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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
ECL icon
2301
Ecolab
ECL
$76.3B
– –
-431
Closed -$57K
ECL icon
2302
PUT
Ecolab
ECL
$76.3B
– –
-6,000
Closed -$797K
ECNS icon
2303
iShares MSCI China Small-Cap ETF
ECNS
$64.3M
$0 ﹤0.01%
1
– –
ECON icon
2304
Columbia Emerging Markets Consumer ETF
ECON
$323M
$0 ﹤0.01%
1
– –
ED icon
2305
Consolidated Edison
ED
$39.8B
– –
-38
Closed -$3.15K
EDEN icon
2306
iShares MSCI Denmark ETF
EDEN
$192M
$0 ﹤0.01%
1
– –
EDIV icon
2307
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
2308
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$30.4M
$0 ﹤0.01%
1
– –
EDV icon
2309
Vanguard World Funds Extended Duration ETF
EDV
$3.72B
$0 ﹤0.01%
1
– –
EELV icon
2310
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$432M
$0 ﹤0.01%
1
– –
EEM icon
2311
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$0 ﹤0.01%
1
-169,351
-100% -$7.45M
EEMA icon
2312
iShares MSCI Emerging Markets Asia ETF
EEMA
$902M
$0 ﹤0.01%
1
– –
EEMV icon
2313
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.67B
$0 ﹤0.01%
1
– –
EEMS icon
2314
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$381M
$0 ﹤0.01%
1
– –
EES icon
2315
WisdomTree US SmallCap Earnings Fund
EES
$707M
$0 ﹤0.01%
3
– –
EET icon
2316
ProShares Ultra MSCI Emerging Markets
EET
$43.8M
$0 ﹤0.01%
1
– –
EEV icon
2317
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.73M
– –
0
– –
EFAD icon
2318
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.8M
$0 ﹤0.01%
1
– –
EFAV icon
2319
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.43B
$0 ﹤0.01%
1
– –
EFNL icon
2320
iShares MSCI Finland ETF
EFNL
$272M
$0 ﹤0.01%
1
– –
EFG icon
2321
iShares MSCI EAFE Growth ETF
EFG
$16.7B
$0 ﹤0.01%
1
– –
EFO icon
2322
ProShares Ultra MSCI EAFE
EFO
$28.4M
$0 ﹤0.01%
3
– –
EFU icon
2323
ProShares Trust UltraShort MSCI EAFE
EFU
$830K
$0 ﹤0.01%
1
– –
EFV icon
2324
iShares MSCI EAFE Value ETF
EFV
$31.7B
$0 ﹤0.01%
1
– –
EFZ icon
2325
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
$0 ﹤0.01%
1
– –
91 92
93
94 95

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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'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.