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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
LQDH icon
2976
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$531M
– –
-1
Closed –
LRN icon
2977
CALL
Stride
LRN
$3.32B
– –
-50,000
Closed -$1.52M
LRN icon
2978
Stride
LRN
$3.32B
– –
-32,766
Closed -$996K
LRN icon
2979
PUT
Stride
LRN
$3.32B
– –
-50,000
Closed -$1.52M
LSTR icon
2980
Landstar System
LSTR
$6.01B
– –
-4
Closed –
LTPZ icon
2981
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$716M
– –
-1
Closed –
LX
2982
LexinFintech Holdings
LX
$239M
– –
-200
Closed -$2K
LYB icon
2983
LyondellBasell Industries
LYB
$19.8B
$0 ﹤0.01%
3
-66
-96% -$5.38K
LYV icon
2984
Live Nation Entertainment
LYV
$42.3B
– –
-4
Closed –
MAC icon
2985
Macerich
MAC
$6.66B
– –
-110
Closed -$4K
MANH icon
2986
Manhattan Associates
MANH
$11.1B
– –
-60
Closed -$4K
MANU icon
2987
CALL
Manchester United
MANU
$3.78B
– –
-67,500
Closed -$1.22M
MANU icon
2988
Manchester United
MANU
$3.78B
– –
-3,833
Closed -$69K
MBB icon
2989
iShares MBS ETF
MBB
$39B
– –
-1
Closed –
MBIN icon
2990
Merchants Bancorp
MBIN
$2.48B
– –
-1,059
Closed -$12K
MCHI icon
2991
iShares MSCI China ETF
MCHI
$6.31B
– –
-12
Closed -$1K
MCO icon
2992
Moody's
MCO
$81.9B
– –
-16
Closed -$3K
MD icon
2993
Pediatrix Medical
MD
$2.15B
– –
-11
Closed –
MDIV icon
2994
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$428M
– –
-1
Closed –
MDU icon
2995
MDU Resources
MDU
$4.34B
– –
-66
Closed -$1K
MDYG icon
2996
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.89B
– –
-3
Closed –
MDYV icon
2997
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.81B
– –
-2
Closed –
MED icon
2998
CALL
Medifast
MED
$136M
– –
-60,000
Closed -$7.7M
MED icon
2999
PUT
Medifast
MED
$136M
– –
-10,000
Closed -$1.28M
MEI icon
3000
CALL
Methode Electronics
MEI
$585M
– –
-35,500
Closed -$1.01M
118 119
120
121 122

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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.