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
-14.77%
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
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$3.78B
Cap. Flow %
5%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.7%
2 Financials 1.17%
3 Technology 1.08%
4 Communication Services 0.76%
5 Consumer Discretionary 0.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FIBK icon
3201
First Interstate BancSystem
FIBK
$3.51B
– –
-33
Closed -$1K
FICO icon
3202
Fair Isaac
FICO
$21.2B
– –
-17
Closed -$4K
FID icon
3203
First Trust Exchange-Traded Fund VI First Trust S&P International Dividend Aristocrats ETF
FID
$171M
$0 ﹤0.01%
1
– –
FIDU icon
3204
Fidelity MSCI Industrials Index ETF
FIDU
$2.24B
$0 ﹤0.01%
1
– –
POWR
3205
iShares U.S. Power Infrastructure ETF
POWR
$461M
$0 ﹤0.01%
1
– –
FIS icon
3206
Fidelity National Information Services
FIS
$19.6B
– –
-37
Closed -$4K
FIW icon
3207
First Trust Water ETF
FIW
$1.78B
$0 ﹤0.01%
1
– –
FJP icon
3208
First Trust Japan AlphaDEX Fund
FJP
$264M
$0 ﹤0.01%
1
– –
FKU icon
3209
First Trust United Kingdom AlphaDEX Fund
FKU
$36.1M
$0 ﹤0.01%
1
– –
FLN icon
3210
First Trust Latin America AlphaDEX Fund
FLN
$42.2M
$0 ﹤0.01%
1
– –
FLO icon
3211
Flowers Foods
FLO
$1.32B
– –
-1,848
Closed -$34K
FLOT icon
3212
iShares Floating Rate Bond ETF
FLOT
$10.7B
$0 ﹤0.01%
1
– –
FLRN icon
3213
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.95B
$0 ﹤0.01%
1
– –
FLTR icon
3214
VanEck IG Floating Rate ETF
FLTR
$3.2B
$0 ﹤0.01%
1
– –
FMAT icon
3215
Fidelity MSCI Materials Index ETF
FMAT
$603M
$0 ﹤0.01%
1
– –
FNB icon
3216
FNB Corp
FNB
$6.47B
– –
-6,098
Closed -$78K
FNDB icon
3217
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.48B
$0 ﹤0.01%
3
– –
FNDC icon
3218
Schwab Fundamental International Small Company Index ETF
FNDC
$3.17B
$0 ﹤0.01%
1
– –
FNDE icon
3219
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.5B
$0 ﹤0.01%
1
– –
FNDX icon
3220
Schwab Fundamental US Large Company Index ETF
FNDX
$27.6B
$0 ﹤0.01%
3
– –
FNDF icon
3221
Schwab Fundamental International Large Company Index ETF
FNDF
$26.3B
$0 ﹤0.01%
1
– –
FNK icon
3222
First Trust Mid Cap Value AlphaDEX Fund
FNK
$229M
$0 ﹤0.01%
1
– –
FNX icon
3223
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.37B
$0 ﹤0.01%
1
– –
FNY icon
3224
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$573M
$0 ﹤0.01%
1
– –
FOLD
3225
PUT
DELISTED
Amicus Therapeutics
FOLD
– –
-33,100
Closed -$400K
127 128
129
130 131

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 Q4 2018 Portfolio in Review

As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $3.78B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.

  • Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
  • Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
  • Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
  • Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.