We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-0.32%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$88.9B
AUM Growth
-$3B
Cap. Flow
-$1.68B
Cap. Flow %
-1.89%
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 Miscellaneous 96.39%
2 Technology 0.82%
3 Consumer Discretionary 0.78%
4 Communication Services 0.62%
5 Industrials 0.32%
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
$646M
– –
-1
Closed –
RSPF icon
3252
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$304M
– –
-1
Closed –
RSPH icon
3253
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$823M
– –
-10
Closed –
RSPM icon
3254
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
– –
-5
Closed –
RSPN icon
3255
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$990M
– –
-5
Closed –
RSPS icon
3256
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$240M
– –
-5
Closed –
RSPU icon
3257
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$521M
– –
-2
Closed –
RSPT icon
3258
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
– –
-10
Closed –
RTH icon
3259
VanEck Retail ETF
RTH
$242M
– –
-1
Closed –
RVNU icon
3260
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$140M
– –
-1
Closed –
RWJ icon
3261
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.03B
– –
-3
Closed –
RWK icon
3262
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
– –
-1
Closed –
RWO icon
3263
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.23B
– –
-1
Closed –
RWL icon
3264
Invesco S&P 500 Revenue ETF
RWL
$9.92B
– –
-1
Closed –
RWR icon
3265
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
– –
-1
Closed –
RXI icon
3266
iShares Global Consumer Discretionary ETF
RXI
$248M
– –
-1
Closed –
RWX icon
3267
State Street SPDR Dow Jones International Real Estate ETF
RWX
$259M
– –
-1
Closed –
RXL icon
3268
ProShares Ultra Health Care
RXL
$95.7M
– –
-8
Closed –
RZG icon
3269
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$126M
– –
-3
Closed –
RZV icon
3270
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$296M
– –
-1
Closed –
SAA icon
3271
ProShares Ulta SmallCap600
SAA
$27.9M
– –
-10
Closed –
SAIC icon
3272
CALL
Saic
SAIC
$5.29B
– –
-1,000
Closed -$87K
SAIC icon
3273
Saic
SAIC
$5.29B
– –
-50
Closed -$4K
SAIC icon
3274
PUT
Saic
SAIC
$5.29B
– –
-200
Closed -$17K
SAMG icon
3275
Silvercrest Asset Management
SAMG
$78.6M
– –
-874
Closed -$12K
129 130
131
132 133

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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's Q3 2019 filing shows 454 new, 933 increased, 750 reduced and 1,745 closed positions. Its largest new stake was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $1.64B.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.