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
PYZ icon
3401
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$77.8M
$0 ﹤0.01%
1
– –
PYPL icon
3402
PayPal
PYPL
$50.5B
– –
-556,653
Closed -$20.1M
PZA icon
3403
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.26B
$0 ﹤0.01%
1
– –
QABA icon
3404
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.2M
$0 ﹤0.01%
1
– –
QAI icon
3405
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
3406
iShares MSCI Qatar ETF
QAT
$64M
$0 ﹤0.01%
1
– –
QCLN icon
3407
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$634M
$0 ﹤0.01%
1
– –
QDEF icon
3408
FlexShares Quality Dividend Defensive Index Fund
QDEF
$562M
$0 ﹤0.01%
1
– –
QDF icon
3409
FlexShares Quality Dividend Index Fund
QDF
$2.28B
$0 ﹤0.01%
1
– –
QEFA icon
3410
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.08B
$0 ﹤0.01%
1
– –
QEMM icon
3411
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$56.2M
$0 ﹤0.01%
1
– –
QID icon
3412
ProShares UltraShort QQQ
QID
$247M
– –
0
– –
QLD icon
3413
ProShares Ultra QQQ
QLD
$14.1B
$0 ﹤0.01%
32
– –
QLTA icon
3414
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QQEW icon
3415
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.82B
$0 ﹤0.01%
1
– –
QQQE icon
3416
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.38B
$0 ﹤0.01%
2
– –
QQXT icon
3417
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$159M
$0 ﹤0.01%
1
– –
QRVO icon
3418
CALL
Qorvo
QRVO
$8.74B
– –
-8,200
Closed -$417K
QRVO icon
3419
Qorvo
QRVO
$8.74B
– –
-54
Closed -$3K
QRVO icon
3420
PUT
Qorvo
QRVO
$8.74B
– –
-1,700
Closed -$86K
QSR icon
3421
CALL
Restaurant Brands International
QSR
$25.8B
– –
-6,200
Closed -$232K
QTEC icon
3422
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.83B
$0 ﹤0.01%
1
– –
QUAL icon
3423
iShares MSCI USA Quality Factor ETF
QUAL
$47.9B
$0 ﹤0.01%
1
– –
QWLD
3424
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$179M
$0 ﹤0.01%
1
– –
QYLD icon
3425
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.26B
$0 ﹤0.01%
1
– –
135 136
137
138 139

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.