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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
-14.77%
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
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVY icon
3076
iShares Select Dividend ETF
DVY
$23.6B
$0 ﹤0.01%
1
– –
DVYA icon
3077
iShares Asia/Pacific Dividend ETF
DVYA
$72.2M
$0 ﹤0.01%
1
– –
DVYE icon
3078
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
3079
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$450M
$0 ﹤0.01%
1
– –
DWM icon
3080
WisdomTree International Equity Fund
DWM
$697M
$0 ﹤0.01%
1
– –
DWX icon
3081
State Street SPDR S&P International Dividend ETF
DWX
$533M
$0 ﹤0.01%
1
– –
DXCM icon
3082
DexCom
DXCM
$32B
– –
-152
Closed -$5K
OPPJ
3083
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$284M
$0 ﹤0.01%
2
– –
DZZ icon
3084
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.26M
$0 ﹤0.01%
1
– –
EBND icon
3085
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.29B
$0 ﹤0.01%
1
– –
EC icon
3086
Ecopetrol
EC
$34.5B
– –
-5,583
Closed -$150K
ECL icon
3087
Ecolab
ECL
$79.9B
– –
-129
Closed -$20K
ECNS icon
3088
iShares MSCI China Small-Cap ETF
ECNS
$66.4M
$0 ﹤0.01%
1
– –
ECON icon
3089
Columbia Emerging Markets Consumer ETF
ECON
$337M
$0 ﹤0.01%
1
– –
EDEN icon
3090
iShares MSCI Denmark ETF
EDEN
$206M
$0 ﹤0.01%
1
– –
EDIV icon
3091
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
3092
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
$0 ﹤0.01%
1
– –
EDV icon
3093
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
$0 ﹤0.01%
1
– –
EEFT icon
3094
CALL
Euronet Worldwide
EEFT
$2.7B
– –
-50,000
Closed -$5.01M
EELV icon
3095
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
EEMA icon
3096
iShares MSCI Emerging Markets Asia ETF
EEMA
$860M
$0 ﹤0.01%
1
– –
EEMO icon
3097
Invesco S&P Emerging Markets Momentum ETF
EEMO
$24M
$0 ﹤0.01%
1
– –
EEMV icon
3098
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
$0 ﹤0.01%
1
– –
EEMS icon
3099
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$373M
$0 ﹤0.01%
1
– –
EES icon
3100
WisdomTree US SmallCap Earnings Fund
EES
$731M
$0 ﹤0.01%
3
– –
122 123
124
125 126

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HF
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Parallax Volatility Advisers's Q4 2018 Portfolio in Review

As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $6.45B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.

  • Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
  • Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
  • Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
  • Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.