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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
EGO icon
2326
CALL
Eldorado Gold
EGO
$8.37B
– –
-25,000
Closed -$330K
EIDO icon
2327
iShares MSCI Indonesia ETF
EIDO
$484M
$0 ﹤0.01%
1
– –
EIRL icon
2328
iShares MSCI Ireland ETF
EIRL
$75.7M
$0 ﹤0.01%
1
– –
EIS icon
2329
iShares MSCI Israel ETF
EIS
$879M
$0 ﹤0.01%
1
– –
EINC icon
2330
VanEck Energy Income ETF
EINC
$82.1M
– –
0
– –
ELD icon
2331
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
$0 ﹤0.01%
1
– –
EMB icon
2332
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
– –
-50,000
Closed -$5.72M
EMCB icon
2333
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.7M
$0 ﹤0.01%
1
– –
EMHY icon
2334
iShares JPMorgan EM High Yield Bond ETF
EMHY
$625M
$0 ﹤0.01%
1
– –
EMIF icon
2335
iShares Emerging Markets Infrastructure ETF
EMIF
$13.2M
$0 ﹤0.01%
1
– –
EMLC icon
2336
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$0 ﹤0.01%
1
– –
EMLP icon
2337
First Trust North American Energy Infrastructure Fund
EMLP
$4.13B
$0 ﹤0.01%
1
– –
EMR icon
2338
Emerson Electric
EMR
$86.7B
– –
-12,924
Closed -$779K
ENFR icon
2339
Alerian Energy Infrastructure ETF
ENFR
$516M
$0 ﹤0.01%
1
– –
ENOR icon
2340
iShares MSCI Norway ETF
ENOR
$95.5M
$0 ﹤0.01%
1
– –
ENZL icon
2341
iShares MSCI New Zealand ETF
ENZL
$82.5M
$0 ﹤0.01%
1
– –
EPHE icon
2342
iShares MSCI Philippines ETF
EPHE
$146M
$0 ﹤0.01%
1
– –
EPI icon
2343
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$0 ﹤0.01%
1
– –
EPOL icon
2344
iShares MSCI Poland ETF
EPOL
$734M
$0 ﹤0.01%
1
– –
EPP icon
2345
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$0 ﹤0.01%
1
– –
EPS icon
2346
WisdomTree US LargeCap Fund
EPS
$1.62B
$0 ﹤0.01%
3
– –
EPU icon
2347
iShares MSCI Peru and Global Exposure ETF
EPU
$541M
$0 ﹤0.01%
1
– –
EPV icon
2348
ProShares UltraShort FTSE Europe
EPV
$10.9M
– –
0
– –
EQL icon
2349
ALPS Equal Sector Weight ETF
EQL
$765M
$0 ﹤0.01%
3
– –
EQR icon
2350
CALL
Equity Residential
EQR
$25.3B
– –
-2,000
Closed -$132K
92 93
94
95 96

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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.