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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
KNOW
3826
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
– –
-2
Closed –
ZMLP
3827
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
AIMT
3828
CALL
DELISTED
Aimmune Therapeutics
AIMT
– –
-49,000
Closed -$1.02M
LONE
3829
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
– –
-144,951
Closed -$332K
LONE
3830
PUT
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
– –
-200,000
Closed -$458K
AMTD
3831
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-2,500
Closed -$125K
AMTD
3832
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-20,998
Closed -$1.05M
AMTD
3833
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-700
Closed -$35K
TYBS
3834
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
– –
-1
Closed –
GCE
3835
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
– –
-1
Closed –
VQT
3836
DELISTED
iPath S&P VEQTOR ETN
VQT
– –
-1
Closed –
BFYT
3837
PUT
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-20,000
Closed -$518K
EUMV
3838
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
– –
-1
Closed –
JPMV
3839
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
– –
-1
Closed –
IFEU
3840
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
– –
-1
Closed –
DTUS
3841
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
– –
-1
Closed –
STPP
3842
DELISTED
iPath US Treasury Steepener ETN
STPP
– –
-1
Closed –
FLAT
3843
DELISTED
iPath US Treasury Flattener ETN
FLAT
– –
-1
Closed –
DTYL
3844
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
– –
-1
Closed –
CROP
3845
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
– –
-1
Closed –
DSLV
3846
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
– –
-1
Closed –
DGLD
3847
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
– –
-1
Closed –
ZIV
3848
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
– –
-1
Closed –
CHK
3849
CALL
DELISTED
Chesapeake Energy Corporation
CHK
– –
-250
Closed -$98K
CHK
3850
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,649
Closed -$643K
152 153
154
155 156

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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.