We are live on ! Find out more
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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
TCOM icon
376
PUT
Trip.com Group
TCOM
$29.5B
$21.2M 0.02%
724,000
+192,300
+36% +$6.76M
SWK icon
377
Stanley Black & Decker
SWK
$15.5B
$21.2M 0.02%
146,670
-26,409
-15% -$3.73M
XEC
378
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$21.2M 0.02%
441,200
+1,100
+0.2% +$52.1K
MMP
379
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$21.1M 0.02%
+319,000
New +$21M
SPGI icon
380
CALL
S&P Global
SPGI
$122B
$21.1M 0.02%
86,100
+65,200
+312% +$16.3M
AVGO icon
381
Broadcom
AVGO
$1.99T
$21M 0.02%
761,690
+270,660
+55% +$7.7M
BSX icon
382
CALL
Boston Scientific
BSX
$71.1B
$20.9M 0.02%
514,400
+376,200
+272% +$15.9M
HGV icon
383
CALL
Hilton Grand Vacations
HGV
$3.59B
$20.9M 0.02%
652,800
+400,500
+159% +$12.6M
CSX icon
384
CALL
CSX Corp
CSX
$94.5B
$20.8M 0.02%
902,400
+113,700
+14% +$2.65M
PDD icon
385
PUT
Pinduoduo
PDD
$130B
$20.8M 0.02%
+646,800
New +$17.3M
CERN
386
PUT
DELISTED
Cerner Corp
CERN
$20.8M 0.02%
+305,400
New +$21.6M
UNH icon
387
PUT
UnitedHealth
UNH
$370B
$20.7M 0.02%
95,100
-139,200
-59% -$33.6M
RTX icon
388
CALL
RTX Corp
RTX
$294B
$20.6M 0.02%
240,257
+77,543
+48% +$6.44M
ACN icon
389
PUT
Accenture
ACN
$104B
$20.6M 0.02%
107,100
+2,400
+2% +$464K
GD icon
390
CALL
General Dynamics
GD
$104B
$20.6M 0.02%
112,600
+111,500
+10,136% +$20.7M
INTU icon
391
CALL
Intuit
INTU
$88.5B
$20.5M 0.02%
77,200
-114,100
-60% -$31.4M
DIS icon
392
CALL
Walt Disney
DIS
$170B
$20.5M 0.02%
157,300
+62,200
+65% +$8.6M
MDT icon
393
CALL
Medtronic
MDT
$110B
$20.5M 0.02%
188,600
-20,600
-10% -$2.15M
VEEV icon
394
CALL
Veeva Systems
VEEV
$34.4B
$20.3M 0.02%
133,200
+108,100
+431% +$17.3M
KMB icon
395
CALL
Kimberly-Clark
KMB
$37B
$20.1M 0.02%
141,700
+78,800
+125% +$10.8M
K
396
PUT
DELISTED
Kellanova
K
$20.1M 0.02%
332,067
+5,964
+2% +$341K
CME icon
397
CALL
CME Group
CME
$94.4B
$20M 0.02%
94,700
+78,900
+499% +$16.5M
CELG
398
PUT
DELISTED
Celgene Corp
CELG
$20M 0.02%
201,500
– –
ABT icon
399
CALL
Abbott
ABT
$182B
$20M 0.02%
238,900
-178,500
-43% -$15.2M
STZ icon
400
CALL
Constellation Brands
STZ
$22.4B
$20M 0.02%
96,400
-446,200
-82% -$89.6M
14 15
16
17 18

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 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 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.