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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
LITE icon
1376
PUT
Lumentum
LITE
$88.7B
$972K ﹤0.01%
18,200
-25,900
-59% -$1.46M
SAGE
1377
DELISTED
Sage Therapeutics
SAGE
$971K ﹤0.01%
6,923
+1,299
+23% +$217K
EYE icon
1378
National Vision
EYE
$1.35B
$965K ﹤0.01%
40,084
+40,076
+500,950% +$1.17M
DVA icon
1379
DaVita
DVA
$11.7B
$964K ﹤0.01%
16,883
-19,178
-53% -$1.11M
EPD icon
1380
PUT
Enterprise Products Partners
EPD
$84.9B
$964K ﹤0.01%
33,800
-2,500
-7% -$72.8K
CHGG icon
1381
CALL
Chegg
CHGG
$84.1M
$961K ﹤0.01%
+32,100
New +$1.27M
ACLS icon
1382
CALL
Axcelis
ACLS
$3.57B
$957K ﹤0.01%
+56,000
New +$895K
BYD icon
1383
Boyd Gaming
BYD
$5.48B
$957K ﹤0.01%
39,950
+34,338
+612% +$868K
HOG icon
1384
CALL
Harley-Davidson
HOG
$2.78B
$954K ﹤0.01%
26,500
-20,200
-43% -$693K
PAAS icon
1385
PUT
Pan American Silver
PAAS
$21.9B
$953K ﹤0.01%
60,700
+15,700
+35% +$254K
JE
1386
DELISTED
Just Energy Group Inc
JE
$951K ﹤0.01%
+12,164
New +$1.06M
AGNC icon
1387
AGNC Investment
AGNC
$12.5B
$950K ﹤0.01%
+59,041
New +$969K
VALE icon
1388
Vale
VALE
$65.7B
$946K ﹤0.01%
82,231
-9,248
-10% -$112K
CVNA icon
1389
CALL
Carvana
CVNA
$52.8B
$944K ﹤0.01%
+71,500
New +$1.03M
NRG icon
1390
NRG Energy
NRG
$24.3B
$944K ﹤0.01%
23,851
+14,922
+167% +$539K
YELP icon
1391
Yelp
YELP
$1.11B
$944K ﹤0.01%
27,175
+7,417
+38% +$256K
KNDI
1392
PUT
Kandi Technologies Group
KNDI
$60.8M
$939K ﹤0.01%
201,500
– –
AVAV icon
1393
CALL
AeroVironment
AVAV
$7.16B
$937K ﹤0.01%
17,500
– –
VST icon
1394
CALL
Vistra
VST
$50.7B
$935K ﹤0.01%
35,000
-222,500
-86% -$5.29M
VRTX icon
1395
CALL
Vertex Pharmaceuticals
VRTX
$132B
$933K ﹤0.01%
5,500
-7,500
-58% -$1.33M
VZ icon
1396
Verizon
VZ
$207B
$933K ﹤0.01%
15,450
-16,621
-52% -$957K
WLL
1397
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$926K ﹤0.01%
1,537
+1,456
+1,798% +$1.23M
EDU icon
1398
CALL
New Oriental
EDU
$8.83B
$918K ﹤0.01%
8,300
-8,900
-52% -$932K
TLRA
1399
CALL
DELISTED
Telaria, Inc.
TLRA
$916K ﹤0.01%
132,500
-180,000
-58% -$1.5M
PGEN icon
1400
CALL
Precigen
PGEN
$2.43B
$915K ﹤0.01%
160,000
– –
54 55
56
57 58

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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.