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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
CHK
3851
PUT
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,818
Closed -$709K
JPGE
3852
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
– –
-1
Closed –
WBC
3853
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-308
Closed -$41K
GULF
3854
DELISTED
WisdomTree Middle East Dividend Fund
GULF
– –
-1
Closed –
DTO
3855
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
– –
-1
Closed –
I
3856
CALL
DELISTED
INTELSAT S. A.
I
– –
-1,200
Closed -$24K
I
3857
DELISTED
INTELSAT S. A.
I
– –
-4,655
Closed -$91K
I
3858
PUT
DELISTED
INTELSAT S. A.
I
– –
-25,900
Closed -$504K
CARO
3859
DELISTED
Carolina Financial Corp.
CARO
– –
-531
Closed -$19K
URR
3860
DELISTED
Market Vectors Double Long Euro ETN
URR
– –
-1
Closed –
HECO
3861
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
– –
-1
Closed –
KOL
3862
DELISTED
VanEck Vectors Coal ETF
KOL
– –
0
– –
FLAG
3863
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
– –
-1
Closed –
BDCL
3864
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
– –
-1
Closed –
DVYL
3865
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
– –
-1
Closed –
IBDC
3866
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
– –
-4
Closed –
FINU
3867
DELISTED
ProShares UltraPro Financial Select Sector
FINU
– –
-2
Closed –
DPK
3868
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
– –
-1
Closed –
DVHL
3869
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
– –
-1
Closed –
DLBS
3870
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
– –
-1
Closed –
ZAYO
3871
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-2
Closed –
DERM
3872
DELISTED
Dermira, Inc.
DERM
– –
-7,759
Closed -$74K
DWAQ
3873
DELISTED
Invesco DWA NASDAQ Momentum ETF
DWAQ
– –
-1
Closed –
FRN
3874
DELISTED
Invesco Frontier Markets ETF
FRN
– –
-1
Closed –
PMR
3875
DELISTED
Invesco Dynamic Retail ETF
PMR
– –
-1
Closed –
153 154
155
156 157

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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.