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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
+7.66%
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
$73.6B
AUM Growth
+$13B
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
Boeing
BA
+$30.6M

Sector Composition

Rank Sector Weight
1 Financials 0.85%
2 Technology 0.72%
3 Consumer Discretionary 0.46%
4 Industrials 0.43%
5 Communication Services 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FANG icon
4201
CALL
Diamondback Energy
FANG
$55.9B
– –
-26,500
Closed -$2.6M
FAN icon
4202
First Trust Global Wind Energy ETF
FAN
$278M
$0 ﹤0.01%
1
– –
FAS icon
4203
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$0 ﹤0.01%
4
– –
FBT icon
4204
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.71B
$0 ﹤0.01%
1
– –
FBZ
4205
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
$0 ﹤0.01%
1
– –
FCG icon
4206
First Trust Natural Gas ETF
FCG
$638M
$0 ﹤0.01%
1
– –
FCOM icon
4207
Fidelity MSCI Communication Services Index ETF
FCOM
$1.82B
$0 ﹤0.01%
1
– –
FDD icon
4208
First Trust STOXX European Select Dividend Income Fund
FDD
$894M
$0 ﹤0.01%
1
– –
FDIS icon
4209
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.72B
$0 ﹤0.01%
1
– –
FDL icon
4210
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.79B
$0 ﹤0.01%
1
– –
FDM icon
4211
First Trust Dow Jones Select MicroCap Index Fund
FDM
$266M
$0 ﹤0.01%
1
– –
FDN icon
4212
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.33B
$0 ﹤0.01%
1
– –
FDS icon
4213
CALL
Factset
FDS
$9.59B
– –
-75,000
Closed -$13.5M
FDT icon
4214
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.29B
$0 ﹤0.01%
1
– –
FDTS icon
4215
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$13.1M
$0 ﹤0.01%
1
– –
FEM icon
4216
First Trust Emerging Markets AlphaDEX Fund
FEM
$747M
$0 ﹤0.01%
1
– –
FEMS icon
4217
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$243M
$0 ﹤0.01%
1
– –
FEP icon
4218
First Trust Europe AlphaDEX Fund
FEP
$526M
$0 ﹤0.01%
1
– –
FENY icon
4219
Fidelity MSCI Energy Index ETF
FENY
$1.98B
$0 ﹤0.01%
1
– –
FEX icon
4220
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.58B
$0 ﹤0.01%
1
– –
FEZ icon
4221
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.46B
$0 ﹤0.01%
1
– –
FFIV icon
4222
CALL
F5
FFIV
$23.1B
– –
-10,000
Closed -$1.21M
FGD icon
4223
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.57B
$0 ﹤0.01%
1
– –
FGM icon
4224
First Trust Germany AlphaDEX Fund
FGM
$98.8M
$0 ﹤0.01%
1
– –
FHLC icon
4225
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
$0 ﹤0.01%
1
– –
167 168
169
170 171

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Parallax Volatility Advisers's Q4 2017 Portfolio in Review

As of Q4 2017, Parallax Volatility Advisers held 5,549 positions worth $73.6B, up 21% from $60.6B the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Parallax Volatility Advisers deployed $9.23B of net new capital in Q4 2017, opening 2,351 new positions and adding to 689 existing holdings. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.

By sector, the portfolio is most concentrated in Financials at 0.85% of assets, up from 0.69% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $227M trimmed.

  • Parallax Volatility Advisers's largest Q4 2017 buy was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q4 2017, an estimated $118M increase.
  • Parallax Volatility Advisers's biggest Q4 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $227M.
  • Parallax Volatility Advisers fully exited Berkshire Hathaway Class A in Q4 2017, selling an estimated $19.5M.
  • Parallax Volatility Advisers's ten largest holdings make up 63% of its $73.6B portfolio in Q4 2017.
  • Parallax Volatility Advisers opened 2,351 new positions and closed 493 in Q4 2017.
  • Parallax Volatility Advisers's portfolio value rose 21% quarter-over-quarter to $73.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2017, filed 14 Feb 2018.