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
SLX icon
3551
VanEck Steel ETF
SLX
$176M
$0 ﹤0.01%
1
– –
SLYG icon
3552
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.21B
$0 ﹤0.01%
4
– –
SLYV icon
3553
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$5.03B
$0 ﹤0.01%
2
– –
SM icon
3554
SM Energy
SM
$7.01B
– –
-57,959
Closed -$1.14M
SM icon
3555
PUT
SM Energy
SM
$7.01B
– –
-82,500
Closed -$1.62M
SMB icon
3556
VanEck Short Muni ETF
SMB
$312M
$0 ﹤0.01%
1
– –
SMDD icon
3557
ProShares UltraPro Short MidCap400
SMDD
$1.9M
– –
0
– –
SMH icon
3558
CALL
VanEck Semiconductor ETF
SMH
$73.1B
– –
-40,400
Closed -$1.08M
SMIN icon
3559
iShares MSCI India Small-Cap ETF
SMIN
$778M
$0 ﹤0.01%
1
– –
SMLV icon
3560
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$261M
$0 ﹤0.01%
1
– –
SMMU icon
3561
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
$0 ﹤0.01%
1
– –
SMN icon
3562
ProShares UltraShort Materials
SMN
$3.88M
– –
0
– –
SMOG icon
3563
VanEck Low Carbon Energy ETF
SMOG
$132M
– –
-1
Closed –
SNA icon
3564
Snap-on
SNA
$21.4B
– –
-123
Closed -$18.8K
SNPS icon
3565
CALL
Synopsys
SNPS
$79B
– –
-1,500
Closed -$69K
SNV
3566
PUT
DELISTED
Synovus
SNV
– –
-7,300
Closed -$236K
SOCL icon
3567
Global X Social Media ETF
SOCL
$93.8M
$0 ﹤0.01%
1
– –
SONY icon
3568
Sony
SONY
$137B
– –
-169,010
Closed -$775K
SOXL icon
3569
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.6B
$0 ﹤0.01%
60
– –
SOXX icon
3570
iShares Semiconductor ETF
SOXX
$48.6B
$0 ﹤0.01%
3
– –
SPAB icon
3571
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$0 ﹤0.01%
2
– –
SPBO icon
3572
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
$0 ﹤0.01%
1
– –
SPDW icon
3573
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.5B
$0 ﹤0.01%
1
– –
SPEM icon
3574
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.7B
$0 ﹤0.01%
2
– –
SPEU icon
3575
State Street SPDR Portfolio Europe ETF
SPEU
$746M
$0 ﹤0.01%
1
– –
141 142
143
144 145

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.