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
+3.99%
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
$49.2B
AUM Growth
+$4.3B
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$47.7M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.76%
2 Technology 0.67%
3 Financials 0.55%
4 Materials 0.33%
5 Industrials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DTRE icon
3026
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.6M
$0 ﹤0.01%
1
– –
DUG icon
3027
ProShares UltraShort Energy
DUG
$22M
– –
0
– –
DUST icon
3028
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$46.5M
– –
0
– –
DVAX
3029
DELISTED
Dynavax Technologies
DVAX
– –
-12,000
Closed -$301K
DVY icon
3030
CALL
iShares Select Dividend ETF
DVY
$23.6B
– –
-1,100
Closed -$80K
DVY icon
3031
iShares Select Dividend ETF
DVY
$23.6B
$0 ﹤0.01%
1
-2,589
-100% -$197K
DVY icon
3032
PUT
iShares Select Dividend ETF
DVY
$23.6B
– –
-6,800
Closed -$496K
DVYA icon
3033
iShares Asia/Pacific Dividend ETF
DVYA
$72.2M
$0 ﹤0.01%
1
– –
DVYE icon
3034
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
3035
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$450M
$0 ﹤0.01%
1
– –
DWM icon
3036
WisdomTree International Equity Fund
DWM
$697M
$0 ﹤0.01%
1
– –
DWX icon
3037
State Street SPDR S&P International Dividend ETF
DWX
$533M
$0 ﹤0.01%
1
– –
DXD icon
3038
ProShares UltraShort Dow 30
DXD
$38.2M
– –
0
– –
OPPJ
3039
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$284M
$0 ﹤0.01%
2
– –
DZZ icon
3040
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.26M
$0 ﹤0.01%
1
– –
EBND icon
3041
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.29B
$0 ﹤0.01%
1
– –
ECH icon
3042
iShares MSCI Chile ETF
ECH
$1.06B
$0 ﹤0.01%
1
– –
ECNS icon
3043
iShares MSCI China Small-Cap ETF
ECNS
$66.4M
$0 ﹤0.01%
1
– –
ECON icon
3044
Columbia Emerging Markets Consumer ETF
ECON
$337M
$0 ﹤0.01%
1
– –
EDC icon
3045
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
– –
0
– –
EDEN icon
3046
iShares MSCI Denmark ETF
EDEN
$206M
$0 ﹤0.01%
1
– –
EDIV icon
3047
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
3048
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
$0 ﹤0.01%
1
– –
EDU icon
3049
PUT
New Oriental
EDU
$8.98B
– –
-33,100
Closed -$669K
EDV icon
3050
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
$0 ﹤0.01%
1
– –
120 121
122
123 124

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 Q4 2015 Portfolio in Review

As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Parallax Volatility Advisers deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.

  • Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
  • Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
  • Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
  • Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
  • Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.