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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
VEGA icon
3526
AdvisorShares STAR Global Buy-Write ETF
VEGA
$90.8M
– –
-1
Closed –
VEU icon
3527
Vanguard FTSE All-World ex-US ETF
VEU
$67.9B
– –
-5
Closed –
VFH icon
3528
Vanguard Financials ETF
VFH
$13.7B
– –
-1
Closed –
VGIT icon
3529
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
– –
-1
Closed –
VGK icon
3530
Vanguard FTSE Europe ETF
VGK
$31.1B
– –
-5
Closed –
VGLT icon
3531
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
– –
-1
Closed –
VGSH icon
3532
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
– –
-1
Closed –
VGT icon
3533
Vanguard Information Technology ETF
VGT
$147B
– –
-8
Closed –
VHT icon
3534
Vanguard Health Care ETF
VHT
$18.3B
– –
-1
Closed –
VICI icon
3535
VICI Properties
VICI
$29.1B
– –
-1
Closed –
VIDI icon
3536
Vident International Equity Strategy
VIDI
$444M
– –
-1
Closed –
VIOG icon
3537
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.08B
– –
-2
Closed –
VIOO icon
3538
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.24B
– –
-2
Closed –
VIOV icon
3539
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.89B
– –
-2
Closed –
VIRT icon
3540
Virtu Financial
VIRT
$4.93B
– –
-190
Closed -$4K
VIS icon
3541
Vanguard Industrials ETF
VIS
$8.4B
– –
-1
Closed –
VLU icon
3542
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$768M
– –
-1
Closed –
VLUE icon
3543
iShares MSCI USA Value Factor ETF
VLUE
$9.42B
– –
-1
Closed –
VMBS icon
3544
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
– –
-1
Closed –
VNM icon
3545
VanEck Vietnam ETF
VNM
$504M
– –
-1
Closed –
VNQI icon
3546
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
– –
-361
Closed -$21K
VO icon
3547
Vanguard Morningstar Mid-Cap ETF
VO
$108B
– –
-4
Closed –
VOE icon
3548
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.9B
– –
-1
Closed –
VONE icon
3549
Vanguard Russell 1000 ETF
VONE
$8.52B
– –
-1
Closed –
VONG icon
3550
Vanguard Russell 1000 Growth ETF
VONG
$44.7B
– –
-4
Closed –
140 141
142
143 144

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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.