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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
FTI icon
2476
CALL
TechnipFMC
FTI
$30.5B
– –
-5,376
Closed -$109K
FTLS icon
2477
First Trust Long/Short Equity ETF
FTLS
$2.53B
$0 ﹤0.01%
1
– –
FTQI icon
2478
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$967M
$0 ﹤0.01%
1
– –
FTRI icon
2479
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$132M
$0 ﹤0.01%
1
– –
FTSL icon
2480
First Trust Senior Loan Fund ETF
FTSL
$2.41B
$0 ﹤0.01%
1
– –
FTV icon
2481
CALL
Fortive
FTV
$16.9B
– –
-71,359
Closed -$2.85M
FUTY icon
2482
Fidelity MSCI Utilities Index ETF
FUTY
$2.29B
$0 ﹤0.01%
1
– –
FV icon
2483
First Trust Dorsey Wright Focus 5 ETF
FV
$3.75B
$0 ﹤0.01%
1
– –
FVD icon
2484
First Trust Value Line Dividend Fund
FVD
$8.01B
$0 ﹤0.01%
1
– –
FXA icon
2485
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.4M
$0 ﹤0.01%
1
– –
FXB icon
2486
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.1M
$0 ﹤0.01%
1
– –
FXC icon
2487
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.7M
$0 ﹤0.01%
1
-40
-98% -$3.15K
FXD icon
2488
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$253M
$0 ﹤0.01%
1
– –
FXF icon
2489
Invesco CurrencyShares Swiss Franc Trust
FXF
$386M
$0 ﹤0.01%
1
– –
FXG icon
2490
First Trust Consumer Staples AlphaDEX Fund
FXG
$222M
$0 ﹤0.01%
1
– –
FXH icon
2491
First Trust Health Care AlphaDEX Fund
FXH
$1.13B
$0 ﹤0.01%
1
– –
FXI icon
2492
iShares China Large-Cap ETF
FXI
$4.12B
$0 ﹤0.01%
1
– –
FXL icon
2493
First Trust Technology AlphaDEX Fund
FXL
$2.75B
$0 ﹤0.01%
1
– –
FXN icon
2494
First Trust Energy AlphaDEX Fund
FXN
$408M
$0 ﹤0.01%
1
– –
FXO icon
2495
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$0 ﹤0.01%
1
– –
FXP icon
2496
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.67M
– –
0
– –
FXR icon
2497
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$711M
$0 ﹤0.01%
1
– –
FXU icon
2498
First Trust Utilities AlphaDEX Fund
FXU
$790M
$0 ﹤0.01%
1
– –
FXY icon
2499
Invesco CurrencyShares Japanese Yen Trust
FXY
$454M
$0 ﹤0.01%
1
-23,610
-100% -$2.05M
FXZ icon
2500
First Trust Materials AlphaDEX Fund
FXZ
$403M
$0 ﹤0.01%
1
– –
98 99
100
101 102

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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.