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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
APA icon
1051
CALL
APA Corp
APA
$15.7B
$2.42M ﹤0.01%
94,500
-30,200
-24% -$724K
MPT
1052
Medical Properties Trust
MPT
$2.33B
$2.42M ﹤0.01%
123,708
+74,434
+151% +$1.37M
UPS icon
1053
United Parcel Service
UPS
$84.4B
$2.42M ﹤0.01%
20,194
-25,160
-55% -$2.88M
Z icon
1054
CALL
Zillow
Z
$7.23B
$2.41M ﹤0.01%
80,900
+4,700
+6% +$187K
AMRN
1055
CALL
Amarin Corp
AMRN
$304M
$2.41M ﹤0.01%
7,940
+2,190
+38% +$764K
DBD
1056
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.41M ﹤0.01%
215,000
– –
ETFC
1057
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$2.4M ﹤0.01%
55,000
-108,300
-66% -$4.79M
DBX icon
1058
CALL
Dropbox
DBX
$7.52B
$2.4M ﹤0.01%
119,100
+46,800
+65% +$997K
TTEC icon
1059
CALL
TTEC Holdings
TTEC
$62.6M
$2.39M ﹤0.01%
50,000
+17,500
+54% +$820K
GAP
1060
PUT
The Gap Inc
GAP
$7.5B
$2.39M ﹤0.01%
137,600
-99,500
-42% -$1.77M
LBTYK icon
1061
PUT
Liberty Global Class C
LBTYK
$3.53B
$2.38M ﹤0.01%
100,000
-100,000
-50% -$2.6M
ASML icon
1062
PUT
ASML
ASML
$664B
$2.36M ﹤0.01%
+9,500
New +$2.14M
TRIP icon
1063
TripAdvisor
TRIP
$1.03B
$2.36M ﹤0.01%
61,026
+42,696
+233% +$1.78M
LKQ icon
1064
CALL
LKQ Corp
LKQ
$6.12B
$2.36M ﹤0.01%
+75,000
New +$2.05M
ASHR icon
1065
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$2.36M ﹤0.01%
87,000
+60,000
+222% +$1.65M
SKX
1066
PUT
DELISTED
Skechers
SKX
$2.35M ﹤0.01%
63,000
-27,200
-30% -$933K
AMT icon
1067
American Tower
AMT
$81.7B
$2.35M ﹤0.01%
10,626
+10,615
+96,500% +$2.32M
TLRY icon
1068
PUT
Tilray
TLRY
$579M
$2.35M ﹤0.01%
9,500
– –
CVE icon
1069
PUT
Cenovus Energy
CVE
$61.7B
$2.35M ﹤0.01%
250,000
– –
FUN icon
1070
CALL
Cedar Fair
FUN
$1.46B
$2.33M ﹤0.01%
+40,000
New +$2.11M
ELV icon
1071
Elevance Health
ELV
$86.1B
$2.33M ﹤0.01%
9,683
-14,331
-60% -$3.93M
WTW icon
1072
Willis Towers Watson
WTW
$29.1B
$2.32M ﹤0.01%
12,021
+12,011
+120,110% +$2.35M
EWW icon
1073
CALL
iShares MSCI Mexico ETF
EWW
$1.8B
$2.31M ﹤0.01%
54,100
+16,200
+43% +$677K
RH icon
1074
RH
RH
$2.64B
$2.31M ﹤0.01%
13,498
+932
+7% +$133K
SNX icon
1075
TD Synnex
SNX
$20.6B
$2.3M ﹤0.01%
40,764
+17,362
+74% +$810K
41 42
43
44 45

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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.