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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
FENY icon
2426
Fidelity MSCI Energy Index ETF
FENY
$1.98B
$0 ﹤0.01%
1
– –
FEX icon
2427
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.58B
$0 ﹤0.01%
1
– –
FEZ icon
2428
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.46B
$0 ﹤0.01%
1
– –
FGD icon
2429
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.57B
$0 ﹤0.01%
1
– –
FGM icon
2430
First Trust Germany AlphaDEX Fund
FGM
$98.8M
$0 ﹤0.01%
1
– –
FHLC icon
2431
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
$0 ﹤0.01%
1
– –
FHN icon
2432
First Horizon
FHN
$12.2B
– –
-2,758
Closed -$48K
FHN icon
2433
PUT
First Horizon
FHN
$12.2B
– –
-4,000
Closed -$70K
FISV
2434
CALL
Fiserv Inc
FISV
$29B
– –
-4,000
Closed -$245K
FICO icon
2435
Fair Isaac
FICO
$22.6B
– –
-83
Closed -$12K
FICO icon
2436
PUT
Fair Isaac
FICO
$22.6B
– –
-2,000
Closed -$279K
FIDU icon
2437
Fidelity MSCI Industrials Index ETF
FIDU
$2.35B
$0 ﹤0.01%
1
– –
POWR
2438
iShares U.S. Power Infrastructure ETF
POWR
$458M
$0 ﹤0.01%
1
– –
FIW icon
2439
First Trust Water ETF
FIW
$1.89B
$0 ﹤0.01%
1
– –
FJP icon
2440
First Trust Japan AlphaDEX Fund
FJP
$254M
$0 ﹤0.01%
1
– –
FKU icon
2441
First Trust United Kingdom AlphaDEX Fund
FKU
$38.9M
$0 ﹤0.01%
1
– –
FLEX icon
2442
Flex
FLEX
$43B
– –
-42,753
Closed -$527K
FLN icon
2443
First Trust Latin America AlphaDEX Fund
FLN
$37.8M
$0 ﹤0.01%
1
– –
FLOT icon
2444
iShares Floating Rate Bond ETF
FLOT
$10.3B
$0 ﹤0.01%
1
– –
FLRN icon
2445
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$0 ﹤0.01%
1
– –
FLTR icon
2446
VanEck IG Floating Rate ETF
FLTR
$2.97B
$0 ﹤0.01%
1
– –
FMAT icon
2447
Fidelity MSCI Materials Index ETF
FMAT
$584M
$0 ﹤0.01%
1
– –
FMC icon
2448
CALL
FMC
FMC
$1.3B
– –
-32,284
Closed -$2.04M
FN icon
2449
CALL
Fabrinet
FN
$16.3B
– –
-252,900
Closed -$10.8M
FNCL icon
2450
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$0 ﹤0.01%
1
– –
96 97
98
99 100

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.