We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+4.68%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$806M
Cap. Flow %
1.56%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
919
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.78%
2 Consumer Discretionary 0.93%
3 Technology 0.85%
4 Financials 0.62%
5 Consumer Staples 0.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FIZZ icon
2776
National Beverage
FIZZ
$2.86B
– –
-54,932
Closed -$2.32M
FIZZ icon
2777
PUT
National Beverage
FIZZ
$2.86B
– –
-3,400
Closed -$144K
FJP icon
2778
First Trust Japan AlphaDEX Fund
FJP
$264M
$0 ﹤0.01%
1
– –
FKU icon
2779
First Trust United Kingdom AlphaDEX Fund
FKU
$36.1M
$0 ﹤0.01%
1
– –
FL
2780
DELISTED
Foot Locker
FL
– –
-10,603
Closed -$688K
FL
2781
PUT
DELISTED
Foot Locker
FL
– –
-30,300
Closed -$2.27M
FLN icon
2782
First Trust Latin America AlphaDEX Fund
FLN
$42.2M
$0 ﹤0.01%
1
– –
FLO icon
2783
CALL
Flowers Foods
FLO
$1.32B
– –
-2,000
Closed -$39K
FLO icon
2784
PUT
Flowers Foods
FLO
$1.32B
– –
-2,000
Closed -$39K
FLOT icon
2785
iShares Floating Rate Bond ETF
FLOT
$10.7B
$0 ﹤0.01%
1
– –
FLRN icon
2786
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.95B
$0 ﹤0.01%
1
– –
FLS icon
2787
PUT
Flowserve
FLS
$9.56B
– –
-3,100
Closed -$150K
FLTR icon
2788
VanEck IG Floating Rate ETF
FLTR
$3.2B
$0 ﹤0.01%
1
– –
FMAT icon
2789
Fidelity MSCI Materials Index ETF
FMAT
$603M
$0 ﹤0.01%
1
– –
FMC icon
2790
FMC
FMC
$1.54B
– –
-379,427
Closed -$24.4M
FNCL icon
2791
Fidelity MSCI Financials Index ETF
FNCL
$2.39B
$0 ﹤0.01%
1
– –
FNDA icon
2792
Schwab Fundamental US Small Company Index ETF
FNDA
$8.97B
$0 ﹤0.01%
2
– –
FNDB icon
2793
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.48B
$0 ﹤0.01%
3
– –
FNDC icon
2794
Schwab Fundamental International Small Company Index ETF
FNDC
$3.17B
$0 ﹤0.01%
1
– –
FNDE icon
2795
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.5B
$0 ﹤0.01%
1
– –
FNDX icon
2796
Schwab Fundamental US Large Company Index ETF
FNDX
$27.6B
$0 ﹤0.01%
3
– –
FNDF icon
2797
Schwab Fundamental International Large Company Index ETF
FNDF
$26.3B
$0 ﹤0.01%
1
– –
FNF icon
2798
CALL
Fidelity National Financial
FNF
$11.9B
– –
-2,881
Closed -$78K
FNF icon
2799
Fidelity National Financial
FNF
$11.9B
$0 ﹤0.01%
+1
New +$29
FNF icon
2800
PUT
Fidelity National Financial
FNF
$11.9B
– –
-1,873
Closed -$51K
110 111
112
113 114

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers's Q2 2017 filing shows 418 new, 646 increased, 919 reduced and 1,761 closed positions. Its largest new stake was Intel: 1,905,541 shares worth $64.3M. The largest sale was Caterpillar, an estimated $63.3M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Technology.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.