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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
RFG icon
3226
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$350M
– –
-5
Closed –
RFV icon
3227
Invesco S&P MidCap 400 Pure Value ETF
RFV
$336M
– –
-1
Closed –
RGA icon
3228
CALL
Reinsurance Group of America
RGA
$15.5B
– –
-1,000
Closed -$156K
RHI icon
3229
Robert Half
RHI
$4.16B
– –
-1
Closed –
RHP icon
3230
Ryman Hospitality Properties
RHP
$7.84B
– –
-60
Closed -$5K
RIGS icon
3231
ALPS Strategic Income Fund
RIGS
$60.4M
– –
-1
Closed –
RINF icon
3232
ProShares Inflation Expectations ETF
RINF
$18.3M
– –
-1
Closed –
RING icon
3233
iShares MSCI Global Gold Miners ETF
RING
$2.38B
– –
-1
Closed –
RITM icon
3234
Rithm Capital
RITM
$5.55B
– –
-340
Closed -$5K
RJF icon
3235
CALL
Raymond James Financial
RJF
$34.4B
– –
-750
Closed -$42K
RJF icon
3236
Raymond James Financial
RJF
$34.4B
– –
-5
Closed –
RLY icon
3237
State Street Multi-Asset Real Return ETF
RLY
$1.27B
– –
-1
Closed –
RNR icon
3238
RenaissanceRe
RNR
$13.4B
– –
-30
Closed -$5K
ROBO icon
3239
ROBO Global Robotics & Automation Index ETF
ROBO
$2.07B
– –
-1
Closed –
ROM icon
3240
ProShares Ultra Technology
ROM
$1.26B
– –
-32
Closed –
ROL icon
3241
Rollins
ROL
$17.7B
– –
-530
Closed -$13K
ROL icon
3242
PUT
Rollins
ROL
$17.7B
– –
-600
Closed -$14K
RPG icon
3243
Invesco S&P 500 Pure Growth ETF
RPG
$2.07B
– –
-5
Closed –
RPM icon
3244
CALL
RPM International
RPM
$14.8B
– –
-50,000
Closed -$3.06M
RPM icon
3245
RPM International
RPM
$14.8B
– –
-2,840
Closed -$174K
RPV icon
3246
Invesco S&P 500 Pure Value ETF
RPV
$1.67B
– –
-1
Closed –
RRR icon
3247
CALL
Red Rock Resorts
RRR
$3.68B
– –
-100,000
Closed -$2.15M
RSG icon
3248
Republic Services
RSG
$64.5B
– –
-22
Closed -$2K
RSP icon
3249
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
– –
-1
Closed –
RSPD icon
3250
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$332M
– –
-3
Closed –
128 129
130
131 132

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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.