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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
ANGI icon
2276
Angi Inc
ANGI
$196M
– –
-2
Closed –
ANSS
2277
DELISTED
Ansys
ANSS
– –
-26
Closed -$5K
AOA icon
2278
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.28B
– –
-1
Closed –
AOK icon
2279
iShares Core Conservative Allocation ETF
AOK
$798M
– –
-1
Closed –
AOM icon
2280
iShares Core Moderate Allocation ETF
AOM
$1.78B
– –
-1
Closed –
AOR icon
2281
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.72B
– –
-1
Closed –
AOS icon
2282
CALL
A.O. Smith
AOS
$8.7B
– –
-900
Closed -$42K
APD icon
2283
Air Products & Chemicals
APD
$67.6B
– –
-28,793
Closed -$6.52M
APH icon
2284
Amphenol
APH
$209B
– –
-4
Closed –
APTV icon
2285
Aptiv
APTV
$10.3B
– –
-60
Closed -$5K
AQB icon
2286
AquaBounty Technologies
AQB
$6.02M
– –
-6
Closed –
ARCB icon
2287
ArcBest
ARCB
$3.08B
– –
-24,818
Closed -$698K
ARCC icon
2288
Ares Capital
ARCC
$14.4B
– –
-52
Closed -$1K
ARE icon
2289
Alexandria Real Estate Equities
ARE
$8.56B
– –
-11
Closed -$2K
ARES icon
2290
Ares Management
ARES
$30.9B
– –
-16
Closed –
ARGT icon
2291
Global X MSCI Argentina ETF
ARGT
$826M
– –
-1
Closed –
ARKK icon
2292
ARK Innovation ETF
ARKK
$6.31B
– –
-100
Closed -$5K
ARWR icon
2293
CALL
Arrowhead Research
ARWR
$12.4B
– –
-125,000
Closed -$3.31M
ASEA icon
2294
Global X FTSE Southeast Asia ETF
ASEA
$102M
– –
-1
Closed –
ASHS icon
2295
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
ASHS
$35M
– –
-1
Closed –
ASX icon
2296
ASE Group
ASX
$82.2B
– –
-265
Closed -$1K
ATHM icon
2297
CALL
Autohome
ATHM
$2.62B
– –
-1,300
Closed -$111K
ATHM icon
2298
Autohome
ATHM
$2.62B
– –
-14,190
Closed -$1.22M
ATHM icon
2299
PUT
Autohome
ATHM
$2.62B
– –
-2,000
Closed -$171K
ATI icon
2300
CALL
ATI
ATI
$31B
– –
-39,200
Closed -$988K
90 91
92
93 94

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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.