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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
FIVN icon
2651
CALL
FIVE9
FIVN
$2.54B
– –
-600
Closed -$31K
FIVN icon
2652
FIVE9
FIVN
$2.54B
– –
-12
Closed -$1K
FIW icon
2653
First Trust Water ETF
FIW
$1.94B
– –
-1
Closed –
FJP icon
2654
First Trust Japan AlphaDEX Fund
FJP
$264M
– –
-1
Closed –
FKU icon
2655
First Trust United Kingdom AlphaDEX Fund
FKU
$39.9M
– –
-1
Closed –
FLEX icon
2656
Flex
FLEX
$44.8B
– –
-945
Closed -$7.26K
FLN icon
2657
First Trust Latin America AlphaDEX Fund
FLN
$37.3M
– –
-1
Closed –
FLOT icon
2658
iShares Floating Rate Bond ETF
FLOT
$10.3B
– –
-1
Closed –
FLR icon
2659
CALL
Fluor
FLR
$7.96B
– –
-1,800
Closed -$60K
FLR icon
2660
Fluor
FLR
$7.96B
– –
-1
Closed –
FLR icon
2661
PUT
Fluor
FLR
$7.96B
– –
-500
Closed -$17K
FLRN icon
2662
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
– –
-1
Closed –
FLTR icon
2663
VanEck IG Floating Rate ETF
FLTR
$2.97B
– –
-1
Closed –
FLXS icon
2664
Flexsteel Industries
FLXS
$311M
– –
-1,260
Closed -$21K
FMAT icon
2665
Fidelity MSCI Materials Index ETF
FMAT
$611M
– –
-1
Closed –
FMC icon
2666
FMC
FMC
$1.33B
– –
-14
Closed -$1K
FMX icon
2667
Fomento Económico Mexicano
FMX
$41.7B
– –
-6
Closed -$1K
FNCL icon
2668
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
– –
-1
Closed –
FNDA icon
2669
Schwab Fundamental US Small Company Index ETF
FNDA
$9.38B
– –
-2
Closed –
FNDB icon
2670
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.45B
– –
-3
Closed –
FNDC icon
2671
Schwab Fundamental International Small Company Index ETF
FNDC
$3.16B
– –
-1
Closed –
FNDE icon
2672
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.81B
– –
-1
Closed –
FNDX icon
2673
Schwab Fundamental US Large Company Index ETF
FNDX
$27.3B
– –
-3
Closed –
FNDF icon
2674
Schwab Fundamental International Large Company Index ETF
FNDF
$25.5B
– –
-1
Closed –
FNK icon
2675
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
– –
-1
Closed –
105 106
107
108 109

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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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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.