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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
IPO icon
2876
Renaissance IPO ETF
IPO
$161M
– –
-1
Closed –
IQDF icon
2877
FlexShares International Quality Dividend Index Fund
IQDF
$1.17B
– –
-1
Closed –
IQDY icon
2878
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$113M
– –
-1
Closed –
IQV icon
2879
IQVIA
IQV
$39.3B
– –
-11
Closed -$2K
IRM icon
2880
Iron Mountain
IRM
$36.1B
– –
-7
Closed -$220
IRM icon
2881
PUT
Iron Mountain
IRM
$36.1B
– –
-30,000
Closed -$939K
ISCB icon
2882
iShares Morningstar Small-Cap ETF
ISCB
$292M
– –
-4
Closed –
ISCG icon
2883
iShares Morningstar Small-Cap Growth ETF
ISCG
$1.02B
– –
-6
Closed –
ISCV icon
2884
iShares Morningstar Small-Cap Value ETF
ISCV
$706M
– –
-3
Closed –
ISHG icon
2885
iShares 1-3 Year International Treasury Bond ETF
ISHG
$832M
– –
-1
Closed –
ISRA icon
2886
VanEck Israel ETF
ISRA
$159M
– –
-1
Closed –
ISTB icon
2887
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
– –
-2
Closed –
ITA icon
2888
iShares US Aerospace & Defense ETF
ITA
$14.7B
– –
-2
Closed –
ITM icon
2889
VanEck Intermediate Muni ETF
ITM
$2.15B
– –
-2
Closed –
ITOT icon
2890
iShares Core S&P Total US Stock Market ETF
ITOT
$97.8B
– –
-99
Closed -$7K
IUSB icon
2891
iShares Core Universal USD Bond ETF
IUSB
$43.1B
– –
-2
Closed –
IUSV icon
2892
iShares Core S&P US Value ETF
IUSV
$27.7B
– –
-3
Closed –
IUSG icon
2893
iShares Core S&P US Growth ETF
IUSG
$33.7B
– –
-2
Closed –
IVE icon
2894
iShares S&P 500 Value ETF
IVE
$49.8B
– –
-1
Closed –
IVOG icon
2895
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.7B
– –
-2
Closed –
IVOO icon
2896
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.83B
– –
-2
Closed –
IVOV icon
2897
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.36B
– –
-2
Closed –
IVV icon
2898
iShares Core S&P 500 ETF
IVV
$902B
– –
-155
Closed -$46K
IVW icon
2899
iShares S&P 500 Growth ETF
IVW
$77.6B
– –
-4
Closed –
IWB icon
2900
iShares Russell 1000 ETF
IWB
$50.1B
– –
-42
Closed -$7K
114 115
116
117 118

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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.