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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
MEI icon
3001
Methode Electronics
MEI
$585M
– –
-4,862
Closed -$139K
MERC icon
3002
CALL
Mercer International
MERC
$45.2M
– –
-22,500
Closed -$348K
MERC icon
3003
Mercer International
MERC
$45.2M
– –
-8,848
Closed -$137K
MFC icon
3004
Manulife Financial
MFC
$74B
– –
-360
Closed -$7K
MGC icon
3005
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
– –
-1
Closed –
MGK icon
3006
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.9B
– –
-5
Closed –
MGNX icon
3007
CALL
MacroGenics
MGNX
$255M
– –
-50,000
Closed -$849K
MGV icon
3008
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.4B
– –
-1
Closed –
MIDU icon
3009
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$72.6M
– –
-4
Closed –
MINT icon
3010
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
– –
-1
Closed –
MITK icon
3011
Mitek Systems
MITK
$759M
– –
-26,757
Closed -$266K
MITK icon
3012
PUT
Mitek Systems
MITK
$759M
– –
-51,700
Closed -$514K
MJ icon
3013
Amplify Alternative Harvest ETF
MJ
$103M
– –
-13
Closed -$5K
MKTX icon
3014
MarketAxess Holdings
MKTX
$5.72B
– –
-1
Closed –
MLM icon
3015
CALL
Martin Marietta Materials
MLM
$32.3B
– –
-20,800
Closed -$4.79M
MLN icon
3016
VanEck Long Muni ETF
MLN
$679M
– –
-1
Closed –
MLPA icon
3017
Global X MLP ETF
MLPA
$2.28B
– –
0
– –
MLPX icon
3018
Global X MLP & Energy Infrastructure ETF
MLPX
$3.59B
– –
0
– –
MRSH
3019
CALL
Marsh
MRSH
$92.2B
– –
-100
Closed -$10K
MRSH
3020
Marsh
MRSH
$92.2B
– –
-66
Closed -$7K
MMTM icon
3021
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$162M
– –
-1
Closed –
MNA icon
3022
IQ ARB Merger Arbitrage ETF
MNA
$253M
– –
-1
Closed –
MNRO icon
3023
Monro
MNRO
$388M
– –
-32
Closed -$3K
MOAT icon
3024
VanEck Morningstar Wide Moat ETF
MOAT
$12.1B
– –
-1
Closed –
MOH icon
3025
Molina Healthcare
MOH
$10B
– –
-6,939
Closed -$993K
119 120
121
122 123

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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.