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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
MOH icon
3026
PUT
Molina Healthcare
MOH
$10B
– –
-20,000
Closed -$2.86M
MOO icon
3027
VanEck Agribusiness ETF
MOO
$974M
– –
-1
Closed –
MORT icon
3028
VanEck Mortgage REIT Income ETF
MORT
$377M
– –
-1
Closed –
MPWR icon
3029
Monolithic Power Systems
MPWR
$66.8B
– –
-30
Closed -$4K
MSBI icon
3030
Midland States Bancorp
MSBI
$701M
– –
-195
Closed -$5K
MSCI icon
3031
MSCI
MSCI
$41.2B
– –
-20
Closed -$5K
MSM icon
3032
MSC Industrial Direct
MSM
$6.92B
– –
-5,040
Closed -$374K
MSM icon
3033
PUT
MSC Industrial Direct
MSM
$6.92B
– –
-16,000
Closed -$1.19M
MTB icon
3034
M&T Bank
MTB
$36.1B
– –
-33
Closed -$6K
MTG icon
3035
MGIC Investment
MTG
$6.21B
– –
-390
Closed -$5K
MTSI icon
3036
PUT
MACOM Technology Solutions
MTSI
$23B
– –
-1,800
Closed -$28K
MTUM icon
3037
iShares MSCI USA Momentum Factor ETF
MTUM
$26.1B
– –
-29
Closed -$3K
MTW icon
3038
CALL
Manitowoc
MTW
$510M
– –
-100,000
Closed -$1.78M
MTW icon
3039
Manitowoc
MTW
$510M
– –
-20,697
Closed -$368K
MUB icon
3040
iShares National Muni Bond ETF
MUB
$45.3B
– –
-1
Closed –
MUNI icon
3041
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.08B
– –
-1
Closed –
MUSA icon
3042
Murphy USA
MUSA
$9.9B
– –
-28
Closed -$2K
MVV icon
3043
ProShares Ultra MidCap400
MVV
$158M
– –
-3
Closed –
MXI icon
3044
iShares Global Materials ETF
MXI
$355M
– –
-1
Closed –
MYGN icon
3045
CALL
Myriad Genetics
MYGN
$304M
– –
-17,500
Closed -$486K
MYGN icon
3046
Myriad Genetics
MYGN
$304M
– –
-24,821
Closed -$690K
MYGN icon
3047
PUT
Myriad Genetics
MYGN
$304M
– –
-17,500
Closed -$486K
MZZ icon
3048
ProShares UltraShort MidCap400
MZZ
$2.41M
– –
0
– –
NBIX icon
3049
Neurocrine Biosciences
NBIX
$16.2B
$0 ﹤0.01%
+1
New +$93
NBN icon
3050
Northeast Bank
NBN
$1.14B
– –
-401
Closed -$11K
120 121
122
123 124

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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.