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
PAYX icon
1851
Paychex
PAYX
$40.8B
$195K ﹤0.01%
2,352
+2,212
+1,580% +$184K
IEF icon
1852
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$191K ﹤0.01%
1,700
– –
CAG icon
1853
CALL
Conagra Brands
CAG
$7.25B
$190K ﹤0.01%
6,200
-13,500
-69% -$389K
DUK icon
1854
Duke Energy
DUK
$93.9B
$190K ﹤0.01%
1,977
+1,134
+135% +$103K
ITW icon
1855
CALL
Illinois Tool Works
ITW
$75.2B
$188K ﹤0.01%
1,200
+600
+100% +$91.1K
MIK
1856
CALL
DELISTED
Michaels Stores, Inc
MIK
$188K ﹤0.01%
19,100
+8,100
+74% +$60.5K
UNVR
1857
PUT
DELISTED
Univar Solutions Inc.
UNVR
$187K ﹤0.01%
+9,000
New +$186K
HPE icon
1858
CALL
Hewlett Packard
HPE
$78.2B
$186K ﹤0.01%
12,300
-34,300
-74% -$488K
TBCH
1859
Turtle Beach Corp
TBCH
$216M
$186K ﹤0.01%
+15,898
New +$158K
SBH icon
1860
Sally Beauty Holdings
SBH
$1.5B
$184K ﹤0.01%
+12,341
New +$161K
MOS icon
1861
CALL
The Mosaic Company
MOS
$8.33B
$183K ﹤0.01%
9,000
-25,200
-74% -$549K
TGNA
1862
DELISTED
TEGNA Inc
TGNA
$182K ﹤0.01%
+11,708
New +$177K
SKX
1863
DELISTED
Skechers
SKX
$181K ﹤0.01%
4,850
-5,017
-51% -$172K
MLCO icon
1864
Melco Resorts & Entertainment
MLCO
$1.92B
$180K ﹤0.01%
+9,286
New +$202K
TV icon
1865
Televisa
TV
$1.25B
$179K ﹤0.01%
18,288
+4,070
+29% +$36.8K
UBER icon
1866
Uber
UBER
$145B
$179K ﹤0.01%
5,874
+5,873
+587,300% +$221K
CCL icon
1867
Carnival Corporation Ltd
CCL
$31.1B
$178K ﹤0.01%
4,074
-16,016
-80% -$739K
CRNT icon
1868
Ceragon Networks
CRNT
$187M
$176K ﹤0.01%
+65,555
New +$172K
SIG icon
1869
PUT
Signet Jewelers
SIG
$3.98B
$176K ﹤0.01%
10,500
+1,900
+22% +$29.9K
YUMC icon
1870
PUT
Yum China
YUMC
$14.5B
$173K ﹤0.01%
3,800
-8,200
-68% -$366K
UXIN
1871
Uxin Ltd
UXIN
$262M
$172K ﹤0.01%
+703
New +$180K
YEXT icon
1872
Yext
YEXT
$603M
$172K ﹤0.01%
+10,800
New +$206K
ENS icon
1873
EnerSys
ENS
$6.46B
$171K ﹤0.01%
2,596
+152
+6% +$9.54K
EPD icon
1874
Enterprise Products Partners
EPD
$84.9B
$171K ﹤0.01%
5,971
+5,086
+575% +$148K
FAS icon
1875
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.27B
$171K ﹤0.01%
2,200
-3,200
-59% -$243K
73 74
75
76 77

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.