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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
SZK icon
3401
ProShares UltraShort Consumer Staples
SZK
$9.06M
– –
0
– –
TAK icon
3402
Takeda Pharmaceutical
TAK
$54.4B
– –
-400
Closed -$7K
TAN icon
3403
Invesco Solar ETF
TAN
$1.45B
– –
-1
Closed –
TBF icon
3404
ProShares Short 20+ Year Treasury ETF
TBF
$105M
– –
-1
Closed –
TBPH icon
3405
Theravance Biopharma
TBPH
$877M
– –
-338,848
Closed -$5.53M
TBPH icon
3406
PUT
Theravance Biopharma
TBPH
$877M
– –
-400,000
Closed -$6.53M
TBT icon
3407
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
– –
-500,000
Closed -$14.5M
TBX icon
3408
ProShares Short 7-10 Year Treasury
TBX
$20.9M
– –
-1
Closed –
TCBI icon
3409
Texas Capital Bancshares
TCBI
$4.32B
– –
-6
Closed –
TCMD icon
3410
CALL
Tactile Systems Technology
TCMD
$651M
– –
-50,000
Closed -$2.85M
TDC icon
3411
PUT
Teradata
TDC
$2.54B
– –
-1,000
Closed -$36K
TDIV icon
3412
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.38B
– –
-1
Closed –
TDOC icon
3413
Teladoc Health
TDOC
$1.21B
– –
-1
Closed –
TDS icon
3414
Telephone and Data Systems
TDS
$4.1B
– –
-16,900
Closed -$514K
TDS icon
3415
PUT
Telephone and Data Systems
TDS
$4.1B
– –
-40,000
Closed -$1.22M
TDTF icon
3416
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
– –
-1
Closed –
TDTT icon
3417
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.52B
– –
-1
Closed –
TECK icon
3418
CALL
Teck Resources
TECK
$32.4B
– –
-1,500
Closed -$34K
TECK icon
3419
Teck Resources
TECK
$32.4B
– –
-36
Closed -$1K
TECL icon
3420
Direxion Daily Technology Bull 3x ETF
TECL
$5.97B
– –
-40
Closed -$1K
TEF
3421
DELISTED
Telefonica
TEF
– –
-1,807
Closed -$12K
TEL icon
3422
PUT
TE Connectivity
TEL
$62.3B
– –
-1,200
Closed -$115K
TER icon
3423
CALL
Teradyne
TER
$60.2B
– –
-3,000
Closed -$144K
TER icon
3424
Teradyne
TER
$60.2B
– –
-44
Closed -$2K
TER icon
3425
PUT
Teradyne
TER
$60.2B
– –
-2,100
Closed -$100K
135 136
137
138 139

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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.