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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
FIDU icon
4226
Fidelity MSCI Industrials Index ETF
FIDU
$2.35B
$0 ﹤0.01%
1
– –
POWR
4227
iShares U.S. Power Infrastructure ETF
POWR
$457M
$0 ﹤0.01%
1
– –
FITB
4228
CALL
Fifth Third Bancorp
FITB
$51.6B
– –
-324,700
Closed -$9.09M
FIVN icon
4229
CALL
FIVE9
FIVN
$2.21B
– –
-43,600
Closed -$1.04M
FIW icon
4230
First Trust Water ETF
FIW
$1.89B
$0 ﹤0.01%
1
– –
FJP icon
4231
First Trust Japan AlphaDEX Fund
FJP
$252M
$0 ﹤0.01%
1
– –
FKU icon
4232
First Trust United Kingdom AlphaDEX Fund
FKU
$38.9M
$0 ﹤0.01%
1
– –
FLN icon
4233
First Trust Latin America AlphaDEX Fund
FLN
$37.7M
$0 ﹤0.01%
1
– –
FLOT icon
4234
iShares Floating Rate Bond ETF
FLOT
$10.3B
$0 ﹤0.01%
1
– –
FLRN icon
4235
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$0 ﹤0.01%
1
– –
FLS icon
4236
CALL
Flowserve
FLS
$9.78B
– –
-28,000
Closed -$1.19M
FLTR icon
4237
VanEck IG Floating Rate ETF
FLTR
$2.97B
$0 ﹤0.01%
1
– –
FMAT icon
4238
Fidelity MSCI Materials Index ETF
FMAT
$583M
$0 ﹤0.01%
1
– –
FNCL icon
4239
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$0 ﹤0.01%
1
– –
FNDA icon
4240
Schwab Fundamental US Small Company Index ETF
FNDA
$9.26B
$0 ﹤0.01%
2
– –
FNDB icon
4241
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.44B
$0 ﹤0.01%
3
– –
FNDC icon
4242
Schwab Fundamental International Small Company Index ETF
FNDC
$3.07B
$0 ﹤0.01%
1
– –
FNDE icon
4243
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.73B
$0 ﹤0.01%
1
– –
FNDX icon
4244
Schwab Fundamental US Large Company Index ETF
FNDX
$27B
$0 ﹤0.01%
3
– –
FNDF icon
4245
Schwab Fundamental International Large Company Index ETF
FNDF
$25B
$0 ﹤0.01%
1
– –
FNF icon
4246
Fidelity National Financial
FNF
$13.9B
– –
-50
Closed -$2K
FNK icon
4247
First Trust Mid Cap Value AlphaDEX Fund
FNK
$230M
$0 ﹤0.01%
1
– –
FNX icon
4248
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.39B
$0 ﹤0.01%
1
– –
FNY icon
4249
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$588M
$0 ﹤0.01%
1
– –
FPA icon
4250
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$102M
$0 ﹤0.01%
1
– –
168 169
170
171 172

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KBC Group
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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.