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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
FAB icon
2401
First Trust Multi Cap Value AlphaDEX Fund
FAB
$170M
$0 ﹤0.01%
1
– –
FAD icon
2402
First Trust Multi Cap Growth AlphaDEX Fund
FAD
$579M
$0 ﹤0.01%
1
– –
FAN icon
2403
First Trust Global Wind Energy ETF
FAN
$278M
$0 ﹤0.01%
1
– –
FAS icon
2404
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$0 ﹤0.01%
4
– –
FBP icon
2405
First Bancorp
FBP
$4.43B
– –
-3,303
Closed -$19K
FBP icon
2406
PUT
First Bancorp
FBP
$4.43B
– –
-5,000
Closed -$29K
FBT icon
2407
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.71B
$0 ﹤0.01%
1
– –
FBZ
2408
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
$0 ﹤0.01%
1
– –
FC icon
2409
Franklin Covey
FC
$244M
– –
-206
Closed -$4K
FCG icon
2410
First Trust Natural Gas ETF
FCG
$638M
$0 ﹤0.01%
1
– –
FCOM icon
2411
Fidelity MSCI Communication Services Index ETF
FCOM
$1.82B
$0 ﹤0.01%
1
– –
FCX icon
2412
Freeport-McMoran
FCX
$91.5B
– –
-921,547
Closed -$12.9M
FDD icon
2413
First Trust STOXX European Select Dividend Income Fund
FDD
$894M
$0 ﹤0.01%
1
– –
FDIS icon
2414
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.72B
$0 ﹤0.01%
1
– –
FDL icon
2415
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.79B
$0 ﹤0.01%
1
– –
FDM icon
2416
First Trust Dow Jones Select MicroCap Index Fund
FDM
$266M
$0 ﹤0.01%
1
– –
FDN icon
2417
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.33B
$0 ﹤0.01%
1
– –
FDS icon
2418
Factset
FDS
$9.59B
– –
-54
Closed -$8.82K
FDT icon
2419
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.29B
$0 ﹤0.01%
1
– –
FDTS icon
2420
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$13.1M
$0 ﹤0.01%
1
– –
FE icon
2421
FirstEnergy
FE
$28B
– –
-115
Closed -$3.62K
FE icon
2422
PUT
FirstEnergy
FE
$28B
– –
-4,000
Closed -$116K
FEM icon
2423
First Trust Emerging Markets AlphaDEX Fund
FEM
$747M
$0 ﹤0.01%
1
– –
FEMS icon
2424
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$243M
$0 ﹤0.01%
1
– –
FEP icon
2425
First Trust Europe AlphaDEX Fund
FEP
$526M
$0 ﹤0.01%
1
– –
95 96
97
98 99

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KBC Group
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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.