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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
SPYV icon
3376
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
– –
-4
Closed –
SRE icon
3377
CALL
Sempra
SRE
$55.1B
– –
-30,000
Closed -$2.06M
SRE icon
3378
Sempra
SRE
$55.1B
– –
-24
Closed -$2K
SRLN icon
3379
State Street Blackstone Senior Loan ETF
SRLN
$5.33B
– –
-1
Closed –
SSO icon
3380
ProShares Ultra S&P500
SSO
$8.26B
– –
-16
Closed –
STAA icon
3381
STAAR Surgical
STAA
$1.15B
– –
-15,882
Closed -$467K
STE icon
3382
Steris
STE
$22.6B
– –
-16,819
Closed -$2.5M
STIP icon
3383
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
– –
-1
Closed –
STLD icon
3384
Steel Dynamics
STLD
$37.5B
– –
-1
Closed –
STM icon
3385
PUT
STMicroelectronics
STM
$47.5B
– –
-50,300
Closed -$886K
STPZ icon
3386
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
– –
-1
Closed –
STRA icon
3387
Strategic Education
STRA
$1.86B
– –
-20
Closed -$4K
STT icon
3388
CALL
State Street
STT
$50.8B
– –
-800
Closed -$45K
STT icon
3389
State Street
STT
$50.8B
– –
-54
Closed -$3K
STWD icon
3390
Starwood Property Trust
STWD
$5.91B
– –
-410
Closed -$9K
SUB icon
3391
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
– –
-1
Closed –
SUI icon
3392
Sun Communities
SUI
$14.7B
– –
-13
Closed -$2K
SUPV
3393
Grupo Supervielle
SUPV
$763M
– –
-995
Closed -$8K
SURE icon
3394
AdvisorShares Insider Advantage ETF
SURE
$57.4M
– –
-1
Closed –
SUSA icon
3395
iShares ESG Optimized MSCI USA ETF
SUSA
$4.15B
– –
-2
Closed –
SVRA icon
3396
Savara
SVRA
$1.19B
– –
-79,805
Closed -$189K
SYLD icon
3397
Cambria Shareholder Yield ETF
SYLD
$1.01B
– –
-1
Closed –
SYK icon
3398
Stryker
SYK
$129B
– –
-384
Closed -$79K
SYNA icon
3399
Synaptics
SYNA
$3.99B
– –
-18,009
Closed -$525K
SYY icon
3400
CALL
Sysco
SYY
$40.4B
– –
-1,600
Closed -$113K
134 135
136
137 138

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Credit Agricole
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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.