We are live on ! Find out more
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
IEMG icon
2826
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
– –
-1
Closed –
IEUR icon
2827
iShares Core MSCI Europe ETF
IEUR
$9.16B
– –
-451
Closed -$21K
IEUS icon
2828
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
– –
-1
Closed –
IEV icon
2829
iShares Europe ETF
IEV
$1.7B
– –
-1
Closed –
IEZ icon
2830
iShares US Oil Equipment & Services ETF
IEZ
$364M
– –
-1
Closed –
IFGL icon
2831
iShares International Developed Real Estate ETF
IFGL
$83.2M
– –
-1
Closed –
IFV icon
2832
First Trust Dorsey Wright International Focus 5 ETF
IFV
$235M
– –
-1
Closed –
IGE icon
2833
iShares North American Natural Resources ETF
IGE
$758M
– –
-1
Closed –
IGF icon
2834
iShares Global Infrastructure ETF
IGF
$10.8B
– –
-1
Closed –
IGHG icon
2835
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
– –
-1
Closed –
IGIB icon
2836
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
– –
-2
Closed –
IGLB icon
2837
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.84B
– –
-1
Closed –
IGM icon
2838
iShares Expanded Tech Sector ETF
IGM
$10.7B
– –
-6
Closed –
IGOV icon
2839
iShares International Treasury Bond ETF
IGOV
$1.54B
– –
-2
Closed –
IGPT icon
2840
Invesco AI and Next Gen Software ETF
IGPT
$1.21B
– –
-3
Closed –
IGSB icon
2841
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-2
Closed –
IGV icon
2842
iShares Expanded Tech-Software Sector ETF
IGV
$14.5B
– –
-10
Closed –
IHE icon
2843
iShares US Pharmaceuticals ETF
IHE
$1.64B
– –
-3
Closed –
IHF icon
2844
iShares US Healthcare Providers ETF
IHF
$1.27B
– –
-5
Closed –
IHDG icon
2845
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.25B
– –
-1
Closed –
IHI icon
2846
iShares US Medical Devices ETF
IHI
$3.38B
– –
-6
Closed –
IJH icon
2847
iShares Core S&P Mid-Cap ETF
IJH
$127B
– –
-5
Closed –
IJJ icon
2848
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.97B
– –
-2
Closed –
IJK icon
2849
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
– –
-4
Closed –
IJR icon
2850
iShares Core S&P Small-Cap ETF
IJR
$112B
– –
-42
Closed -$3K
112 113
114
115 116

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
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.