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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
GATX icon
2726
GATX Corp
GATX
$6.27B
– –
-15,616
Closed -$1.24M
GATX icon
2727
PUT
GATX Corp
GATX
$6.27B
– –
-30,000
Closed -$2.38M
GBF icon
2728
iShares Government/Credit Bond ETF
GBF
$128M
– –
-1
Closed –
GCC icon
2729
WisdomTree Enhanced Commodity Strategy Fund
GCC
$274M
– –
-1
Closed –
GDOT icon
2730
Green Dot
GDOT
$745M
– –
-8
Closed –
GEL icon
2731
CALL
Genesis Energy
GEL
$1.84B
– –
-91,000
Closed -$1.99M
GEL icon
2732
Genesis Energy
GEL
$1.84B
– –
-18,678
Closed -$409K
GEO icon
2733
The GEO Group
GEO
$4.04B
– –
-9,241
Closed -$194K
GFI icon
2734
Gold Fields
GFI
$36.5B
– –
-49
Closed –
GGME icon
2735
Invesco Next Gen Media and Gaming ETF
GGME
$46.3M
– –
-1
Closed –
GHYG icon
2736
iShares US & Intl High Yield Corp Bond ETF
GHYG
$199M
– –
-1
Closed –
GII icon
2737
State Street SPDR S&P Global Infrastructure ETF
GII
$932M
– –
-1
Closed –
GLDI icon
2738
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$32.6M
– –
0
– –
GLIN icon
2739
VanEck India Growth Leaders ETF
GLIN
$95.5M
– –
-1
Closed –
GLL icon
2740
ProShares UltraShort Gold
GLL
$107M
– –
0
– –
GLNG icon
2741
PUT
Golar LNG
GLNG
$5.13B
– –
-50,000
Closed -$924K
GLTR icon
2742
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.67B
– –
-1
Closed –
GMF icon
2743
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$438M
– –
-1
Closed –
GNMA icon
2744
iShares GNMA Bond ETF
GNMA
$423M
– –
-1
Closed –
GNR icon
2745
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.9B
– –
-1
Closed –
GNTX icon
2746
Gentex
GNTX
$5.07B
– –
-230
Closed -$6K
GOVT icon
2747
iShares US Treasury Bond ETF
GOVT
$43.6B
– –
-1
Closed –
GOVI icon
2748
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.23B
– –
-1
Closed –
GPC icon
2749
Genuine Parts
GPC
$18.7B
– –
-8,212
Closed -$788K
GPK icon
2750
Graphic Packaging
GPK
$3.58B
– –
-9,815
Closed -$137K
108 109
110
111 112

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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.