
-27,500
-32% -$1.33M
RCL icon
993
Royal Caribbean
RCL
$69.5B
$2.93M ﹤0.01%
27,029
-9,131
-25% -$1.01M
RL icon
994
CALL
Ralph Lauren
RL
$20B
$2.91M ﹤0.01%
30,500
-27,700
-48% -$2.74M
PRKS icon
995
CALL
United Parks & Resorts
PRKS
$1.76B
$2.9M ﹤0.01%
110,100
-127,400
-54% -$3.88M
DLTR icon
996
Dollar Tree
DLTR
$22.2B
$2.87M ﹤0.01%
25,127
+19,858
+377% +$2.08M
NOAH
997
PUT
Noah Holdings
NOAH
$565M
$2.87M ﹤0.01%
+98,200
New +$3.13M
PAGS icon
998
CALL
PagSeguro Digital
PAGS
$2.65B
$2.85M ﹤0.01%
61,400
+44,100
+255% +$2.05M
PEN icon
999
CALL
Penumbra
PEN
$12.6B
$2.84M ﹤0.01%
21,100
– –
BB icon
1000
BlackBerry
BB
$4.54B
$2.84M ﹤0.01%
540,316
+182,081
+51% +$1.28M
38 39
40
41 42

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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's Q3 2019 filing shows 454 new, 933 increased, 750 reduced and 1,745 closed positions. Its largest new stake was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $1.64B.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.