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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
FXSG
4001
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
– –
-1
Closed –
TYNS
4002
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
– –
-1
Closed –
TSS
4003
DELISTED
Total System Services, Inc.
TSS
– –
-20
Closed -$3K
AXJV
4004
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
– –
-1
Closed –
SLY
4005
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
– –
-2
Closed –
SVA
4006
DELISTED
Sinovac Biotech, Ltd
SVA
– –
-5,055
Closed -$33K
STMP
4007
PUT
DELISTED
Stamps.com, Inc.
STMP
– –
-73,800
Closed -$3.34M
DO
4008
DELISTED
Diamond Offshore Drilling
DO
– –
-667
Closed -$6K
VG
4009
DELISTED
Vonage Holdings Corporation
VG
– –
-320
Closed -$4K
CPI
4010
DELISTED
CPI Inflation Hedged ETF
CPI
– –
-1
Closed –
RHT
4011
DELISTED
Red Hat Inc
RHT
– –
-2
Closed –
GSC
4012
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
– –
-1
Closed –
NORW
4013
DELISTED
Global X MSCI Norway ETF
NORW
– –
-1
Closed –
ALFA
4014
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
– –
-1
Closed –
FNSR
4015
CALL
DELISTED
Finisar Corp
FNSR
– –
-3,700
Closed -$85K
FNSR
4016
DELISTED
Finisar Corp
FNSR
– –
-365
Closed -$8K
FNSR
4017
PUT
DELISTED
Finisar Corp
FNSR
– –
-4,400
Closed -$100K
CN
4018
DELISTED
Xtrackers MSCI All China Equity ETF
CN
– –
-1
Closed –
CZR
4019
DELISTED
Caesars Entertainment Corporation
CZR
$0 ﹤0.01%
2
-59,547
-100% -$698K
EMCG
4020
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
– –
-1
Closed –
LMLP
4021
DELISTED
ETRACS Monthly Pay 2xLeveraged Wells Fargo MLP Ex-Energy ETN
LMLP
– –
-1
Closed –
BHVN
4022
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
– –
-21,209
Closed -$929K
CADE
4023
DELISTED
Cadence Bancorporation
CADE
– –
-15
Closed –
FDC
4024
CALL
DELISTED
First Data Corporation
FDC
– –
-2,000
Closed -$54K
FDC
4025
DELISTED
First Data Corporation
FDC
– –
-284
Closed -$8K
158 159 160
161
162

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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.