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
RGLD icon
326
PUT
Royal Gold
RGLD
$21.8B
$25.7M 0.03%
208,400
+183,400
+734% +$22.3M
PBR icon
327
CALL
Petrobras
PBR
$136B
$25.6M 0.03%
1,771,700
+1,008,900
+132% +$14.8M
FL
328
PUT
DELISTED
Foot Locker
FL
$25.6M 0.03%
593,500
-176,600
-23% -$7.11M
HON icon
329
CALL
Honeywell
HON
$64.6B
$25.4M 0.03%
159,150
-23,873
-13% -$3.8M
COF icon
330
CALL
Capital One
COF
$127B
$25.1M 0.03%
276,400
-3,200
-1% -$288K
WMT icon
331
Walmart Inc
WMT
$846B
$25.1M 0.03%
634,461
-29,997
-5% -$1.13M
GDX icon
332
CALL
VanEck Gold Miners ETF
GDX
$29.5B
$25.1M 0.03%
939,000
-336,400
-26% -$9.41M
KLAC icon
333
CALL
KLA
KLAC
$234B
$25M 0.03%
+1,568,000
New +$21.9M
QCOM icon
334
Qualcomm
QCOM
$187B
$25M 0.03%
327,478
-158,415
-33% -$11.9M
XLE icon
335
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.5B
$25M 0.03%
843,800
+492,600
+140% +$14.9M
LQD icon
336
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.1B
$24.7M 0.03%
194,000
-894,100
-82% -$113M
GWW icon
337
CALL
W.W. Grainger
GWW
$60.3B
$24.7M 0.03%
83,100
-5,200
-6% -$1.45M
XLE icon
338
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.5B
$24.6M 0.03%
831,000
+134,400
+19% +$4.07M
TTWO icon
339
PUT
Take-Two Interactive
TTWO
$40.2B
$24.6M 0.03%
196,200
+65,800
+50% +$8.21M
DLTR icon
340
PUT
Dollar Tree
DLTR
$22.4B
$24.5M 0.03%
214,500
-207,900
-49% -$21.7M
LMT icon
341
Lockheed Martin
LMT
$122B
$24.5M 0.03%
62,735
+61,602
+5,437% +$23.2M
KEYS icon
342
CALL
Keysight
KEYS
$56.3B
$24.5M 0.03%
251,500
+243,000
+2,859% +$22.5M
KEYS icon
343
PUT
Keysight
KEYS
$56.3B
$24.4M 0.03%
251,000
+248,000
+8,267% +$23M
OKTA icon
344
CALL
Okta
OKTA
$31.2B
$24.4M 0.03%
247,800
+35,600
+17% +$4.45M
GD icon
345
PUT
General Dynamics
GD
$95.8B
$24.3M 0.03%
133,100
+117,200
+737% +$21.8M
HPQ icon
346
CALL
HP
HPQ
$29.2B
$24.2M 0.03%
1,281,600
-100,800
-7% -$1.98M
OLED icon
347
CALL
Universal Display
OLED
$3.61B
$24M 0.03%
143,000
+56,000
+64% +$11.2M
BHP icon
348
CALL
BHP
BHP
$223B
$24M 0.03%
543,909
-174,092
-24% -$8.13M
DAL icon
349
PUT
Delta Air Lines
DAL
$51.9B
$23.8M 0.03%
413,300
+16,200
+4% +$960K
IRBT
350
PUT
DELISTED
iRobot
IRBT
$23.8M 0.03%
385,300
+277,600
+258% +$19.9M
12 13
14
15 16

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.