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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
TPR icon
3451
Tapestry
TPR
$32.6B
– –
-9
Closed –
TQQQ icon
3452
ProShares UltraPro QQQ
TQQQ
$36.7B
– –
-48
Closed –
TRGP icon
3453
CALL
Targa Resources
TRGP
$57.3B
– –
-20,000
Closed -$785K
TRGP icon
3454
Targa Resources
TRGP
$57.3B
– –
-1
Closed –
TRIP icon
3455
CALL
TripAdvisor
TRIP
$1.2B
– –
-2,400
Closed -$112K
TRP icon
3456
CALL
TC Energy
TRP
$66.7B
– –
-230,000
Closed -$11.4M
TRP icon
3457
TC Energy
TRP
$66.7B
– –
-8,246
Closed -$408K
TRUE
3458
DELISTED
TrueCar
TRUE
– –
-43
Closed –
TRV icon
3459
Travelers Companies
TRV
$80.3B
– –
-196
Closed -$29K
TRV icon
3460
PUT
Travelers Companies
TRV
$80.3B
– –
-400
Closed -$60K
TSQ icon
3461
Townsquare Media
TSQ
$113M
– –
-13,993
Closed -$75K
TTE icon
3462
TotalEnergies
TTE
$192B
– –
-162
Closed -$8.4K
TTEK icon
3463
PUT
Tetra Tech
TTEK
$8.88B
– –
-27,500
Closed -$432K
TTT icon
3464
ProShares UltraPro Short 20+ Year Treasury
TTT
$19M
– –
0
– –
TW icon
3465
Tradeweb Markets
TW
$21.7B
– –
-60
Closed -$3K
TWO
3466
Two Harbors Investment
TWO
$1.27B
– –
-140
Closed -$7K
TWM icon
3467
ProShares UltraShort Russell2000
TWM
$42.1M
– –
0
– –
TXRH icon
3468
Texas Roadhouse
TXRH
$13.7B
– –
-22,965
Closed -$1.23M
TXRH icon
3469
PUT
Texas Roadhouse
TXRH
$13.7B
– –
-30,000
Closed -$1.61M
TXT icon
3470
Textron
TXT
$15.1B
– –
-86
Closed -$5K
TXT icon
3471
PUT
Textron
TXT
$15.1B
– –
-400
Closed -$21K
TYD icon
3472
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.9M
– –
-1
Closed –
TYO icon
3473
Direxion Daily 7-10 Year Treasury Bear 3X ETF
TYO
$12.4M
– –
-1
Closed –
UAE icon
3474
iShares MSCI UAE ETF
UAE
$319M
– –
-1
Closed –
UBS icon
3475
UBS Group
UBS
$173B
– –
-79
Closed -$1K
137 138
139
140 141

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.