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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
MLPG
3976
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
– –
-1
Closed –
AMU
3977
DELISTED
ETRACS Alerian MLP Index ETN
AMU
– –
-1
Closed –
SDYL
3978
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
– –
-1
Closed –
MLPC
3979
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
– –
-1
Closed –
FAUS
3980
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
– –
-1
Closed –
FCAN
3981
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
– –
-1
Closed –
DZK
3982
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
– –
-1
Closed –
JPNL
3983
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
– –
-1
Closed –
IBMI
3984
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
– –
-1
Closed –
SOIL
3985
DELISTED
Global X Fertilizers/Potash ETF
SOIL
– –
-1
Closed –
DTUL
3986
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
– –
-1
Closed –
UGLD
3987
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
-1
Closed –
AXJL
3988
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
– –
-1
Closed –
HYND
3989
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
– –
-1
Closed –
SORL
3990
DELISTED
SORL Auto Parts, Inc.
SORL
– –
-15,486
Closed -$55K
DRR
3991
DELISTED
Market Vectors Double Short Euro ETN
DRR
– –
-1
Closed –
FTR
3992
CALL
DELISTED
Frontier Communications Corp.
FTR
– –
-42,000
Closed -$74K
HUSE
3993
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
– –
-1
Closed –
CY
3994
DELISTED
Cypress Semiconductor
CY
– –
-81
Closed -$1.85K
CNY
3995
DELISTED
Market Vectors-Renminbi
CNY
– –
-1
Closed –
CEFL
3996
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
– –
-1
Closed –
MORL
3997
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
– –
-1
Closed –
DTYS
3998
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
– –
-1
Closed –
FXCH
3999
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
– –
-1
Closed –
FXS
4000
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
– –
-1
Closed –
158 159
160
161 162

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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.