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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
FXG icon
4276
First Trust Consumer Staples AlphaDEX Fund
FXG
$226M
$0 ﹤0.01%
1
– –
FXH icon
4277
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$0 ﹤0.01%
1
– –
FXI icon
4278
iShares China Large-Cap ETF
FXI
$4.35B
$0 ﹤0.01%
1
– –
FXL icon
4279
First Trust Technology AlphaDEX Fund
FXL
$2.62B
$0 ﹤0.01%
1
– –
FXN icon
4280
First Trust Energy AlphaDEX Fund
FXN
$377M
$0 ﹤0.01%
1
– –
FXO icon
4281
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$0 ﹤0.01%
1
– –
FXP icon
4282
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.67M
– –
0
– –
FXR icon
4283
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$750M
$0 ﹤0.01%
1
– –
FXU icon
4284
First Trust Utilities AlphaDEX Fund
FXU
$829M
$0 ﹤0.01%
1
– –
FXY icon
4285
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$453M
– –
-215,600
Closed -$18.4M
FXY icon
4286
Invesco CurrencyShares Japanese Yen Trust
FXY
$453M
$0 ﹤0.01%
1
– –
FXZ icon
4287
First Trust Materials AlphaDEX Fund
FXZ
$371M
$0 ﹤0.01%
1
– –
FYC icon
4288
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.3B
$0 ﹤0.01%
1
– –
FYLD icon
4289
Cambria Foreign Shareholder Yield ETF
FYLD
$710M
$0 ﹤0.01%
1
– –
FYT icon
4290
First Trust Small Cap Value AlphaDEX Fund
FYT
$193M
$0 ﹤0.01%
1
– –
FYX icon
4291
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.39B
$0 ﹤0.01%
1
– –
GAL icon
4292
State Street Global Allocation ETF
GAL
$308M
$0 ﹤0.01%
1
– –
GBF icon
4293
iShares Government/Credit Bond ETF
GBF
$127M
$0 ﹤0.01%
1
– –
GBX icon
4294
PUT
The Greenbrier Companies
GBX
$1.54B
– –
-125,000
Closed -$6.02M
GCC icon
4295
WisdomTree Enhanced Commodity Strategy Fund
GCC
$268M
$0 ﹤0.01%
1
– –
GDDY icon
4296
GoDaddy
GDDY
$11.8B
– –
-38
Closed -$1.8K
GDX icon
4297
VanEck Gold Miners ETF
GDX
$22.9B
$0 ﹤0.01%
1
-149,766
-100% -$3.41M
GEN icon
4298
CALL
Gen Digital
GEN
$16.8B
– –
-41,800
Closed -$1.37M
GGB icon
4299
Gerdau
GGB
$9.8B
– –
-14,936
Closed -$41K
GGB icon
4300
PUT
Gerdau
GGB
$9.8B
– –
-63,000
Closed -$172K
170 171
172
173 174

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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.