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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
FUL icon
2701
CALL
H.B. Fuller
FUL
$3.28B
– –
-12,500
Closed -$580K
FUL icon
2702
H.B. Fuller
FUL
$3.28B
– –
-2,236
Closed -$104K
FUL icon
2703
PUT
H.B. Fuller
FUL
$3.28B
– –
-12,500
Closed -$580K
FUTY icon
2704
Fidelity MSCI Utilities Index ETF
FUTY
$2.29B
– –
-1
Closed –
FV icon
2705
First Trust Dorsey Wright Focus 5 ETF
FV
$3.77B
– –
-1
Closed –
FVD icon
2706
First Trust Value Line Dividend Fund
FVD
$8.41B
– –
-1
Closed –
FXA icon
2707
Invesco CurrencyShares Australian Dollar Trust
FXA
$98M
– –
-1
Closed –
FXB icon
2708
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
– –
-1
Closed –
FXC icon
2709
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.1M
– –
-41
Closed -$3K
FXD icon
2710
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
– –
-1
Closed –
FXF icon
2711
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
– –
-1,106
Closed -$105K
FXG icon
2712
First Trust Consumer Staples AlphaDEX Fund
FXG
$227M
– –
-1
Closed –
FXH icon
2713
First Trust Health Care AlphaDEX Fund
FXH
$1.08B
– –
-1
Closed –
FXL icon
2714
First Trust Technology AlphaDEX Fund
FXL
$2.79B
– –
-1
Closed –
FXN icon
2715
First Trust Energy AlphaDEX Fund
FXN
$368M
– –
-1
Closed –
FXO icon
2716
First Trust Financials AlphaDEX Fund
FXO
$1.14B
– –
-1
Closed –
FXR icon
2717
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$766M
– –
-1
Closed –
FXU icon
2718
First Trust Utilities AlphaDEX Fund
FXU
$825M
– –
-1
Closed –
FXY icon
2719
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
– –
-63,178
Closed -$5.58M
FXZ icon
2720
First Trust Materials AlphaDEX Fund
FXZ
$398M
– –
-1
Closed –
FYC icon
2721
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.32B
– –
-1
Closed –
FYLD icon
2722
Cambria Foreign Shareholder Yield ETF
FYLD
$720M
– –
-1
Closed –
FYT icon
2723
First Trust Small Cap Value AlphaDEX Fund
FYT
$193M
– –
-1
Closed –
FYX icon
2724
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.4B
– –
-1
Closed –
GAL icon
2725
State Street Global Allocation ETF
GAL
$313M
– –
-1
Closed –
107 108
109
110 111

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
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
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.