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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
USIG icon
3501
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
– –
-2
Closed –
USL icon
3502
United States 12 Month Oil Fund,
USL
$43.3M
– –
-4
Closed –
USMV icon
3503
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
– –
-229
Closed -$14K
USRT icon
3504
iShares Core US REIT ETF
USRT
$4.61B
– –
-1
Closed –
UST icon
3505
ProShares Ultra 7-10 Year Treasury
UST
$15.1M
– –
-1
Closed –
UTHR icon
3506
CALL
United Therapeutics
UTHR
$22.3B
– –
-64,800
Closed -$5.06M
UUP icon
3507
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
– –
-500
Closed -$13K
UWM icon
3508
ProShares Ultra Russell2000
UWM
$245M
– –
-4
Closed –
UXI icon
3509
ProShares Ultra Industrials
UXI
$32.9M
– –
-12
Closed –
UYG icon
3510
ProShares Ultra Financials
UYG
$854M
– –
-6
Closed –
UYM icon
3511
ProShares Ultra Materials
UYM
$40.2M
– –
-4
Closed –
VAC icon
3512
Marriott Vacations Worldwide
VAC
$4.08B
– –
-40
Closed -$4K
VAW icon
3513
Vanguard Materials ETF
VAW
$3.09B
– –
-1
Closed –
VB icon
3514
Vanguard Morningstar Small-Cap ETF
VB
$81.5B
– –
-19
Closed -$3K
VBK icon
3515
Vanguard Morningstar Small-Cap Growth ETF
VBK
$23.9B
– –
-1
Closed –
VBTX
3516
DELISTED
Veritex Holdings
VBTX
– –
-434
Closed -$11K
VCIT icon
3517
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.1B
– –
-3
Closed –
VCLT icon
3518
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.83B
– –
-1
Closed –
VCR icon
3519
Vanguard Consumer Discretionary ETF
VCR
$6.24B
– –
-1
Closed –
VCSH icon
3520
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
– –
-1
Closed –
VCYT icon
3521
Veracyte
VCYT
$3.7B
– –
-8
Closed –
VDC icon
3522
Vanguard Consumer Staples ETF
VDC
$7.96B
– –
-1
Closed –
VEA icon
3523
Vanguard FTSE Developed Markets ETF
VEA
$234B
– –
-6
Closed –
VDE icon
3524
Vanguard Energy ETF
VDE
$9.81B
– –
-1
Closed –
VEGI icon
3525
iShares MSCI Agriculture Producers ETF
VEGI
$147M
– –
-1
Closed –
139 140
141
142 143

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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.