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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
GQRE icon
2751
FlexShares Global Quality Real Estate Index Fund
GQRE
$421M
– –
-1
Closed –
GREK
2752
Global X MSCI Greece ETF
GREK
$316M
– –
0
– –
GRID
2753
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12.1B
– –
-1
Closed –
GRPM icon
2754
Invesco S&P MidCap 400 GARP ETF
GRPM
$509M
– –
-1
Closed –
GSG icon
2755
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
– –
-1
Closed –
GSK icon
2756
GSK
GSK
$106B
– –
-9
Closed –
GSY icon
2757
Invesco Ultra Short Duration ETF
GSY
$3.9B
– –
-1
Closed –
GUNR icon
2758
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.32B
– –
-1
Closed –
GURU icon
2759
Global X Guru Index ETF
GURU
$63.5M
– –
-1
Closed –
GVAL icon
2760
Cambria Global Value ETF
GVAL
$596M
– –
-1
Closed –
GVI icon
2761
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
– –
-1
Closed –
GWX icon
2762
State Street SPDR S&P International Small Cap ETF
GWX
$913M
– –
-1
Closed –
GXC icon
2763
State Street SPDR S&P China ETF
GXC
$482M
– –
-1
Closed –
COLO
2764
Global X MSCI Colombia ETF
COLO
$207M
– –
0
– –
GYLD icon
2765
Arrow Dow Jones Global Yield ETF
GYLD
$37.5M
– –
-1
Closed –
HAP icon
2766
VanEck Natural Resources ETF
HAP
$310M
– –
-1
Closed –
HBI
2767
DELISTED
Hanesbrands
HBI
$0 ﹤0.01%
14
-7
-33% -$106
HDGE icon
2768
AdvisorShares Ranger Equity Bear ETF
HDGE
$53.4M
– –
0
– –
HDV
2769
iShares Core High Dividend ETF
HDV
$14.9B
– –
-5
Closed –
HEDJ icon
2770
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
– –
-582
Closed -$19K
HEFA icon
2771
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.71B
– –
-1
Closed –
HEI.A icon
2772
HEICO Corp Class A
HEI.A
$37.2B
– –
-5
Closed -$1K
HELE icon
2773
Helen of Troy
HELE
$693M
– –
-4
Closed -$1K
HEWJ icon
2774
iShares Currency Hedged MSCI Japan ETF
HEWJ
$744M
– –
-1
Closed –
HEZU icon
2775
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$586M
– –
-1
Closed –
109 110
111
112 113

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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.