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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
SD icon
3301
PUT
SandRidge Energy
SD
$496M
– –
-42,500
Closed -$294K
SDD icon
3302
ProShares UltraShort SmallCap600
SDD
$1.32M
– –
0
– –
SDIV icon
3303
Global X SuperDividend ETF
SDIV
$1.2B
– –
0
– –
SDOG icon
3304
ALPS Sector Dividend Dogs ETF
SDOG
$1.41B
– –
-1
Closed –
SDY icon
3305
State Street SPDR S&P Dividend ETF
SDY
$23.7B
– –
-1
Closed –
SEE
3306
DELISTED
Sealed Air
SEE
– –
-207
Closed -$9K
SEM
3307
CALL
DELISTED
Select Medical
SEM
– –
-160,544
Closed -$1.37M
SFIX
3308
Stitch Fix
SFIX
$538M
– –
-144
Closed -$5K
SGMO
3309
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-17,500
Closed -$188K
SGMO
3310
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-7,900
Closed -$85K
SGMO
3311
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-17,500
Closed -$188K
SGOL icon
3312
abrdn Physical Gold Shares ETF
SGOL
$7.25B
– –
-10
Closed –
SHM icon
3313
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
– –
-1
Closed –
SHOO icon
3314
Steven Madden
SHOO
$3.53B
– –
-12
Closed –
SHV icon
3315
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
– –
-1
Closed –
SHYD icon
3316
VanEck Short High Yield Muni ETF
SHYD
$453M
– –
-1
Closed –
SHY icon
3317
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
– –
-1
Closed –
SIJ icon
3318
ProShares UltraShort Industrials
SIJ
$5.59M
– –
0
– –
SILJ icon
3319
Amplify Junior Silver Miners ETF
SILJ
$3.63B
– –
-1
Closed –
SIRI icon
3320
CALL
SiriusXM
SIRI
$10.1B
– –
-700
Closed -$39K
SIRI icon
3321
SiriusXM
SIRI
$10.1B
– –
-8,903
Closed -$497K
SIRI icon
3322
PUT
SiriusXM
SIRI
$10.1B
– –
-10
Closed -$1K
SIVR icon
3323
abrdn Physical Silver Shares ETF
SIVR
$4.29B
– –
-1
Closed –
SIZE icon
3324
iShares MSCI USA Size Factor ETF
SIZE
$438M
– –
-1
Closed –
SJB icon
3325
ProShares Short High Yield
SJB
$47.8M
– –
-1
Closed –
131 132
133
134 135

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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.