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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
PH icon
3126
CALL
Parker-Hannifin
PH
$135B
– –
-45,000
Closed -$7.65M
IFLN
3127
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$306M
– –
-1
Closed –
PHDG icon
3128
Invesco S&P 500 Downside Hedged ETF
PHDG
$64.6M
– –
-1
Closed –
PHO icon
3129
Invesco Water Resources ETF
PHO
$2.08B
– –
-1
Closed –
PICB icon
3130
Invesco International Corporate Bond ETF
PICB
$360M
– –
-1
Closed –
PICK icon
3131
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.31B
– –
-1
Closed –
PID icon
3132
Invesco International Dividend Achievers ETF
PID
$917M
– –
-1
Closed –
PIE icon
3133
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$248M
– –
-1
Closed –
IMVP
3134
Invesco India ETF
IMVP
$114M
– –
-1
Closed –
PIO icon
3135
Invesco Global Water ETF
PIO
$283M
– –
-1
Closed –
PIZ icon
3136
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$752M
– –
-1
Closed –
PJP icon
3137
Invesco Pharmaceuticals ETF
PJP
$477M
– –
-1
Closed –
PKB icon
3138
Invesco Building & Construction ETF
PKB
$446M
– –
-1
Closed –
PKG icon
3139
Packaging Corp of America
PKG
$22.5B
– –
-1
Closed –
PKW icon
3140
Invesco BuyBack Achievers ETF
PKW
$1.75B
– –
-1
Closed –
PLAY icon
3141
CALL
Dave & Buster's
PLAY
$351M
– –
-69,600
Closed -$2.82M
PLAY icon
3142
Dave & Buster's
PLAY
$351M
– –
-44,360
Closed -$1.79M
PLAY icon
3143
PUT
Dave & Buster's
PLAY
$351M
– –
-51,000
Closed -$2.06M
PLD icon
3144
Prologis
PLD
$130B
– –
-21
Closed -$2K
PMT
3145
PennyMac Mortgage Investment
PMT
$814M
– –
-400
Closed -$9K
PNQI icon
3146
Invesco NASDAQ Internet ETF
PNQI
$541M
– –
-5
Closed –
PNW icon
3147
Pinnacle West Capital
PNW
$12.2B
– –
-1
Closed –
POST icon
3148
Post Holdings
POST
$4.09B
– –
-19,245
Closed -$1.31M
POST icon
3149
PUT
Post Holdings
POST
$4.09B
– –
-76,400
Closed -$5.2M
POWA icon
3150
Invesco Bloomberg Pricing Power ETF
POWA
$182M
– –
-1
Closed –
124 125
126
127 128

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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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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.