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
-0%
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
$45.6B
AUM Growth
-$3.59B
Cap. Flow
-$837M
Cap. Flow %
-1.83%
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$129M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$57.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$46.7M
4
MS icon
Morgan Stanley
MS
+$44.6M
5
QCOM icon
Qualcomm
QCOM
+$38.6M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$86.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$67.4M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$55M
4
META icon
Meta Platforms (Facebook)
META
+$51.5M
5
DD icon
DuPont de Nemours
DD
+$38.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.91%
2 Consumer Discretionary 0.42%
3 Financials 0.41%
4 Technology 0.37%
5 Industrials 0.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLX icon
3551
VanEck Steel ETF
SLX
$175M
$0 ﹤0.01%
1
– –
SLYG icon
3552
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5B
$0 ﹤0.01%
4
– –
SLYV icon
3553
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.98B
$0 ﹤0.01%
2
– –
SM icon
3554
SM Energy
SM
$8.98B
– –
-57,959
Closed -$1.14M
SM icon
3555
PUT
SM Energy
SM
$8.98B
– –
-82,500
Closed -$1.62M
SMB icon
3556
VanEck Short Muni ETF
SMB
$316M
$0 ﹤0.01%
1
– –
SMDD icon
3557
ProShares UltraPro Short MidCap400
SMDD
$1.86M
– –
0
– –
SMH icon
3558
CALL
VanEck Semiconductor ETF
SMH
$69.8B
– –
-40,400
Closed -$1.08M
SMIN icon
3559
iShares MSCI India Small-Cap ETF
SMIN
$774M
$0 ﹤0.01%
1
– –
SMLV icon
3560
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$255M
$0 ﹤0.01%
1
– –
SMMU icon
3561
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.19B
$0 ﹤0.01%
1
– –
SMN icon
3562
ProShares UltraShort Materials
SMN
$3.93M
– –
0
– –
SMOG icon
3563
VanEck Low Carbon Energy ETF
SMOG
$135M
– –
-1
Closed –
SNA icon
3564
Snap-on
SNA
$19.7B
– –
-123
Closed -$18.8K
SNPS icon
3565
CALL
Synopsys
SNPS
$75.1B
– –
-1,500
Closed -$69K
SNV
3566
PUT
DELISTED
Synovus
SNV
– –
-7,300
Closed -$236K
SOCL icon
3567
Global X Social Media ETF
SOCL
$90.8M
$0 ﹤0.01%
1
– –
SONY icon
3568
Sony
SONY
$137B
– –
-169,010
Closed -$775K
SOXL icon
3569
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.2B
$0 ﹤0.01%
60
– –
SOXX icon
3570
iShares Semiconductor ETF
SOXX
$43.5B
$0 ﹤0.01%
3
– –
SPAB icon
3571
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.2B
$0 ﹤0.01%
2
– –
SPBO icon
3572
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
1
– –
SPDW icon
3573
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42.5B
$0 ﹤0.01%
1
– –
SPEM icon
3574
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$18B
$0 ﹤0.01%
2
– –
SPEU icon
3575
State Street SPDR Portfolio Europe ETF
SPEU
$734M
$0 ﹤0.01%
1
– –
141 142
143
144 145

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 Q1 2016 Portfolio in Review

As of Q1 2016, Parallax Volatility Advisers held 4,643 positions worth $45.6B, down 7.3% from $49.2B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers's Q1 2016 filing shows 522 new, 870 increased, 980 reduced and 966 closed positions. Its largest new stake was US Bancorp: 392,705 shares worth $15.9M. The largest sale was Microsoft, an estimated $86.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Parallax Volatility Advisers's largest Q1 2016 buy was US Bancorp: 392,705 shares worth $15.9M.
  • Parallax Volatility Advisers added most to iShares MSCI Emerging Markets ETF in Q1 2016, an estimated $129M increase.
  • Parallax Volatility Advisers's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $67.4M.
  • Parallax Volatility Advisers fully exited Microsoft in Q1 2016, selling an estimated $86.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $45.6B portfolio in Q1 2016.
  • Parallax Volatility Advisers opened 522 new positions and closed 966 in Q1 2016.
  • Parallax Volatility Advisers's portfolio value fell 7.3% quarter-over-quarter to $45.6B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2016, filed 16 May 2016.