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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
RWW
3876
DELISTED
Invesco S&P Financials Revenue ETF
RWW
– –
-1
Closed –
ADRA
3877
DELISTED
Invesco BLDRS Asia 50 ADR Index Fund
ADRA
– –
-1
Closed –
ADRD
3878
DELISTED
Invesco BLDRS Developed Markets 100 ADR Index Fund
ADRD
– –
-1
Closed –
ADRU
3879
DELISTED
Invesco BLDRS Europe Select ADR Index Fund
ADRU
– –
-1
Closed –
LPT
3880
DELISTED
Liberty Property Trust
LPT
– –
-140
Closed -$7K
BSJJ
3881
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
– –
-1
Closed –
BSCJ
3882
DELISTED
Invesco BulletShares 2019 Corporate Bond ETF
BSCJ
– –
-1
Closed –
TUZ
3883
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
– –
-1
Closed –
MDSO
3884
CALL
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-20,000
Closed -$1.81M
SHOS
3885
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-20,166
Closed -$48K
NCI
3886
DELISTED
Navigant Consulting, Inc.
NCI
– –
-47,701
Closed -$1.11M
NCI
3887
PUT
DELISTED
Navigant Consulting, Inc.
NCI
– –
-100,000
Closed -$2.32M
AABA
3888
CALL
DELISTED
Altaba Inc
AABA
– –
-28,000
Closed -$1.94M
AABA
3889
DELISTED
Altaba Inc
AABA
– –
-3,807
Closed -$264K
AABA
3890
PUT
DELISTED
Altaba Inc
AABA
– –
-4,900
Closed -$340K
BID
3891
DELISTED
Sotheby's
BID
– –
-4
Closed –
SFLY
3892
CALL
DELISTED
Shutterfly, Inc.
SFLY
– –
-145,300
Closed -$7.34M
SFLY
3893
DELISTED
Shutterfly, Inc.
SFLY
– –
-88,156
Closed -$4.46M
SFLY
3894
PUT
DELISTED
Shutterfly, Inc.
SFLY
– –
-45,800
Closed -$2.31M
CRAY
3895
DELISTED
Cray, Inc.
CRAY
– –
-620
Closed -$22K
CHSP
3896
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-250
Closed -$7K
MBTF
3897
DELISTED
MBT Financial Corporation
MBTF
– –
-973
Closed -$10K
DCUD
3898
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
– –
-1,378,648
Closed -$69.3M
APC
3899
CALL
DELISTED
Anadarko Petroleum
APC
– –
-118,300
Closed -$8.34M
APC
3900
DELISTED
Anadarko Petroleum
APC
– –
-36,995
Closed -$2.61M
154 155
156
157 158

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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.