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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
FPX icon
4251
First Trust US Equity Opportunities ETF
FPX
$1.5B
$0 ﹤0.01%
1
– –
FRI icon
4252
First Trust S&P REIT Index Fund
FRI
$198M
$0 ﹤0.01%
1
– –
FSTA icon
4253
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.42B
$0 ﹤0.01%
1
– –
FTA icon
4254
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.4B
$0 ﹤0.01%
1
– –
FTAG icon
4255
First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF
FTAG
$14.3M
$0 ﹤0.01%
1
– –
FSZ icon
4256
First Trust Switzerland AlphaDEX Fund
FSZ
$36.8M
$0 ﹤0.01%
1
– –
FTC icon
4257
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.34B
$0 ﹤0.01%
1
– –
FTCS icon
4258
First Trust Capital Strength ETF
FTCS
$7.85B
$0 ﹤0.01%
1
– –
FTDS icon
4259
First Trust Dividend Strength ETF
FTDS
$38.8M
$0 ﹤0.01%
1
– –
FTEC icon
4260
Fidelity MSCI Information Technology Index ETF
FTEC
$20.2B
$0 ﹤0.01%
1
– –
FTHI icon
4261
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.42B
$0 ﹤0.01%
1
– –
FTLS icon
4262
First Trust Long/Short Equity ETF
FTLS
$2.48B
$0 ﹤0.01%
1
– –
FTQI icon
4263
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$914M
$0 ﹤0.01%
1
– –
FTRI icon
4264
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$123M
$0 ﹤0.01%
1
– –
FTSL icon
4265
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$0 ﹤0.01%
1
– –
FUTY icon
4266
Fidelity MSCI Utilities Index ETF
FUTY
$2.32B
$0 ﹤0.01%
1
– –
FV icon
4267
First Trust Dorsey Wright Focus 5 ETF
FV
$3.65B
$0 ﹤0.01%
1
– –
FVD icon
4268
First Trust Value Line Dividend Fund
FVD
$8.32B
$0 ﹤0.01%
1
– –
FXA icon
4269
Invesco CurrencyShares Australian Dollar Trust
FXA
$97M
$0 ﹤0.01%
1
– –
FXB icon
4270
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.5M
$0 ﹤0.01%
1
– –
FXC icon
4271
CALL
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.6M
– –
-6,700
Closed -$530K
FXC icon
4272
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.6M
$0 ﹤0.01%
1
– –
FXD icon
4273
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$273M
$0 ﹤0.01%
1
– –
FXF icon
4274
CALL
Invesco CurrencyShares Swiss Franc Trust
FXF
$397M
– –
-76,500
Closed -$7.47M
FXF icon
4275
Invesco CurrencyShares Swiss Franc Trust
FXF
$397M
$0 ﹤0.01%
1
– –
169 170
171
172 173

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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.