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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
CHRW icon
1526
CALL
C.H. Robinson
CHRW
$17.6B
$644K ﹤0.01%
7,600
+7,300
+2,433% +$614K
AYX
1527
PUT
DELISTED
Alteryx Inc
AYX
$644K ﹤0.01%
6,000
+5,500
+1,100% +$682K
NOAH
1528
Noah Holdings
NOAH
$565M
$643K ﹤0.01%
+22,012
New +$702K
TSEM icon
1529
Tower Semiconductor
TSEM
$24.5B
$642K ﹤0.01%
33,369
-19,253
-37% -$359K
CHKP icon
1530
PUT
Check Point Software Technologies
CHKP
$13.8B
$636K ﹤0.01%
5,800
+5,400
+1,350% +$602K
CRAI icon
1531
CRA International
CRAI
$1.04B
$635K ﹤0.01%
15,140
+7,639
+102% +$311K
SAVE
1532
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$635K ﹤0.01%
+17,500
New +$736K
CRAI icon
1533
PUT
CRA International
CRAI
$1.04B
$630K ﹤0.01%
15,000
– –
IP icon
1534
CALL
International Paper
IP
$18.3B
$624K ﹤0.01%
15,734
-10,244
-39% -$400K
HI
1535
CALL
DELISTED
Hillenbrand
HI
$618K ﹤0.01%
20,000
– –
MSGN
1536
DELISTED
MSG Networks Inc.
MSGN
$618K ﹤0.01%
+38,085
New +$681K
VMW
1537
DELISTED
VMware, Inc
VMW
$614K ﹤0.01%
4,095
-5,189
-56% -$817K
CRC
1538
CALL
DELISTED
California Resources Corporation
CRC
$611K ﹤0.01%
60,200
+43,200
+254% +$554K
FLEX icon
1539
PUT
Flex
FLEX
$41.6B
$609K ﹤0.01%
77,231
+55,070
+248% +$423K
XRX icon
1540
CALL
Xerox
XRX
$412M
$608K ﹤0.01%
+20,300
New +$636K
EMB icon
1541
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$604K ﹤0.01%
5,328
-36,016
-87% -$4.1M
EPC icon
1542
PUT
Edgewell Personal Care
EPC
$1.25B
$604K ﹤0.01%
+18,600
New +$555K
AIG icon
1543
American International
AIG
$39.2B
$602K ﹤0.01%
10,807
+8,567
+382% +$473K
BJRI icon
1544
BJ's Restaurants
BJRI
$1.29B
$601K ﹤0.01%
+15,471
New +$596K
CAR icon
1545
CALL
Avis
CAR
$4.69B
$598K ﹤0.01%
21,200
-10,600
-33% -$325K
QNST icon
1546
QuinStreet
QNST
$1.01B
$598K ﹤0.01%
+47,533
New +$649K
VIAB
1547
DELISTED
Viacom Inc. Class B
VIAB
$591K ﹤0.01%
24,604
+24,482
+20,067% +$683K
KLIC icon
1548
CALL
Kulicke & Soffa
KLIC
$4.38B
$587K ﹤0.01%
+25,000
New +$549K
SMAR
1549
CALL
DELISTED
Smartsheet Inc.
SMAR
$587K ﹤0.01%
16,300
-5,000
-23% -$238K
SPWR
1550
DELISTED
SunPower Corporation Common Stock
SPWR
$587K ﹤0.01%
+81,707
New +$674K
60 61
62
63 64

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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.