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
SPEU icon
3176
State Street SPDR Portfolio Europe ETF
SPEU
$739M
$0 ﹤0.01%
1
– –
SPFF icon
3177
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPG icon
3178
CALL
Simon Property Group
SPG
$73.5B
– –
-5,200
Closed -$841K
SPGI icon
3179
S&P Global
SPGI
$122B
– –
-52,396
Closed -$7.96M
SPGM icon
3180
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$0 ﹤0.01%
2
– –
SPGP icon
3181
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPH icon
3182
CALL
Suburban Propane Partners
SPH
$1.21B
– –
-44,300
Closed -$1.05M
SPH icon
3183
PUT
Suburban Propane Partners
SPH
$1.21B
– –
-10,000
Closed -$238K
SPHB icon
3184
Invesco S&P 500 High Beta ETF
SPHB
$1.03B
$0 ﹤0.01%
1
– –
SPHD icon
3185
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.39B
$0 ﹤0.01%
1
– –
SPHY icon
3186
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
3187
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
3188
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
3189
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
3190
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPLV icon
3191
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
1
– –
SPMB icon
3192
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.99B
$0 ﹤0.01%
1
– –
SPMD icon
3193
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$0 ﹤0.01%
3
– –
SPSB icon
3194
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
$0 ﹤0.01%
1
– –
SPSM icon
3195
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.6B
$0 ﹤0.01%
3
– –
SPTI icon
3196
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
3197
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
3198
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
3199
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
3200
Invesco S&P 500 Value with Momentum ETF
SPVM
$132M
$0 ﹤0.01%
1
– –
126 127
128
129 130

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.