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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
NBR icon
3051
Nabors Industries
NBR
$1.23B
– –
-116
Closed -$17K
NDAQ icon
3052
Nasdaq
NDAQ
$52.9B
– –
-210
Closed -$7K
NDSN icon
3053
PUT
Nordson
NDSN
$17.2B
– –
-122,700
Closed -$17.3M
NEAR icon
3054
iShares Short Maturity Bond ETF
NEAR
$4.85B
– –
-1
Closed –
NEO icon
3055
NeoGenomics
NEO
$2B
– –
-11
Closed –
NFTY icon
3056
First Trust India Nifty 50 Equal Weight ETF
NFTY
$118M
– –
-1
Closed –
NFRA icon
3057
FlexShares STOXX Global Broad Infrastructure Index Fund
NFRA
$3.01B
– –
-1
Closed –
NGL icon
3058
NGL Energy Partners
NGL
$2.17B
– –
-121,428
Closed -$1.79M
NGVT icon
3059
Ingevity
NGVT
$2.66B
– –
-4
Closed –
NI icon
3060
NiSource
NI
$20.8B
– –
-1
Closed –
NICE icon
3061
CALL
Nice
NICE
$5.69B
– –
-800
Closed -$110K
NIO icon
3062
NIO
NIO
$11.5B
– –
-39,948
Closed -$122K
NLR icon
3063
VanEck Uranium + Nuclear Energy ETF
NLR
$4.04B
– –
-1
Closed –
NMIH icon
3064
NMI Holdings
NMIH
$3.31B
– –
-114,859
Closed -$3.26M
NMRK icon
3065
CALL
Newmark Group
NMRK
$2.66B
– –
-125,000
Closed -$1.12M
NOBL icon
3066
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
– –
-2
Closed –
NOG icon
3067
Northern Oil and Gas
NOG
$2.21B
– –
-7,865
Closed -$152K
NOG icon
3068
PUT
Northern Oil and Gas
NOG
$2.21B
– –
-10,000
Closed -$193K
NOMD icon
3069
Nomad Foods
NOMD
$1.65B
– –
-22
Closed –
NORW icon
3070
Global X MSCI Norway ETF
NORW
$87.5M
– –
-1
Closed –
NRP icon
3071
Natural Resource Partners
NRP
$1.39B
– –
-4,894
Closed -$174K
NSP icon
3072
Insperity
NSP
$1.96B
– –
-144
Closed -$18K
NSSC icon
3073
Napco Security Technologies
NSSC
$1.46B
– –
-51,580
Closed -$765K
NTNX icon
3074
Nutanix
NTNX
$16.3B
– –
-4,093
Closed -$106K
NTNX icon
3075
PUT
Nutanix
NTNX
$16.3B
– –
-55,500
Closed -$1.44M
121 122
123
124 125

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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.