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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
EFG icon
2526
iShares MSCI EAFE Growth ETF
EFG
$17.3B
– –
-1
Closed –
EFO icon
2527
ProShares Ultra MSCI EAFE
EFO
$32M
– –
-3
Closed –
EFU icon
2528
ProShares Trust UltraShort MSCI EAFE
EFU
$1.13M
– –
-1
Closed –
EFV icon
2529
iShares MSCI EAFE Value ETF
EFV
$29.4B
– –
-1
Closed –
EFX icon
2530
Equifax
EFX
$21.4B
– –
-15
Closed -$2K
EFZ icon
2531
ProShares Trust Short MSCI EAFE
EFZ
$9.98M
– –
-1
Closed –
EGHT icon
2532
CALL
8x8 Inc
EGHT
$332M
– –
-100
Closed -$2K
EGHT icon
2533
8x8 Inc
EGHT
$332M
– –
-285
Closed -$7K
EGHT icon
2534
PUT
8x8 Inc
EGHT
$332M
– –
-1,300
Closed -$31K
EIDO icon
2535
iShares MSCI Indonesia ETF
EIDO
$501M
– –
-1
Closed –
EIRL icon
2536
iShares MSCI Ireland ETF
EIRL
$78.5M
– –
-1
Closed –
EIS icon
2537
iShares MSCI Israel ETF
EIS
$909M
– –
-1
Closed –
EIX icon
2538
Edison International
EIX
$26.4B
– –
-55,604
Closed -$3.75M
EINC icon
2539
VanEck Energy Income ETF
EINC
$80.3M
– –
0
– –
ELAN icon
2540
Elanco Animal Health
ELAN
$11.1B
– –
-63
Closed -$2K
ELD icon
2541
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
– –
-1
Closed –
ELF icon
2542
e.l.f. Beauty
ELF
$5.81B
– –
-405
Closed -$6K
EMCB icon
2543
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
– –
-1
Closed –
EMHY icon
2544
iShares JPMorgan EM High Yield Bond ETF
EMHY
$627M
– –
-1
Closed –
EMIF icon
2545
iShares Emerging Markets Infrastructure ETF
EMIF
$13.1M
– –
-1
Closed –
EMLC icon
2546
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.84B
– –
-112
Closed -$4K
EMLP icon
2547
First Trust North American Energy Infrastructure Fund
EMLP
$4.08B
– –
-1
Closed –
EMN icon
2548
Eastman Chemical
EMN
$8.42B
– –
-1
Closed –
ENFR icon
2549
Alerian Energy Infrastructure ETF
ENFR
$506M
– –
-1
Closed –
ENOR icon
2550
iShares MSCI Norway ETF
ENOR
$96M
– –
-1
Closed –
100 101
102
103 104

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Nomura Asset Management
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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.