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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
BTI icon
2351
British American Tobacco
BTI
$128B
– –
-1
Closed –
BTU icon
2352
Peabody Energy
BTU
$2.9B
– –
-13
Closed –
BWX icon
2353
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
– –
-2
Closed –
BWZ icon
2354
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$270M
– –
-1
Closed –
BXMT icon
2355
Blackstone Mortgage Trust
BXMT
$2.38B
– –
-250
Closed -$9K
BYLD icon
2356
iShares Yield Optimized Bond ETF
BYLD
$448M
– –
-1
Closed –
CACI icon
2357
CACI
CACI
$14.2B
– –
-3
Closed -$1K
CAKE icon
2358
Cheesecake Factory
CAKE
$5.33B
– –
-10
Closed –
CAL icon
2359
Caleres
CAL
$487M
– –
-26,889
Closed -$536K
CALX icon
2360
Calix
CALX
$2.39B
– –
-30,615
Closed -$201K
CANE icon
2361
Teucrium Sugar Fund
CANE
$61M
– –
-1
Closed –
CARG icon
2362
CarGurus
CARG
$3.47B
– –
-80
Closed -$3K
CARS icon
2363
Cars.com
CARS
$660M
– –
-28,704
Closed -$566K
CARZ icon
2364
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$48.4M
– –
-1
Closed –
CASY icon
2365
Casey's General Stores
CASY
$30.9B
– –
-31
Closed -$5K
CBOE icon
2366
CALL
Cboe Global Markets
CBOE
$29.9B
– –
-500
Closed -$52K
CBT icon
2367
Cabot Corp
CBT
$4.52B
– –
-9
Closed –
CC icon
2368
Chemours
CC
$2.37B
– –
-18
Closed –
CCK icon
2369
CALL
Crown Holdings
CCK
$13.1B
– –
-8,000
Closed -$489K
CCK icon
2370
Crown Holdings
CCK
$13.1B
– –
-4
Closed –
CDC icon
2371
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$742M
– –
-1
Closed –
CDE icon
2372
CALL
Coeur Mining
CDE
$17.9B
– –
-20,000
Closed -$87K
CDE icon
2373
Coeur Mining
CDE
$17.9B
– –
-164
Closed -$1K
CDNS icon
2374
CALL
Cadence Design Systems
CDNS
$93.4B
– –
-700
Closed -$49K
CDNA icon
2375
CALL
CareDx
CDNA
$2.42B
– –
-9,000
Closed -$324K
93 94
95
96 97

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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.