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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
VONV icon
3551
Vanguard Russell 1000 Value ETF
VONV
$21B
– –
-2
Closed –
VOO icon
3552
Vanguard S&P 500 ETF
VOO
$1.01T
– –
-149
Closed -$40K
VOOG icon
3553
Vanguard S&P 500 Growth ETF
VOOG
$27B
– –
-6
Closed –
VOOV icon
3554
Vanguard S&P 500 Value ETF
VOOV
$6.67B
– –
-1
Closed –
VOT icon
3555
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.8B
– –
-1
Closed –
VOX icon
3556
Vanguard Communication Services ETF
VOX
$5.73B
– –
-1
Closed –
VPL icon
3557
Vanguard FTSE Pacific ETF
VPL
$8.36B
– –
-1
Closed –
VPU
3558
Vanguard Utilities ETF
VPU
$8.33B
– –
-1
Closed –
VREX icon
3559
Varex Imaging
VREX
$520M
– –
-10,621
Closed -$326K
VRP icon
3560
Invesco Variable Rate Preferred ETF
VRP
$3.01B
– –
-1
Closed –
VRSN icon
3561
VeriSign
VRSN
$26.4B
– –
-1
Closed –
VSAT icon
3562
Viasat
VSAT
$11.8B
– –
-50
Closed -$4K
VSH icon
3563
Vishay Intertechnology
VSH
$5.19B
– –
-1,885
Closed -$31K
VSS icon
3564
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.7B
– –
-1
Closed –
VST icon
3565
Vistra
VST
$47.9B
$0 ﹤0.01%
1
-22,662
-100% -$539K
VT icon
3566
Vanguard Total World Stock ETF
VT
$79.2B
– –
-85
Closed -$6K
VTHR icon
3567
Vanguard Russell 3000 ETF
VTHR
$4.81B
– –
-1
Closed –
VTI icon
3568
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
– –
-42
Closed -$6K
VTIP icon
3569
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
– –
-1
Closed –
VTR icon
3570
Ventas
VTR
$47.2B
– –
-859
Closed -$59K
VTV icon
3571
Vanguard Morningstar Value ETF
VTV
$191B
– –
-2
Closed –
VTWG icon
3572
Vanguard Russell 2000 Growth ETF
VTWG
$1.54B
– –
-1
Closed –
VTVT icon
3573
vTv Therapeutics
VTVT
$134M
– –
-63
Closed -$4K
VTWO icon
3574
Vanguard Russell 2000 ETF
VTWO
$17.8B
– –
-2
Closed –
VTWV icon
3575
Vanguard Russell 2000 Value ETF
VTWV
$1.31B
– –
-1
Closed –
141 142
143
144 145

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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.