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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
RSPG icon
3251
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$551M
– –
-1
Closed –
RSPF icon
3252
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$311M
– –
-1
Closed –
RSPH icon
3253
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$775M
– –
-10
Closed –
RSPM icon
3254
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$191M
– –
-5
Closed –
RSPN icon
3255
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.13B
– –
-5
Closed –
RSPS icon
3256
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$256M
– –
-5
Closed –
RSPU icon
3257
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$527M
– –
-2
Closed –
RSPT icon
3258
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.77B
– –
-10
Closed –
RTH icon
3259
VanEck Retail ETF
RTH
$262M
– –
-1
Closed –
RVNU icon
3260
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$143M
– –
-1
Closed –
RWJ icon
3261
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.09B
– –
-3
Closed –
RWK icon
3262
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.34B
– –
-1
Closed –
RWO icon
3263
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
– –
-1
Closed –
RWL icon
3264
Invesco S&P 500 Revenue ETF
RWL
$9.83B
– –
-1
Closed –
RWR icon
3265
State Street SPDR Dow Jones REIT ETF
RWR
$1.96B
– –
-1
Closed –
RXI icon
3266
iShares Global Consumer Discretionary ETF
RXI
$274M
– –
-1
Closed –
RWX icon
3267
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
– –
-1
Closed –
RXL icon
3268
ProShares Ultra Health Care
RXL
$86M
– –
-8
Closed –
RZG icon
3269
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$141M
– –
-3
Closed –
RZV icon
3270
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$298M
– –
-1
Closed –
SAA icon
3271
ProShares Ulta SmallCap600
SAA
$30.2M
– –
-10
Closed –
SAIC icon
3272
CALL
Saic
SAIC
$5.25B
– –
-1,000
Closed -$87K
SAIC icon
3273
Saic
SAIC
$5.25B
– –
-50
Closed -$4K
SAIC icon
3274
PUT
Saic
SAIC
$5.25B
– –
-200
Closed -$17K
SAMG icon
3275
Silvercrest Asset Management
SAMG
$79.3M
– –
-874
Closed -$12K
129 130
131
132 133

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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.