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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
XPH icon
3626
State Street SPDR S&P Pharmaceuticals ETF
XPH
$504M
– –
-2
Closed –
XPP icon
3627
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.89M
– –
-1
Closed –
XSD icon
3628
State Street SPDR S&P Semiconductor ETF
XSD
$2.84B
– –
-2
Closed –
XSLV icon
3629
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
– –
-1
Closed –
XSMO icon
3630
Invesco S&P SmallCap Momentum ETF
XSMO
$3.11B
– –
-1
Closed –
XSVM icon
3631
Invesco S&P SmallCap Value with Momentum ETF
XSVM
$679M
– –
-1
Closed –
XSW icon
3632
State Street SPDR S&P Software & Services ETF
XSW
$478M
– –
-2
Closed –
XTL icon
3633
State Street SPDR S&P Telecom ETF
XTL
$590M
– –
-1
Closed –
XTN icon
3634
State Street SPDR S&P Transportation ETF
XTN
$400M
– –
-2
Closed –
XYLD icon
3635
Global X S&P 500 Covered Call ETF
XYLD
$3.27B
– –
-1
Closed –
XYL icon
3636
CALL
Xylem
XYL
$28.5B
– –
-25,000
Closed -$2.09M
XYL icon
3637
Xylem
XYL
$28.5B
– –
-156
Closed -$13K
XYL icon
3638
PUT
Xylem
XYL
$28.5B
– –
-25,900
Closed -$2.17M
YCS icon
3639
ProShares UltraShort Yen
YCS
$29.4M
– –
-4
Closed –
YETI icon
3640
CALL
Yeti Holdings
YETI
$3.98B
– –
-61,700
Closed -$1.79M
YETI icon
3641
Yeti Holdings
YETI
$3.98B
– –
-10,314
Closed -$299K
YINN icon
3642
Direxion Daily FTSE China Bull 3X ETF
YINN
$740M
– –
0
– –
YUMC icon
3643
Yum China
YUMC
$16.3B
$0 ﹤0.01%
9
-201
-96% -$8.98K
YXI icon
3644
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.61M
– –
-1
Closed –
ZD icon
3645
Ziff Davis
ZD
$1.94B
– –
-7
Closed -$1K
ZG icon
3646
CALL
Zillow
ZG
$8.44B
– –
-6,500
Closed -$297K
ZG icon
3647
Zillow
ZG
$8.44B
– –
-41
Closed -$2K
ZG icon
3648
PUT
Zillow
ZG
$8.44B
– –
-1,000
Closed -$46K
ZION icon
3649
Zions Bancorporation
ZION
$10.5B
– –
-1
Closed –
ZROZ icon
3650
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.28B
– –
-1
Closed –
144 145
146
147 148

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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.