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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
SJNK icon
3326
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
– –
-529
Closed -$14K
SKYY icon
3327
First Trust Cloud Computing ETF
SKYY
$3.01B
– –
-1
Closed –
SLF icon
3328
Sun Life Financial
SLF
$45.6B
– –
-190
Closed -$8K
SLVO icon
3329
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.9M
– –
0
– –
SLVP icon
3330
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$885M
– –
-1
Closed –
SLX icon
3331
VanEck Steel ETF
SLX
$174M
– –
-1
Closed –
SLYG icon
3332
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.17B
– –
-4
Closed –
SLYV icon
3333
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.99B
– –
-2
Closed –
SMB icon
3334
VanEck Short Muni ETF
SMB
$312M
– –
-1
Closed –
SMDD icon
3335
ProShares UltraPro Short MidCap400
SMDD
$1.98M
– –
0
– –
SMIN icon
3336
iShares MSCI India Small-Cap ETF
SMIN
$773M
– –
-1
Closed –
SMLV icon
3337
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$261M
– –
-1
Closed –
SMMU icon
3338
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
– –
-1
Closed –
SMOG icon
3339
VanEck Low Carbon Energy ETF
SMOG
$132M
– –
-1
Closed –
SNBR
3340
DELISTED
Sleep Number
SNBR
– –
-8
Closed –
SNDR icon
3341
Schneider National
SNDR
$6.17B
– –
-22,916
Closed -$418K
SOCL icon
3342
Global X Social Media ETF
SOCL
$92.2M
– –
-1
Closed –
SONY icon
3343
Sony
SONY
$136B
– –
-195
Closed -$2.2K
SOXL icon
3344
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$22.4B
– –
-195
Closed -$2K
SOXX icon
3345
iShares Semiconductor ETF
SOXX
$47.7B
– –
-141
Closed -$9K
SPAB icon
3346
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.75B
– –
-2
Closed –
SPBO icon
3347
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
– –
-1
Closed –
SPDW icon
3348
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
– –
-701
Closed -$21K
SPEM icon
3349
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
– –
-2
Closed –
SPEU icon
3350
State Street SPDR Portfolio Europe ETF
SPEU
$739M
– –
-1
Closed –
132 133
134
135 136

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Carson Wealth (CWM LLC)
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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.