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
+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
RNG icon
3051
PUT
RingCentral
RNG
$5.09B
– –
-45,000
Closed -$1.65M
ROBO icon
3052
ROBO Global Robotics & Automation Index ETF
ROBO
$2.1B
$0 ﹤0.01%
1
– –
ROK icon
3053
CALL
Rockwell Automation
ROK
$49.5B
– –
-1,600
Closed -$259K
ROM icon
3054
ProShares Ultra Technology
ROM
$1.28B
$0 ﹤0.01%
32
– –
ROL icon
3055
PUT
Rollins
ROL
$18.2B
– –
-39,375
Closed -$712K
ROST icon
3056
CALL
Ross Stores
ROST
$80.5B
– –
-42,100
Closed -$2.43M
ROST icon
3057
Ross Stores
ROST
$80.5B
– –
-96
Closed -$6K
ROST icon
3058
PUT
Ross Stores
ROST
$80.5B
– –
-30,000
Closed -$1.73M
RPG icon
3059
Invesco S&P 500 Pure Growth ETF
RPG
$2.11B
$0 ﹤0.01%
5
– –
RPM icon
3060
RPM International
RPM
$14.7B
– –
-1,003
Closed -$55K
RPM icon
3061
PUT
RPM International
RPM
$14.7B
– –
-2,000
Closed -$109K
RPV icon
3062
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
$0 ﹤0.01%
1
– –
RSP icon
3063
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$0 ﹤0.01%
1
– –
RSPD icon
3064
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$331M
$0 ﹤0.01%
3
– –
RSPG icon
3065
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$557M
$0 ﹤0.01%
1
– –
RSPF icon
3066
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$312M
$0 ﹤0.01%
1
– –
RSPH icon
3067
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$776M
$0 ﹤0.01%
10
– –
RSPM icon
3068
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$191M
$0 ﹤0.01%
5
– –
RSPN icon
3069
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.15B
$0 ﹤0.01%
5
– –
RSPS icon
3070
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$257M
$0 ﹤0.01%
5
– –
RSPU icon
3071
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$535M
$0 ﹤0.01%
2
– –
RSPT icon
3072
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.87B
$0 ﹤0.01%
10
– –
RTX icon
3073
CALL
RTX Corp
RTX
$294B
– –
-151,908
Closed -$11.7M
RTX icon
3074
PUT
RTX Corp
RTX
$294B
– –
-77,067
Closed -$5.92M
RTH icon
3075
VanEck Retail ETF
RTH
$262M
$0 ﹤0.01%
1
– –
121 122
123
124 125

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 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.