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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
+6.63%
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
$60.6B
AUM Growth
+$9.06B
Cap. Flow
+$6.63B
Cap. Flow %
10.93%
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 Technology 0.76%
2 Financials 0.69%
3 Consumer Discretionary 0.4%
4 Industrials 0.31%
5 Materials 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IDLV icon
2601
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$0 ﹤0.01%
1
– –
IDOG icon
2602
ALPS International Sector Dividend Dogs ETF
IDOG
$552M
$0 ﹤0.01%
1
– –
IDU icon
2603
iShares US Utilities ETF
IDU
$1.42B
$0 ﹤0.01%
2
– –
IDV icon
2604
iShares International Select Dividend ETF
IDV
$8.47B
$0 ﹤0.01%
1
– –
IDX icon
2605
VanEck Indonesia Index ETF
IDX
$35.6M
$0 ﹤0.01%
1
– –
IEF icon
2606
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$0 ﹤0.01%
1
– –
IEFA icon
2607
iShares Core MSCI EAFE ETF
IEFA
$191B
$0 ﹤0.01%
1
-24
-96% -$1.5K
IEI icon
2608
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$0 ﹤0.01%
1
– –
IEO icon
2609
iShares US Oil & Gas Exploration & Production ETF
IEO
$565M
$0 ﹤0.01%
1
– –
IEMG icon
2610
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
$0 ﹤0.01%
1
– –
IEUR icon
2611
iShares Core MSCI Europe ETF
IEUR
$9B
$0 ﹤0.01%
1
– –
IEUS icon
2612
iShares MSCI Europe Small-Cap ETF
IEUS
$181M
$0 ﹤0.01%
1
– –
IEV icon
2613
iShares Europe ETF
IEV
$1.67B
$0 ﹤0.01%
1
– –
IEZ icon
2614
iShares US Oil Equipment & Services ETF
IEZ
$356M
$0 ﹤0.01%
1
– –
IFF icon
2615
International Flavors & Fragrances
IFF
$20.6B
– –
-1,503
Closed -$203K
IFF icon
2616
PUT
International Flavors & Fragrances
IFF
$20.6B
– –
-15,000
Closed -$2.02M
IFGL icon
2617
iShares International Developed Real Estate ETF
IFGL
$82.7M
$0 ﹤0.01%
1
– –
IFV icon
2618
First Trust Dorsey Wright International Focus 5 ETF
IFV
$230M
$0 ﹤0.01%
1
– –
IGE icon
2619
iShares North American Natural Resources ETF
IGE
$748M
$0 ﹤0.01%
1
– –
IGF icon
2620
iShares Global Infrastructure ETF
IGF
$10.9B
$0 ﹤0.01%
1
– –
IGHG icon
2621
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
$0 ﹤0.01%
1
– –
IGIB icon
2622
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$0 ﹤0.01%
2
– –
IGLB icon
2623
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.82B
$0 ﹤0.01%
1
– –
IGM icon
2624
iShares Expanded Tech Sector ETF
IGM
$10.3B
$0 ﹤0.01%
6
– –
IGOV icon
2625
iShares International Treasury Bond ETF
IGOV
$1.53B
$0 ﹤0.01%
2
– –
103 104
105
106 107

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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 deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.

By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.

  • 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.