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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
APC
3901
PUT
DELISTED
Anadarko Petroleum
APC
– –
-104,400
Closed -$7.37M
WYDE
3902
DELISTED
ProShares CDS Short North American HY Credit ETF
WYDE
– –
-1
Closed –
CTRL
3903
DELISTED
Control4 Corporation
CTRL
– –
-1,440
Closed -$34K
DATA
3904
CALL
DELISTED
Tableau Software, Inc.
DATA
– –
-4,300
Closed -$713K
DATA
3905
PUT
DELISTED
Tableau Software, Inc.
DATA
– –
-2,800
Closed -$466K
WP
3906
DELISTED
Worldpay, Inc.
WP
– –
-2
Closed –
ARRY
3907
CALL
DELISTED
Array Biopharma Inc
ARRY
– –
-15,000
Closed -$695K
ARRY
3908
DELISTED
Array Biopharma Inc
ARRY
– –
-42
Closed -$2K
ARRY
3909
PUT
DELISTED
Array Biopharma Inc
ARRY
– –
-15,000
Closed -$695K
LEXEA
3910
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
– –
-30
Closed -$1K
HTZ.RT
3911
CALL
DELISTED
Hertz Global Holdings
HTZ.RT
– –
-21,300
Closed -$41K
HTZ.RT
3912
DELISTED
Hertz Global Holdings
HTZ.RT
– –
-6,246
Closed -$12K
HTZ.RT
3913
PUT
DELISTED
Hertz Global Holdings
HTZ.RT
– –
-34,100
Closed -$68K
DYNC
3914
DELISTED
Vistra Energy Corp.
DYNC
– –
-644
Closed -$60K
ADRE
3915
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
– –
-1
Closed –
EWEM
3916
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
– –
-1
Closed –
EEB
3917
DELISTED
Invesco BRIC ETF
EEB
– –
-1
Closed –
HAO
3918
DELISTED
Invesco China Small Cap ETF
HAO
– –
-1
Closed –
LVL
3919
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
– –
-1
Closed –
NFO
3920
DELISTED
Invesco Insider Sentiment ETF
NFO
– –
-1
Closed –
TAO
3921
DELISTED
Invesco China Real Estate ETF
TAO
– –
-1
Closed –
SEA
3922
DELISTED
Invesco Shipping ETF
SEA
– –
-1
Closed –
DBV
3923
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
– –
-1
Closed –
DGL
3924
DELISTED
Invesco DB Gold Fund
DGL
– –
-1
Closed –
CBPO
3925
CALL
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-10,000
Closed -$953K
155 156
157
158 159

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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.