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
+6.63%
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
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
3126
iShares 1-3 Year Treasury Bond ETF
SHY
$26.2B
$0 ﹤0.01%
1
– –
SIG icon
3127
CALL
Signet Jewelers
SIG
$3.98B
– –
-14,600
Closed -$923K
SIJ icon
3128
ProShares UltraShort Industrials
SIJ
$6.49M
– –
0
– –
SIL icon
3129
CALL
Global X Silver Miners ETF NEW
SIL
$5.35B
– –
-400
Closed -$14K
SILJ icon
3130
Amplify Junior Silver Miners ETF
SILJ
$4.19B
$0 ﹤0.01%
1
– –
SIVR icon
3131
abrdn Physical Silver Shares ETF
SIVR
$4.54B
$0 ﹤0.01%
1
– –
SIZE icon
3132
iShares MSCI USA Size Factor ETF
SIZE
$430M
$0 ﹤0.01%
1
– –
SJB icon
3133
ProShares Short High Yield
SJB
$45.7M
$0 ﹤0.01%
1
– –
SJM icon
3134
CALL
J.M. Smucker
SJM
$13.2B
– –
-3,000
Closed -$355K
SJNK icon
3135
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
$0 ﹤0.01%
1
– –
SKX
3136
CALL
DELISTED
Skechers
SKX
– –
-17,700
Closed -$522K
SKX
3137
PUT
DELISTED
Skechers
SKX
– –
-889,600
Closed -$26.2M
SKYY icon
3138
First Trust Cloud Computing ETF
SKYY
$3.27B
$0 ﹤0.01%
1
– –
SLF icon
3139
Sun Life Financial
SLF
$43.7B
– –
-1,294
Closed -$46K
SLG icon
3140
CALL
SL Green Realty
SLG
$3.71B
– –
-8,264
Closed -$847K
SLG icon
3141
PUT
SL Green Realty
SLG
$3.71B
– –
-103
Closed -$11K
SLM icon
3142
SLM Corp
SLM
$4.9B
– –
-177
Closed -$2K
SLM icon
3143
PUT
SLM Corp
SLM
$4.9B
– –
-2,000
Closed -$23K
SLV icon
3144
iShares Silver Trust
SLV
$32.7B
$0 ﹤0.01%
1
– –
SLVO icon
3145
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$12.8M
– –
0
– –
SLVP icon
3146
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$1.03B
$0 ﹤0.01%
1
– –
SLX icon
3147
VanEck Steel ETF
SLX
$174M
$0 ﹤0.01%
1
– –
SLYG icon
3148
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$4.93B
$0 ﹤0.01%
4
– –
SLYV icon
3149
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.95B
$0 ﹤0.01%
2
– –
SMB icon
3150
VanEck Short Muni ETF
SMB
$315M
$0 ﹤0.01%
1
– –
124 125
126
127 128

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 2017 Portfolio in Review

As of Q3 2017, Parallax Volatility Advisers held 4,056 positions worth $60.6B, up 18% from $51.6B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Parallax Volatility Advisers's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

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

  • Parallax Volatility Advisers's largest Q3 2017 buy was NRG Energy: 3,920,385 shares worth $100M.
  • Parallax Volatility Advisers added most to iShares MSCI EAFE ETF in Q3 2017, an estimated $218M increase.
  • Parallax Volatility Advisers's biggest Q3 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $188M.
  • Parallax Volatility Advisers fully exited Intel in Q3 2017, selling an estimated $67.7M.
  • Parallax Volatility Advisers's ten largest holdings make up 57% of its $60.6B portfolio in Q3 2017.
  • Parallax Volatility Advisers opened 717 new positions and closed 861 in Q3 2017.
  • Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $60.6B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2017, filed 14 Nov 2017.