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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
FNI
3726
DELISTED
First Trust Chindia ETF
FNI
– –
-1
Closed –
ABMD
3727
DELISTED
Abiomed Inc
ABMD
– –
-69
Closed -$18K
WIL
3728
DELISTED
iPath Women in Leadership ETN
WIL
– –
-1
Closed –
BSJM
3729
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
– –
-1
Closed –
IMLP
3730
DELISTED
iPath S&P MLP ETN
IMLP
– –
-1
Closed –
SWCH
3731
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-22,892
Closed -$300K
SWCH
3732
PUT
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-37,500
Closed -$491K
CLR
3733
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-263
Closed -$11K
ZEN
3734
PUT
DELISTED
ZENDESK INC
ZEN
– –
-3,100
Closed -$276K
TEN
3735
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-190
Closed -$2K
QTNT
3736
DELISTED
Quotient Limited Ordinary Shares
QTNT
– –
-774
Closed -$289K
DWPP
3737
DELISTED
First Trust Dorsey Wright People's Portfolio ETF
DWPP
– –
-1
Closed –
RJA
3738
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
– –
-1
Closed –
RJN
3739
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
– –
-1
Closed –
RJI
3740
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-1
Closed –
RJZ
3741
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
– –
-1
Closed –
AVLR
3742
DELISTED
Avalara, Inc.
AVLR
– –
-3
Closed –
SHLX
3743
CALL
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-36,000
Closed -$746K
SHLX
3744
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-4,542
Closed -$94K
CVET
3745
CALL
DELISTED
Covetrus, Inc. Common Stock
CVET
– –
-8,000
Closed -$196K
TMX
3746
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-45,000
Closed -$2.34M
TMX
3747
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-11
Closed -$1K
CAPD
3748
DELISTED
iPath Shiller CAPE ETN
CAPD
– –
-10
Closed –
WBII
3749
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-1
Closed –
MENV
3750
DELISTED
AdvisorShares North Square McKee ESG Core Bond ETF
MENV
– –
-1
Closed –
148 149
150
151 152

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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.