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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
HBI
1226
CALL
DELISTED
Hanesbrands
HBI
$1.55M ﹤0.01%
101,000
+60,800
+151% +$925K
BP icon
1227
BP
BP
$118B
$1.54M ﹤0.01%
+40,639
New +$1.55M
NOC icon
1228
PUT
Northrop Grumman
NOC
$73.2B
$1.53M ﹤0.01%
4,100
+2,600
+173% +$921K
AY
1229
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.53M ﹤0.01%
+63,341
New +$1.49M
AMBA icon
1230
PUT
Ambarella
AMBA
$3.04B
$1.52M ﹤0.01%
24,300
+1,500
+7% +$77.8K
CTVA icon
1231
CALL
Corteva
CTVA
$56.5B
$1.52M ﹤0.01%
54,351
-55,176
-50% -$1.6M
XHB icon
1232
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
$1.51M ﹤0.01%
34,200
+26,900
+368% +$1.13M
DECK icon
1233
Deckers Outdoor
DECK
$10.9B
$1.51M ﹤0.01%
61,410
+61,158
+24,269% +$1.57M
REG icon
1234
Regency Centers
REG
$13.8B
$1.5M ﹤0.01%
21,583
-7,995
-27% -$532K
IVZ icon
1235
PUT
Invesco
IVZ
$14.2B
$1.5M ﹤0.01%
88,400
-11,300
-11% -$200K
PRU icon
1236
Prudential Financial
PRU
$40.6B
$1.49M ﹤0.01%
16,517
-3,538
-18% -$321K
BLK icon
1237
Blackrock
BLK
$166B
$1.48M ﹤0.01%
3,329
+2,186
+191% +$973K
DKS icon
1238
PUT
Dick's Sporting Goods
DKS
$11.9B
$1.48M ﹤0.01%
36,200
-256,300
-88% -$9.23M
AON icon
1239
CALL
Aon
AON
$64.6B
$1.47M ﹤0.01%
7,600
+300
+4% +$57.9K
EDU icon
1240
PUT
New Oriental
EDU
$8.83B
$1.47M ﹤0.01%
13,300
-1,100
-8% -$115K
IR icon
1241
PUT
Ingersoll Rand
IR
$28.5B
$1.47M ﹤0.01%
+51,900
New +$1.6M
VMC icon
1242
Vulcan Materials
VMC
$32.4B
$1.46M ﹤0.01%
9,666
+9,645
+45,929% +$1.36M
CNC icon
1243
Centene
CNC
$31.6B
$1.45M ﹤0.01%
33,427
+33,379
+69,540% +$1.63M
GAP
1244
The Gap Inc
GAP
$7.5B
$1.44M ﹤0.01%
83,004
+6,178
+8% +$110K
HAYN
1245
PUT
DELISTED
Haynes International, Inc.
HAYN
$1.43M ﹤0.01%
40,000
-20,000
-33% -$633K
FTNT icon
1246
CALL
Fortinet
FTNT
$115B
$1.43M ﹤0.01%
93,000
-15,500
-14% -$252K
OIH icon
1247
CALL
VanEck Oil Services ETF
OIH
$2.1B
$1.43M ﹤0.01%
6,060
+4,940
+441% +$1.28M
NLSN
1248
CALL
DELISTED
Nielsen Holdings plc
NLSN
$1.43M ﹤0.01%
67,000
-5,700
-8% -$126K
DGII icon
1249
Digi International
DGII
$2.62B
$1.42M ﹤0.01%
+104,449
New +$1.38M
RDS.A
1250
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.42M ﹤0.01%
+24,100
New +$1.43M
48 49
50
51 52

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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.