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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

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
PRF icon
3376
Invesco FTSE RAFI US 1000 ETF
PRF
$10.1B
$0 ﹤0.01%
5
PRFZ icon
3377
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.8B
$0 ﹤0.01%
5
PRLB icon
3378
CALL
Protolabs
PRLB
$1.94B
-700
Closed -$45K
PRN icon
3379
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$378M
$0 ﹤0.01%
1
PRU icon
3380
Prudential Financial
PRU
$41.2B
-144,866
Closed -$10.1M
PSCE icon
3381
Invesco S&P SmallCap Energy ETF
PSCE
$113M
0
PSCU icon
3382
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$16.1M
$0 ﹤0.01%
1
PSI icon
3383
Invesco Semiconductors ETF
PSI
$2.56B
$0 ﹤0.01%
3
PSK icon
3384
State Street SPDR ICE Preferred Securities ETF
PSK
$669M
$0 ﹤0.01%
1
PSL icon
3385
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$82M
$0 ﹤0.01%
1
PSP icon
3386
Invesco Global Listed Private Equity ETF
PSP
$241M
0
PSR icon
3387
Invesco Active US Real Estate Fund
PSR
$58.3M
$0 ﹤0.01%
1
PST icon
3388
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.7M
$0 ﹤0.01%
1
PSX icon
3389
Phillips 66
PSX
$103B
-2,476
Closed -$201K
PTF icon
3390
Invesco Dorsey Wright Technology Momentum ETF
PTF
$584M
$0 ﹤0.01%
3
PTH icon
3391
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$274M
$0 ﹤0.01%
3
PUI icon
3392
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$53.6M
$0 ﹤0.01%
1
PVI icon
3393
Invesco Floating Rate Municipal Income ETF
PVI
$31.1M
$0 ﹤0.01%
1
PWB icon
3394
Invesco Large Cap Growth ETF
PWB
$2.51B
$0 ﹤0.01%
1
PWV icon
3395
Invesco Large Cap Value ETF
PWV
$1.88B
$0 ﹤0.01%
1
PXE icon
3396
Invesco Energy Exploration & Production ETF
PXE
$88M
$0 ﹤0.01%
1
PXF icon
3397
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$3.06B
$0 ﹤0.01%
1
PXH icon
3398
Invesco FTSE RAFI Emerging Markets ETF
PXH
$2.11B
$0 ﹤0.01%
1
PXJ icon
3399
Invesco Oil & Gas Services ETF
PXJ
$121M
0
PXI icon
3400
Invesco Dorsey Wright Energy Momentum ETF
PXI
$56.6M
$0 ﹤0.01%
1

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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.