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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
EWGS
3701
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
– –
-1
Closed –
KFYP
3702
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
– –
-2
Closed –
RAD
3703
DELISTED
Rite Aid Corporation
RAD
– –
-8,250
Closed -$66K
GLCN
3704
DELISTED
VanEck China Growth Leaders ETF
GLCN
– –
-1
Closed –
SNLN
3705
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
– –
-1
Closed –
HYLD
3706
DELISTED
High Yield ETF
HYLD
– –
-1
Closed –
AJRD
3707
CALL
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-22,000
Closed -$985K
AJRD
3708
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-10
Closed –
VRAY
3709
DELISTED
ViewRay, Inc.
VRAY
– –
-57,974
Closed -$511K
VRAY
3710
PUT
DELISTED
ViewRay, Inc.
VRAY
– –
-150,000
Closed -$1.32M
BICK
3711
DELISTED
First Trust BICK Index Fund
BICK
– –
-1
Closed –
QDYN
3712
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
– –
-1
Closed –
CS
3713
DELISTED
Credit Suisse Group
CS
– –
-2,419
Closed -$29K
BCM
3714
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
– –
-1
Closed –
NIB
3715
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
– –
-1
Closed –
OIL
3716
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
– –
-1
Closed –
LD
3717
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
– –
-1
Closed –
TA
3718
DELISTED
TravelCenters of America LLC
TA
– –
-10,986
Closed -$199K
IBDD
3719
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
– –
-4
Closed –
EWSC
3720
DELISTED
Invesco S&P SmallCap 600 Equal Weight ETF
EWSC
– –
-1
Closed –
IAA
3721
CALL
DELISTED
IAA, Inc. Common Stock
IAA
– –
-45,000
Closed -$1.75M
DBS
3722
DELISTED
Invesco DB Silver Fund
DBS
– –
-1
Closed –
RFP
3723
DELISTED
Resolute Forest Products Inc.
RFP
– –
-34,434
Closed -$248K
GRU
3724
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
– –
-1
Closed –
PRTY
3725
DELISTED
Party City Holdco Inc.
PRTY
– –
-8,434
Closed -$62K
147 148
149
150 151

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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.