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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
PBJ icon
3101
Invesco Food & Beverage ETF
PBJ
$107M
– –
-1
Closed –
PBP icon
3102
Invesco S&P 500 BuyWrite ETF
PBP
$361M
– –
-1
Closed –
PCAR icon
3103
PACCAR
PCAR
$69.5B
– –
-224
Closed -$11K
PCEF icon
3104
Invesco CEF Income Composite ETF
PCEF
$811M
– –
-1
Closed –
PCH
3105
DELISTED
PotlatchDeltic
PCH
– –
-120
Closed -$5K
PCY icon
3106
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
– –
-953
Closed -$28K
PDBC icon
3107
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
– –
-27
Closed –
PDN icon
3108
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$362M
– –
-1
Closed –
PDP icon
3109
Invesco Dorsey Wright Momentum ETF
PDP
$1.49B
– –
-1
Closed –
PEB icon
3110
CALL
Pebblebrook Hotel Trust
PEB
$2.08B
– –
-9,400
Closed -$265K
PEB icon
3111
Pebblebrook Hotel Trust
PEB
$2.08B
– –
-2,819
Closed -$79K
PEG icon
3112
Public Service Enterprise Group
PEG
$37.4B
– –
-1
Closed –
PEJ icon
3113
Invesco Leisure and Entertainment ETF
PEJ
$252M
– –
-1
Closed –
PEN icon
3114
PUT
Penumbra
PEN
$12.8B
– –
-26,400
Closed -$4.22M
PEX icon
3115
ProShares Global Listed Private Equity ETF
PEX
$11.4M
– –
-1
Closed –
PEY icon
3116
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.16B
– –
-1
Closed –
PEZ icon
3117
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.7M
– –
-1
Closed –
PFGC icon
3118
Performance Food Group
PFGC
$18B
– –
-14
Closed -$1K
PFI icon
3119
Invesco Dorsey Wright Financial Momentum ETF
PFI
$60M
– –
-1
Closed –
PFM icon
3120
Invesco Dividend Achievers ETF
PFM
$805M
– –
-1
Closed –
PGF icon
3121
Invesco Financial Preferred ETF
PGF
$672M
– –
-1
Closed –
PGJ icon
3122
Invesco Golden Dragon China ETF
PGJ
$97.9M
– –
-1
Closed –
PGR icon
3123
Progressive
PGR
$125B
– –
-42
Closed -$3K
PGRE
3124
DELISTED
Paramount Group
PGRE
– –
-370
Closed -$5K
PGX icon
3125
Invesco Preferred ETF
PGX
$3.78B
– –
-2,431
Closed -$36K
123 124
125
126 127

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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.