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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
IWC icon
2901
iShares Micro-Cap ETF
IWC
$1.52B
– –
-1
Closed –
IWD icon
2902
iShares Russell 1000 Value ETF
IWD
$83.7B
– –
-1
Closed –
IWF icon
2903
iShares Russell 1000 Growth ETF
IWF
$128B
– –
-4
Closed –
IWL icon
2904
iShares Russell Top 200 ETF
IWL
$2.28B
– –
-1
Closed –
IWN icon
2905
iShares Russell 2000 Value ETF
IWN
$14.6B
– –
-54
Closed -$7K
IWO icon
2906
iShares Russell 2000 Growth ETF
IWO
$15.1B
– –
-23
Closed -$5K
IWP icon
2907
iShares Russell Mid-Cap Growth ETF
IWP
$20.7B
– –
-2
Closed –
IWR icon
2908
iShares Russell Mid-Cap ETF
IWR
$57.4B
– –
-5
Closed –
IWS icon
2909
iShares Russell Mid-Cap Value ETF
IWS
$16B
– –
-161
Closed -$14K
IWV icon
2910
iShares Russell 3000 ETF
IWV
$20.3B
– –
-1
Closed –
IWX icon
2911
iShares Russell Top 200 Value ETF
IWX
$4.07B
– –
-1
Closed –
IWY icon
2912
iShares Russell Top 200 Growth ETF
IWY
$16.6B
– –
-1
Closed –
IXC icon
2913
iShares Global Energy ETF
IXC
$2.76B
– –
-1
Closed –
IXG icon
2914
iShares Global Financials ETF
IXG
$687M
– –
-1
Closed –
IXJ icon
2915
iShares Global Healthcare ETF
IXJ
$4.18B
– –
-2
Closed –
IXN icon
2916
iShares Global Tech ETF
IXN
$8.83B
– –
-6
Closed –
IXP icon
2917
iShares Global Comm Services ETF
IXP
$572M
– –
-1
Closed –
IXUS icon
2918
iShares Core MSCI Total International Stock ETF
IXUS
$60.1B
– –
-1
Closed –
IYC icon
2919
iShares US Consumer Discretionary ETF
IYC
$1.23B
– –
-4
Closed –
IYE icon
2920
iShares US Energy ETF
IYE
$1.71B
– –
-1
Closed –
IYF icon
2921
iShares US Financials ETF
IYF
$4.61B
– –
-2
Closed –
IYG icon
2922
iShares US Financial Services ETF
IYG
$2.2B
– –
-3
Closed –
IYH icon
2923
iShares US Healthcare ETF
IYH
$3.54B
– –
-5
Closed –
IYJ icon
2924
iShares US Industrials ETF
IYJ
$2.02B
– –
-2
Closed –
IYK icon
2925
iShares US Consumer Staples ETF
IYK
$1.41B
– –
-3
Closed –
115 116
117
118 119

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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.