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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
IBCE
3951
DELISTED
iShares iBonds Mar 2023 Term Corporate ex-Financials ETF
IBCE
– –
-4
Closed –
RODI
3952
DELISTED
iPath Return on Disability ETN
RODI
– –
-1
Closed –
REV
3953
CALL
DELISTED
Revlon, Inc.
REV
– –
-25,000
Closed -$483K
REV
3954
DELISTED
Revlon, Inc.
REV
– –
-19,357
Closed -$374K
REV
3955
PUT
DELISTED
Revlon, Inc.
REV
– –
-25,000
Closed -$483K
EMSH
3956
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
– –
-1
Closed –
RALS
3957
DELISTED
ProShares RAFI Long/Short
RALS
– –
-1
Closed –
DDG
3958
DELISTED
Proshares Short Oil & Gas
DDG
– –
-1
Closed –
PSXP
3959
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
– –
-7,330
Closed -$362K
UFS
3960
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-16,932
Closed -$754K
UFS
3961
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-225,000
Closed -$10M
QADA
3962
CALL
DELISTED
QAD Inc.
QADA
– –
-25,000
Closed -$1M
QADA
3963
DELISTED
QAD Inc.
QADA
– –
-5,451
Closed -$219K
QADA
3964
PUT
DELISTED
QAD Inc.
QADA
– –
-25,000
Closed -$1M
XVZ
3965
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
– –
-1
Closed –
DFVL
3966
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
– –
-1
Closed –
SYV
3967
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
– –
-1
Closed –
SYE
3968
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
– –
-1
Closed –
CHL
3969
DELISTED
China Mobile Limited
CHL
– –
-270
Closed -$12K
CHU
3970
CALL
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-200
Closed -$2K
CHU
3971
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-27
Closed –
USV
3972
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
– –
-1
Closed –
DJCI
3973
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
– –
-1
Closed –
UN
3974
CALL
DELISTED
Unilever NV New York Registry Shares
UN
– –
-17,600
Closed -$1.07M
BDCS
3975
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
– –
-1
Closed –
157 158
159
160 161

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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.