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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
IJS icon
2851
iShares S&P Small-Cap 600 Value ETF
IJS
$8.34B
– –
-2
Closed –
IJT icon
2852
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.42B
– –
-2
Closed –
ILCB icon
2853
iShares Morningstar US Equity ETF
ILCB
$1.32B
– –
-4
Closed –
ILCG icon
2854
iShares Morningstar Growth ETF
ILCG
$3.27B
– –
-5
Closed –
ILCV icon
2855
iShares Morningstar Value ETF
ILCV
$1.35B
– –
-2
Closed –
ILF icon
2856
iShares Latin America 40 ETF
ILF
$3.76B
– –
-8
Closed –
ILPT
2857
Industrial Logistics Properties Trust
ILPT
$586M
– –
-81
Closed -$2K
ILTB icon
2858
iShares Core 10+ Year USD Bond ETF
ILTB
$596M
– –
-1
Closed –
IMCB icon
2859
iShares Morningstar Mid-Cap ETF
IMCB
$1.7B
– –
-4
Closed –
IMCG icon
2860
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.09B
– –
-6
Closed –
IMCV icon
2861
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
– –
-3
Closed –
INCO icon
2862
Columbia India Consumer ETF
INCO
$239M
– –
-1
Closed –
INDA icon
2863
iShares MSCI India ETF
INDA
$6.63B
– –
-64
Closed -$2K
INDL icon
2864
Direxion Daily MSCI India Bull 2X ETF
INDL
$58.2M
– –
-1
Closed –
INDY icon
2865
iShares S&P India Nifty 50 Index Fund
INDY
$569M
– –
-1
Closed –
ING icon
2866
ING
ING
$102B
– –
-810
Closed -$9K
INGR icon
2867
Ingredion
INGR
$6.58B
– –
-6
Closed –
INKM icon
2868
State Street Income Allocation ETF
INKM
$75M
– –
-1
Closed –
INVH icon
2869
Invitation Homes
INVH
$18B
– –
-1
Closed –
IONS icon
2870
Ionis Pharmaceuticals
IONS
$9.4B
– –
-1,120
Closed -$72K
IONS icon
2871
PUT
Ionis Pharmaceuticals
IONS
$9.4B
– –
-25,000
Closed -$1.61M
IOO icon
2872
iShares Global 100 ETF
IOO
$9.25B
– –
-2
Closed –
IOVA icon
2873
Iovance Biotherapeutics
IOVA
$2.83B
– –
-10
Closed –
IPAC icon
2874
iShares Core MSCI Pacific ETF
IPAC
$2.77B
– –
-1
Closed –
IPKW icon
2875
Invesco International BuyBack Achievers ETF
IPKW
$563M
– –
-1
Closed –
113 114
115
116 117

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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.