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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-0.32%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$88.9B
AUM Growth
-$3B
Cap. Flow
-$3.52B
Cap. Flow %
-3.96%
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 Technology 0.81%
2 Consumer Discretionary 0.77%
3 Communication Services 0.62%
4 Industrials 0.32%
5 Financials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BMRN icon
2001
BioMarin Pharmaceuticals
BMRN
$12.4B
$81K ﹤0.01%
1,195
-28,494
-96% -$2.19M
PTE
2002
CALL
DELISTED
PolarityTE, Inc. Common Stock
PTE
$81K ﹤0.01%
1,000
– –
PULM icon
2003
Pulmatrix
PULM
$6.06M
$80K ﹤0.01%
4,896
– –
LHX icon
2004
L3Harris
LHX
$53.4B
$79K ﹤0.01%
+377
New +$77.2K
LITE icon
2005
Lumentum
LITE
$69.3B
$79K ﹤0.01%
1,468
+396
+37% +$22.3K
TAP icon
2006
Molson Coors Class B
TAP
$8.09B
$79K ﹤0.01%
1,371
-702
-34% -$38.1K
BIG
2007
CALL
DELISTED
Big Lots, Inc.
BIG
$79K ﹤0.01%
3,200
-5,200
-62% -$124K
SLCA
2008
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$79K ﹤0.01%
7,900
+900
+13% +$10.4K
FAS icon
2009
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$78K ﹤0.01%
+1,000
New +$75.8K
PFPT
2010
CALL
DELISTED
Proofpoint, Inc.
PFPT
$78K ﹤0.01%
600
-3,700
-86% -$453K
PH icon
2011
Parker-Hannifin
PH
$135B
$77K ﹤0.01%
424
+9
+2% +$1.53K
AAOI icon
2012
PUT
Applied Optoelectronics
AAOI
$11.5B
$76K ﹤0.01%
6,700
-4,600
-41% -$46.1K
ALL icon
2013
CALL
Allstate
ALL
$67.5B
$76K ﹤0.01%
+700
New +$73.1K
GGAL icon
2014
Galicia Financial Group
GGAL
$7.42B
$75K ﹤0.01%
5,750
+5,229
+1,004% +$123K
BZUN
2015
CALL
Baozun
BZUN
$172M
$73K ﹤0.01%
1,700
-76,100
-98% -$3.62M
DFS
2016
DELISTED
Discover Financial Services
DFS
$73K ﹤0.01%
903
-17,239
-95% -$1.42M
EWH icon
2017
iShares MSCI Hong Kong ETF
EWH
$1.22B
$73K ﹤0.01%
3,196
+3,112
+3,705% +$75.5K
FAS icon
2018
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$73K ﹤0.01%
944
+940
+23,500% +$71.3K
VFC icon
2019
VF Corp
VFC
$5.89B
$72K ﹤0.01%
813
-10,903
-93% -$931K
SAND
2020
CALL
DELISTED
Sandstorm Gold
SAND
$71K ﹤0.01%
12,500
– –
MAR icon
2021
Marriott International
MAR
$92.3B
$70K ﹤0.01%
+560
New +$74.3K
EAT icon
2022
Brinker International
EAT
$9.66B
$69K ﹤0.01%
+1,615
New +$64.7K
ZUO
2023
PUT
DELISTED
Zuora, Inc.
ZUO
$69K ﹤0.01%
4,400
+200
+5% +$3.01K
STI
2024
DELISTED
SunTrust Banks, Inc.
STI
$69K ﹤0.01%
1,007
-8,675
-90% -$555K
GPRO icon
2025
GoPro
GPRO
$126M
$67K ﹤0.01%
12,927
+2,376
+23% +$11.2K
79 80
81
82 83

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Credit Agricole
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Carson Wealth (CWM LLC)
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HF
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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 withdrew a net $3.52B in Q3 2019, closing 1,745 positions and reducing 750 holdings. Its most notable exit was Dominion Energy, Inc 2016 Series A Corporate Units, an estimated $69.3M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.81% of assets, up from 0.72% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in International Flavors & Fragrances Inc. 6.00% Tangible Equity Units worth $35.8M.

  • 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.