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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
WLDN icon
3601
Willdan Group
WLDN
$1.12B
– –
-6
Closed –
WOOD icon
3602
iShares Global Timber & Forestry ETF
WOOD
$274M
– –
-1
Closed –
WPC icon
3603
W.P. Carey
WPC
$16.5B
– –
-185
Closed -$15K
WTMF icon
3604
WisdomTree Managed Futures Strategy Fund
WTMF
$248M
– –
-1
Closed –
WTRE icon
3605
WisdomTree New Economy Real Estate Fund
WTRE
$15.8M
– –
-1
Closed –
WTRG icon
3606
Essential Utilities
WTRG
$11.2B
– –
-15
Closed -$644
WTV icon
3607
WisdomTree US Value Fund
WTV
$3.35B
– –
-2
Closed –
WU icon
3608
Western Union
WU
$2.22B
– –
-255
Closed -$5K
WWW icon
3609
CALL
Wolverine World Wide
WWW
$1.6B
– –
-100,000
Closed -$2.75M
WY icon
3610
Weyerhaeuser
WY
$18.4B
– –
-174
Closed -$5K
X
3611
DELISTED
US Steel
X
$0 ﹤0.01%
2
-252,626
-100% -$3.25M
XAR icon
3612
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.49B
– –
-2
Closed –
XEL icon
3613
Xcel Energy
XEL
$48.1B
– –
-688
Closed -$41K
XES icon
3614
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$368M
– –
0
– –
XHE icon
3615
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
– –
-2
Closed –
XHS icon
3616
State Street SPDR S&P Health Care Services ETF
XHS
$207M
– –
-2
Closed –
XLG icon
3617
Invesco S&P 500 Top 50 ETF
XLG
$11B
– –
-10
Closed –
XLRE icon
3618
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
– –
-37
Closed -$1K
XME icon
3619
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.25B
– –
-5,000
Closed -$142K
XMHQ icon
3620
Invesco S&P MidCap Quality ETF
XMHQ
$5.57B
– –
-1
Closed –
XMLV icon
3621
Invesco S&P MidCap Low Volatility ETF
XMLV
$749M
– –
-1
Closed –
XMMO icon
3622
Invesco S&P MidCap Momentum ETF
XMMO
$7.48B
– –
-1
Closed –
XMPT icon
3623
VanEck CEF Muni Income ETF
XMPT
$220M
– –
-1
Closed –
XMVM icon
3624
Invesco S&P MidCap Value with Momentum ETF
XMVM
$507M
– –
-1
Closed –
XNTK icon
3625
State Street SPDR NYSE Technology ETF
XNTK
$2.18B
– –
-2
Closed –
143 144
145
146 147

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.