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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
TFI icon
3426
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
– –
-1
Closed –
TFIN icon
3427
Triumph Financial Inc
TFIN
$1.82B
– –
-126
Closed -$4K
TFLO icon
3428
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
– –
-1
Closed –
THD icon
3429
iShares MSCI Thailand ETF
THD
$369M
– –
-1
Closed –
THG icon
3430
Hanover Insurance
THG
$8.06B
– –
-50
Closed -$6K
TILT icon
3431
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.24B
– –
-1
Closed –
TIP icon
3432
iShares TIPS Bond ETF
TIP
$14.5B
– –
-1
Closed –
TIPX icon
3433
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
– –
-1
Closed –
TIPZ icon
3434
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.2M
– –
-1
Closed –
TLH icon
3435
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
– –
-1
Closed –
TLTD icon
3436
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$680M
– –
-1
Closed –
TLTE icon
3437
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$345M
– –
-1
Closed –
TM icon
3438
Toyota
TM
$223B
– –
-9,402
Closed -$1.17M
TME icon
3439
Tencent Music
TME
$15.7B
– –
-28,910
Closed -$433K
TMF icon
3440
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.15B
– –
0
– –
TMO icon
3441
Thermo Fisher Scientific
TMO
$213B
– –
-355
Closed -$102K
TMV icon
3442
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$190M
– –
-2,560
Closed -$87K
TNA icon
3443
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.41B
– –
-2
Closed –
TOK icon
3444
iShares MSCI Kokusai Fund
TOK
$256M
– –
-1
Closed –
TOLZ icon
3445
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$174M
– –
-1
Closed –
TPB icon
3446
CALL
Turning Point Brands
TPB
$1.71B
– –
-8,000
Closed -$391K
TPB icon
3447
Turning Point Brands
TPB
$1.71B
– –
-7,430
Closed -$364K
TPIC
3448
CALL
DELISTED
TPI Composites
TPIC
– –
-44,900
Closed -$1.11M
TPIC
3449
DELISTED
TPI Composites
TPIC
– –
-4,531
Closed -$112K
TPR icon
3450
CALL
Tapestry
TPR
$32.6B
– –
-4,600
Closed -$146K
136 137
138
139 140

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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.