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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
ZCAN
3801
DELISTED
SPDR Solactive Canada ETF
ZCAN
– –
-1
Closed –
SMEZ
3802
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
– –
-1
Closed –
SYG
3803
DELISTED
SPDR MFS Systematic Growth Equity ETF of SSgA Active Trust
SYG
– –
-1
Closed –
ZGBR
3804
DELISTED
SPDR Solactive United Kingdom ETF
ZGBR
– –
-1
Closed –
ZDEU
3805
DELISTED
SPDR Solactive Germany ETF
ZDEU
– –
-1
Closed –
MOM
3806
DELISTED
AGFiQ U.S. Market Neutral Momentum Fund
MOM
– –
-1
Closed –
ACIA
3807
CALL
DELISTED
Acacia Communications Inc
ACIA
– –
-6,800
Closed -$320K
ACIA
3808
DELISTED
Acacia Communications Inc
ACIA
– –
-70
Closed -$3K
ACIA
3809
PUT
DELISTED
Acacia Communications Inc
ACIA
– –
-300
Closed -$14K
FIT
3810
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-2,072
Closed -$9K
FIT
3811
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-2,500
Closed -$11K
PE
3812
DELISTED
PARSLEY ENERGY INC
PE
– –
-2,510
Closed -$48K
WPX
3813
DELISTED
WPX Energy, Inc.
WPX
– –
-84
Closed -$886
TCO
3814
DELISTED
Taubman Centers Inc.
TCO
– –
-90
Closed -$4K
BSJK
3815
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
– –
-1
Closed –
FMK
3816
DELISTED
First Trust Mega Cap AlphaDEX Fund
FMK
– –
-1
Closed –
FVL
3817
DELISTED
First TrustValue Line 100 Exchange-Traded
FVL
– –
-1
Closed –
CHEP
3818
DELISTED
AGFiQ U.S. Market Neutral Value Fund
CHEP
– –
-1
Closed –
UBG
3819
DELISTED
E-TRACS UBS Bloomberg CMCI Gold ETN
UBG
– –
-1
Closed –
UCI
3820
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
– –
-1
Closed –
TAPR
3821
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
MLPI
3822
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-1
Closed –
FKO
3823
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
– –
-1
Closed –
FHK
3824
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
– –
-1
Closed –
DIVC
3825
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
– –
-1
Closed –
151 152
153
154 155

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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.