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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
DWM icon
2501
WisdomTree International Equity Fund
DWM
$697M
– –
-1
Closed –
DWX icon
2502
State Street SPDR S&P International Dividend ETF
DWX
$533M
– –
-1
Closed –
DXJ icon
2503
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
– –
-94
Closed -$5K
OPPJ
2504
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$284M
– –
-2
Closed –
DZZ icon
2505
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.26M
– –
-1
Closed –
EBND icon
2506
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.29B
– –
-1
Closed –
ECH icon
2507
iShares MSCI Chile ETF
ECH
$1.06B
– –
-181
Closed -$7K
ECL icon
2508
Ecolab
ECL
$79.9B
– –
-41
Closed -$8K
ECNS icon
2509
iShares MSCI China Small-Cap ETF
ECNS
$66.4M
– –
-1
Closed –
ECON icon
2510
Columbia Emerging Markets Consumer ETF
ECON
$337M
– –
-1
Closed –
ED icon
2511
Consolidated Edison
ED
$39.9B
– –
-795
Closed -$70K
EDEN icon
2512
iShares MSCI Denmark ETF
EDEN
$206M
– –
-1
Closed –
EDIV icon
2513
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
– –
-1
Closed –
EDOG icon
2514
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
– –
-1
Closed –
EDV icon
2515
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
– –
-1
Closed –
EELV icon
2516
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
– –
-1
Closed –
EEMA icon
2517
iShares MSCI Emerging Markets Asia ETF
EEMA
$860M
– –
-1
Closed –
EEMO icon
2518
Invesco S&P Emerging Markets Momentum ETF
EEMO
$24M
– –
-1
Closed –
EEMV icon
2519
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
– –
-1
Closed –
EEMS icon
2520
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$373M
– –
-1
Closed –
EES icon
2521
WisdomTree US SmallCap Earnings Fund
EES
$731M
– –
-3
Closed –
EET icon
2522
ProShares Ultra MSCI Emerging Markets
EET
$36.1M
– –
-1
Closed –
EFAD icon
2523
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.5M
– –
-1
Closed –
EFAV icon
2524
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.51B
– –
-1
Closed –
EFNL icon
2525
iShares MSCI Finland ETF
EFNL
$248M
– –
-1
Closed –
99 100
101
102 103

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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.