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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
VUG icon
3576
Vanguard Morningstar Growth ETF
VUG
$230B
– –
-6
Closed –
VUSE icon
3577
Vident US Equity Strategy ETF
VUSE
$696M
– –
-1
Closed –
VV icon
3578
Vanguard Morningstar Large-Cap ETF
VV
$54.1B
– –
-1
Closed –
VWO icon
3579
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$123B
– –
-32,000
Closed -$1.36M
VWO icon
3580
Vanguard FTSE Emerging Markets ETF
VWO
$123B
– –
-955
Closed -$41K
VWOB icon
3581
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.17B
– –
-1
Closed –
VXF icon
3582
Vanguard Extended Market ETF
VXF
$31.3B
– –
-1
Closed –
VXUS icon
3583
Vanguard Total International Stock ETF
VXUS
$158B
– –
-5
Closed –
VXX icon
3584
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$148M
– –
-5,231
Closed -$8.33M
VYM icon
3585
Vanguard High Dividend Yield ETF
VYM
$82.5B
– –
-6
Closed -$1K
WBD icon
3586
Warner Bros
WBD
$66.3B
– –
-2,870
Closed -$88K
WBIF icon
3587
WBI BullBear Value 3000 ETF
WBIF
$23.3M
– –
-1
Closed –
WBIL icon
3588
WBI BullBear Quality 3000 ETF
WBIL
$29.5M
– –
-1
Closed –
WCC
3589
WESCO International
WCC
$18.5B
– –
-10
Closed -$1K
WCN
3590
Waste Connections
WCN
$41.3B
– –
-25
Closed -$2.31K
WDIV icon
3591
State Street SPDR S&P Global Dividend ETF
WDIV
$279M
– –
-1
Closed –
WEAT icon
3592
Teucrium Wheat Fund
WEAT
$297M
– –
-5,047
Closed -$145K
WEAT icon
3593
PUT
Teucrium Wheat Fund
WEAT
$297M
– –
-5,700
Closed -$163K
WELL icon
3594
CALL
Welltower
WELL
$170B
– –
-6,500
Closed -$530K
WELL icon
3595
Welltower
WELL
$170B
– –
-590
Closed -$48K
WES icon
3596
CALL
Western Midstream Partners
WES
$19.4B
– –
-15,000
Closed -$462K
WES icon
3597
Western Midstream Partners
WES
$19.4B
– –
-6,832
Closed -$210K
WGO icon
3598
Winnebago Industries
WGO
$882M
– –
-58
Closed -$2K
WHD icon
3599
Cactus
WHD
$5.38B
– –
-9,964
Closed -$330K
WIP icon
3600
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$472M
– –
-1
Closed –
142 143
144
145 146

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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.