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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
PPC icon
3151
Pilgrim's Pride
PPC
$6.56B
– –
-15
Closed –
PPA icon
3152
Invesco Aerospace & Defense ETF
PPA
$8.62B
– –
-1
Closed –
PPH icon
3153
VanEck Pharmaceutical ETF
PPH
$934M
– –
-1
Closed –
PPLT
3154
abrdn Physical Platinum Shares ETF
PPLT
$1.99B
– –
-10
Closed –
PR
3155
CALL
Permian Resources
PR
$17B
– –
-85,000
Closed -$645K
PRDO icon
3156
CALL
Perdoceo Education
PRDO
$2.03B
– –
-180,000
Closed -$3.43M
PRDO icon
3157
Perdoceo Education
PRDO
$2.03B
– –
-13,043
Closed -$249K
PRF icon
3158
Invesco FTSE RAFI US 1000 ETF
PRF
$9.95B
– –
-5
Closed –
PRFZ icon
3159
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.84B
– –
-5
Closed –
PRN icon
3160
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$426M
– –
-1
Closed –
PSCC icon
3161
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$38.9M
– –
-3
Closed –
PSCD icon
3162
Invesco S&P SmallCap Consumer Discretionary ETF
PSCD
$24.1M
– –
-1
Closed –
PSCH icon
3163
Invesco S&P SmallCap Health Care ETF
PSCH
$165M
– –
-3
Closed –
PSCI icon
3164
Invesco S&P SmallCap Industrials ETF
PSCI
$195M
– –
-1
Closed –
PSCE icon
3165
Invesco S&P SmallCap Energy ETF
PSCE
$97.4M
– –
0
– –
PSCF icon
3166
Invesco S&P SmallCap Financials ETF
PSCF
$27.5M
– –
-1
Closed –
PSCM icon
3167
Invesco S&P SmallCap Materials ETF
PSCM
$21.3M
– –
-1
Closed –
PSCT icon
3168
Invesco S&P SmallCap Information Technology ETF
PSCT
$510M
– –
-3
Closed –
PSCU icon
3169
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$17.3M
– –
-1
Closed –
PSI icon
3170
Invesco Semiconductors ETF
PSI
$2.43B
– –
-3
Closed –
PSK icon
3171
State Street SPDR ICE Preferred Securities ETF
PSK
$683M
– –
-1
Closed –
PSL icon
3172
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.8M
– –
-1
Closed –
PSP icon
3173
Invesco Global Listed Private Equity ETF
PSP
$243M
– –
0
– –
PSR icon
3174
Invesco Active US Real Estate Fund
PSR
$59.6M
– –
-1
Closed –
PST icon
3175
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
– –
-1
Closed –
125 126
127
128 129

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Credit Agricole
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Carson Wealth (CWM LLC)
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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.