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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
(-3.3%)
Cap. Flow
-$3.52B
Cap. Flow
% of AUM
-3.96%
Top 10 Holdings %
Top 10 Hldgs %
48.33%
Holding
4,040
New
454
Increased
933
Reduced
750
Closed
1,745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$103M |
| 2 |
Apple
AAPL
|
+$88M |
| 3 |
Netflix
NFLX
|
+$86.8M |
| 4 |
Amazon
AMZN
|
+$61.1M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$58.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.64B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$266M |
| 3 |
SPDR Gold Trust
GLD
|
+$133M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
1826
Diamondback Energy
FANG
$52.7B
| $216K | ﹤0.01% |
2,399
-11,528
| -83% | -$1.15M |
|
1827
PUT
Shake Shack
SHAK
$2.87B
| $216K | ﹤0.01% |
+2,200
| New | +$194K |
|
1828
CALL
Cintas
CTAS
$81.3B
| $214K | ﹤0.01% |
+3,200
| New | +$205K |
|
1829
Caesars Entertainment
CZR
$6.14B
| $214K | ﹤0.01% |
+5,360
| New | +$227K |
|
1830
Greif
GEF
$5.04B
| $214K | ﹤0.01% |
+5,643
| New | +$197K |
|
|
MNK
1831
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $214K | ﹤0.01% |
+89,000
| New | +$455K |
|
1832
Global Payments
GPN
$22.8B
| $211K | ﹤0.01% |
1,326
+1,311
| +8,740% | +$214K |
|
1833
TAL Education Group
TAL
$6.87B
| $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 |
|
1835
KeyCorp
KEY
$24.4B
| $209K | ﹤0.01% |
11,742
-36,735
| -76% | -$635K |
|
1836
Pultegroup
PHM
$25.3B
| $208K | ﹤0.01% |
5,682
-893
| -14% | -$29.7K |
|
1837
Skyworks Solutions
SWKS
$10.6B
| $208K | ﹤0.01% |
2,620
-25,210
| -91% | -$2.01M |
|
1838
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
| $207K | ﹤0.01% |
1,900
-7,148,100
| -100% | -$775M |
|
1839
Kulicke & Soffa
KLIC
$4.78B
| $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 |
|
1842
Cboe Global Markets
CBOE
$29.9B
| $203K | ﹤0.01% |
+1,769
| New | +$205K |
|
1843
Canadian Natural Resources
CNQ
$93.8B
| $203K | ﹤0.01% |
+15,585
| New | +$193K |
|
|
SCS
1844
DELISTED
Steelcase
SCS
| $202K | ﹤0.01% |
+10,983
| New | +$183K |
|
1845
Upwork
UPWK
$1.19B
| $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 |
|
1848
Bristol-Myers Squibb
BMY
$132B
| $200K | ﹤0.01% |
3,941
-16,931
| -81% | -$796K |
|
1849
American Eagle Outfitters
AEO
$3.01B
| $198K | ﹤0.01% |
12,178
-30,268
| -71% | -$505K |
|
1850
Incyte
INCY
$24.4B
| $197K | ﹤0.01% |
2,651
+2,626
| +10,504% | +$212K |
|
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HF
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.