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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
PTC icon
3176
PTC
PTC
$16B
– –
-5
Closed –
PTF icon
3177
Invesco Dorsey Wright Technology Momentum ETF
PTF
$641M
– –
-3
Closed –
PTH icon
3178
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$233M
– –
-3
Closed –
PUI icon
3179
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.2M
– –
-1
Closed –
PVI icon
3180
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
– –
-1
Closed –
PWB icon
3181
Invesco Large Cap Growth ETF
PWB
$2.38B
– –
-1
Closed –
PWR icon
3182
CALL
Quanta Services
PWR
$100B
– –
-900
Closed -$34K
PWV icon
3183
Invesco Large Cap Value ETF
PWV
$1.72B
– –
-1
Closed –
PXE icon
3184
Invesco Energy Exploration & Production ETF
PXE
$80M
– –
-1
Closed –
PXF icon
3185
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.93B
– –
-1
Closed –
PXH icon
3186
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.95B
– –
-1
Closed –
PXJ icon
3187
Invesco Oil & Gas Services ETF
PXJ
$62.7M
– –
0
– –
PXI icon
3188
Invesco Dorsey Wright Energy Momentum ETF
PXI
$51M
– –
-1
Closed –
PYZ icon
3189
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$76.4M
– –
-1
Closed –
PZA icon
3190
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
– –
-1
Closed –
QABA icon
3191
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.6M
– –
-1
Closed –
QAI icon
3192
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
– –
-1
Closed –
QAT icon
3193
iShares MSCI Qatar ETF
QAT
$63.8M
– –
-1
Closed –
QCLN icon
3194
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$619M
– –
-1
Closed –
HTT
3195
CALL
High Templar Tech Ltd
HTT
$385M
– –
-247,900
Closed -$1.86M
QDEF icon
3196
FlexShares Quality Dividend Defensive Index Fund
QDEF
$558M
– –
-1
Closed –
QDF icon
3197
FlexShares Quality Dividend Index Fund
QDF
$2.27B
– –
-1
Closed –
QEFA icon
3198
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.07B
– –
-1
Closed –
QEMM icon
3199
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$55.7M
– –
-1
Closed –
QGEN icon
3200
Qiagen
QGEN
$8.61B
– –
-21
Closed -$1K
126 127
128
129 130

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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.