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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
SPFF icon
3351
Global X SuperIncome Preferred ETF
SPFF
$141M
– –
-1
Closed –
SPGM icon
3352
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.76B
– –
-2
Closed –
SPGP icon
3353
Invesco S&P 500 GARP ETF
SPGP
$2.3B
– –
-1
Closed –
SPHB icon
3354
Invesco S&P 500 High Beta ETF
SPHB
$1.01B
– –
-1
Closed –
SPHD icon
3355
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.36B
– –
-351
Closed -$15K
SPHQ icon
3356
Invesco S&P 500 Quality ETF
SPHQ
$19.7B
– –
-1
Closed –
SPHY icon
3357
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
– –
-1
Closed –
SPIP icon
3358
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
– –
-2
Closed –
SPIB icon
3359
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
– –
-1
Closed –
SPLB icon
3360
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.16B
– –
-1
Closed –
SPYM
3361
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
– –
-4
Closed –
SPLV icon
3362
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
– –
-7
Closed –
SPMB icon
3363
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
– –
-1
Closed –
SPMD icon
3364
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.6B
– –
-3
Closed –
SPSB icon
3365
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
– –
-1
Closed –
SPSM icon
3366
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.3B
– –
-3
Closed –
SPTI icon
3367
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-2
Closed –
SPTL icon
3368
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
– –
-2
Closed –
SPTM icon
3369
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
– –
-6
Closed –
SPTS icon
3370
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
– –
-1
Closed –
SPVM icon
3371
Invesco S&P 500 Value with Momentum ETF
SPVM
$131M
– –
-1
Closed –
SPXL icon
3372
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
– –
-84
Closed -$4K
SPXL icon
3373
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
– –
-6,000
Closed -$308K
SPXS icon
3374
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$311M
– –
-606
Closed -$1.11M
SPYG icon
3375
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.1B
– –
-4
Closed –
133 134
135
136 137

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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.