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
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$45.6B
AUM Growth
-$3.59B
Cap. Flow
-$3.5B
Cap. Flow %
-7.66%
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 Consumer Discretionary 0.42%
2 Financials 0.41%
3 Technology 0.36%
4 Industrials 0.22%
5 Healthcare 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVN icon
2701
PUT
Devon Energy
DVN
$47.3B
– –
-1,000
Closed -$32K
DVY icon
2702
iShares Select Dividend ETF
DVY
$23.6B
$0 ﹤0.01%
1
– –
DVYA icon
2703
iShares Asia/Pacific Dividend ETF
DVYA
$72.2M
$0 ﹤0.01%
1
– –
DVYE icon
2704
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
2705
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$450M
$0 ﹤0.01%
1
– –
DWM icon
2706
WisdomTree International Equity Fund
DWM
$697M
$0 ﹤0.01%
1
– –
DWX icon
2707
State Street SPDR S&P International Dividend ETF
DWX
$533M
$0 ﹤0.01%
1
– –
DXD icon
2708
ProShares UltraShort Dow 30
DXD
$38.2M
– –
0
– –
DXJ icon
2709
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
– –
-499,800
Closed -$25M
OPPJ
2710
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$284M
$0 ﹤0.01%
2
– –
DZZ icon
2711
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.26M
$0 ﹤0.01%
1
– –
EAT icon
2712
Brinker International
EAT
$9.66B
– –
-11,424
Closed -$550K
EBND icon
2713
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.29B
$0 ﹤0.01%
1
– –
ECH icon
2714
iShares MSCI Chile ETF
ECH
$1.06B
$0 ﹤0.01%
1
– –
ECNS icon
2715
iShares MSCI China Small-Cap ETF
ECNS
$66.4M
$0 ﹤0.01%
1
– –
ECON icon
2716
Columbia Emerging Markets Consumer ETF
ECON
$337M
$0 ﹤0.01%
1
– –
ED icon
2717
Consolidated Edison
ED
$39.9B
– –
-37,584
Closed -$2.67M
EDC icon
2718
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
– –
0
– –
EDEN icon
2719
iShares MSCI Denmark ETF
EDEN
$206M
$0 ﹤0.01%
1
– –
EDIV icon
2720
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
2721
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
$0 ﹤0.01%
1
– –
EDU icon
2722
New Oriental
EDU
$8.98B
– –
-40,954
Closed -$1.28M
EDV icon
2723
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
$0 ﹤0.01%
1
– –
EDZ icon
2724
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$17.8M
– –
0
– –
EELV icon
2725
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
107 108
109
110 111

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
HF
HRT Financial New York $40.1B AUM 58.22% 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 withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.

Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.

  • 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.