We are live on ! Find out more
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
+4.68%
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
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
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 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FIZZ icon
2776
National Beverage
FIZZ
$2.96B
– –
-54,932
Closed -$2.32M
FIZZ icon
2777
PUT
National Beverage
FIZZ
$2.96B
– –
-3,400
Closed -$144K
FJP icon
2778
First Trust Japan AlphaDEX Fund
FJP
$249M
$0 ﹤0.01%
1
– –
FKU icon
2779
First Trust United Kingdom AlphaDEX Fund
FKU
$38.7M
$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
$37.9M
$0 ﹤0.01%
1
– –
FLO icon
2783
CALL
Flowers Foods
FLO
$1.49B
– –
-2,000
Closed -$39K
FLO icon
2784
PUT
Flowers Foods
FLO
$1.49B
– –
-2,000
Closed -$39K
FLOT icon
2785
iShares Floating Rate Bond ETF
FLOT
$10.2B
$0 ﹤0.01%
1
– –
FLRN icon
2786
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$0 ﹤0.01%
1
– –
FLS icon
2787
PUT
Flowserve
FLS
$9.71B
– –
-3,100
Closed -$150K
FLTR icon
2788
VanEck IG Floating Rate ETF
FLTR
$2.94B
$0 ﹤0.01%
1
– –
FMAT icon
2789
Fidelity MSCI Materials Index ETF
FMAT
$575M
$0 ﹤0.01%
1
– –
FMC icon
2790
FMC
FMC
$1.34B
– –
-379,427
Closed -$24.4M
FNCL icon
2791
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
$0 ﹤0.01%
1
– –
FNDA icon
2792
Schwab Fundamental US Small Company Index ETF
FNDA
$9.12B
$0 ﹤0.01%
2
– –
FNDB icon
2793
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.42B
$0 ﹤0.01%
3
– –
FNDC icon
2794
Schwab Fundamental International Small Company Index ETF
FNDC
$3.05B
$0 ﹤0.01%
1
– –
FNDE icon
2795
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
$0 ﹤0.01%
1
– –
FNDX icon
2796
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
$0 ﹤0.01%
3
– –
FNDF icon
2797
Schwab Fundamental International Large Company Index ETF
FNDF
$24.9B
$0 ﹤0.01%
1
– –
FNF icon
2798
CALL
Fidelity National Financial
FNF
$13.9B
– –
-2,881
Closed -$78K
FNF icon
2799
Fidelity National Financial
FNF
$13.9B
$0 ﹤0.01%
+1
New +$29
FNF icon
2800
PUT
Fidelity National Financial
FNF
$13.9B
– –
-1,873
Closed -$51K
110 111
112
113 114

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 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 deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • 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.