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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
EUDG icon
2576
WisdomTree Europe Quality Dividend Growth Fund
EUDG
$70.6M
– –
-1
Closed –
EUFN icon
2577
iShares MSCI Europe Financials ETF
EUFN
$4.29B
– –
-1
Closed –
EUM icon
2578
ProShares Trust Short MSCI Emerging Markets
EUM
$10.9M
– –
-1
Closed –
EUO icon
2579
ProShares UltraShort Euro
EUO
$34.6M
– –
-1
Closed –
EUSA icon
2580
iShares MSCI USA Equal Weighted ETF
EUSA
$1.88B
– –
-1
Closed –
EURL icon
2581
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$57.3M
– –
-1
Closed –
EVRG icon
2582
Evergy
EVRG
$19.2B
– –
-5
Closed -$316
EVRI
2583
CALL
DELISTED
Everi Holdings
EVRI
– –
-45,000
Closed -$537K
EWA icon
2584
iShares MSCI Australia ETF
EWA
$1.45B
– –
-811
Closed -$18K
EWC icon
2585
iShares MSCI Canada ETF
EWC
$6.33B
– –
-1
Closed –
EWD icon
2586
iShares MSCI Sweden ETF
EWD
$595M
– –
-1
Closed –
EWG icon
2587
iShares MSCI Germany ETF
EWG
$1.62B
– –
-1
Closed –
EWK icon
2588
iShares MSCI Belgium ETF
EWK
$165M
– –
-1
Closed –
EWM icon
2589
iShares MSCI Malaysia ETF
EWM
$325M
– –
-1
Closed –
EWL icon
2590
iShares MSCI Switzerland ETF
EWL
$2.23B
– –
-1
Closed –
EWN icon
2591
iShares MSCI Netherlands ETF
EWN
$637M
– –
-1
Closed –
EWO icon
2592
iShares MSCI Austria ETF
EWO
$185M
– –
-1
Closed –
EWP icon
2593
iShares MSCI Spain ETF
EWP
$2.17B
– –
-591
Closed -$17K
EWQ icon
2594
iShares MSCI France ETF
EWQ
$345M
– –
-571
Closed -$18K
EWS icon
2595
iShares MSCI Singapore ETF
EWS
$1.08B
– –
-1
Closed –
EWT icon
2596
iShares MSCI Taiwan ETF
EWT
$10.7B
– –
-357
Closed -$12K
EWUS icon
2597
iShares MSCI United Kingdom Small-Cap ETF
EWUS
$43.5M
– –
-1
Closed –
EWV icon
2598
ProShares Trust UltraShort MSCI Japan
EWV
$5.06M
– –
0
– –
EWX icon
2599
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$693M
– –
-1
Closed –
EWY icon
2600
iShares MSCI South Korea ETF
EWY
$24.1B
– –
-428
Closed -$26K
102 103
104
105 106

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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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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.