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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
FANG icon
1826
Diamondback Energy
FANG
$56.7B
$216K ﹤0.01%
2,399
-11,528
-83% -$1.15M
SHAK icon
1827
PUT
Shake Shack
SHAK
$2.55B
$216K ﹤0.01%
+2,200
New +$194K
CTAS icon
1828
CALL
Cintas
CTAS
$80B
$214K ﹤0.01%
+3,200
New +$205K
CZR icon
1829
Caesars Entertainment
CZR
$6.05B
$214K ﹤0.01%
+5,360
New +$227K
GEF icon
1830
Greif
GEF
$4.75B
$214K ﹤0.01%
+5,643
New +$197K
MNK
1831
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$214K ﹤0.01%
+89,000
New +$455K
GPN icon
1832
Global Payments
GPN
$23B
$211K ﹤0.01%
1,326
+1,311
+8,740% +$214K
TAL icon
1833
TAL Education Group
TAL
$6.35B
$211K ﹤0.01%
6,174
+5,984
+3,149% +$208K
SINA
1834
DELISTED
Sina Corp
SINA
$210K ﹤0.01%
5,354
+1,223
+30% +$49.9K
KEY icon
1835
KeyCorp
KEY
$23.2B
$209K ﹤0.01%
11,742
-36,735
-76% -$635K
PHM icon
1836
Pultegroup
PHM
$22.7B
$208K ﹤0.01%
5,682
-893
-14% -$29.7K
SWKS icon
1837
Skyworks Solutions
SWKS
$11.5B
$208K ﹤0.01%
2,620
-25,210
-91% -$2.01M
JNK icon
1838
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.83B
$207K ﹤0.01%
1,900
-7,148,100
-100% -$775M
KLIC icon
1839
Kulicke & Soffa
KLIC
$4.38B
$207K ﹤0.01%
+8,808
New +$194K
NGD
1840
DELISTED
New Gold Inc
NGD
$206K ﹤0.01%
203,866
+36,216
+22% +$44K
TIVO
1841
DELISTED
Tivo Inc
TIVO
$205K ﹤0.01%
26,862
-123,362
-82% -$943K
CBOE icon
1842
Cboe Global Markets
CBOE
$30.5B
$203K ﹤0.01%
+1,769
New +$205K
CNQ icon
1843
Canadian Natural Resources
CNQ
$106B
$203K ﹤0.01%
+15,585
New +$193K
SCS
1844
DELISTED
Steelcase
SCS
$202K ﹤0.01%
+10,983
New +$183K
UPWK icon
1845
Upwork
UPWK
$1.03B
$202K ﹤0.01%
+15,196
New +$232K
RETA
1846
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$201K ﹤0.01%
2,499
-487
-16% -$41.3K
HTZ
1847
DELISTED
Hertz Global Holdings, Inc.
HTZ
$201K ﹤0.01%
14,517
-40,625
-74% -$572K
BMY icon
1848
Bristol-Myers Squibb
BMY
$132B
$200K ﹤0.01%
3,941
-16,931
-81% -$796K
AEO icon
1849
American Eagle Outfitters
AEO
$2.83B
$198K ﹤0.01%
12,178
-30,268
-71% -$505K
INCY icon
1850
Incyte
INCY
$25.5B
$197K ﹤0.01%
2,651
+2,626
+10,504% +$212K
72 73
74
75 76

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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.