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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

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 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
XHE icon
3851
State Street SPDR S&P Health Care Equipment ETF
XHE
$175M
$0 ﹤0.01%
2
– –
XHS icon
3852
State Street SPDR S&P Health Care Services ETF
XHS
$221M
$0 ﹤0.01%
2
– –
XLB icon
3853
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
$0 ﹤0.01%
2
-4,748
-100% -$98.3K
XLE icon
3854
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$0 ﹤0.01%
2
-1,040,240
-100% -$30.2M
XLF icon
3855
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$0 ﹤0.01%
1
-133,519
-100% -$2.54M
XLG icon
3856
Invesco S&P 500 Top 50 ETF
XLG
$11.1B
$0 ﹤0.01%
10
– –
XLP icon
3857
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
– –
-89,900
Closed -$4.54M
XLP icon
3858
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$0 ﹤0.01%
1
-72,252
-100% -$3.67M
XLP icon
3859
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
– –
-4,500
Closed -$227K
XLU icon
3860
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$0 ﹤0.01%
2
-55,954
-100% -$1.29M
XLV icon
3861
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
– –
-92,300
Closed -$6.65M
XLV icon
3862
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$0 ﹤0.01%
1
– –
XLY icon
3863
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$0 ﹤0.01%
2
– –
XME icon
3864
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$0 ﹤0.01%
1
-15,752
-100% -$255K
XMLV icon
3865
Invesco S&P MidCap Low Volatility ETF
XMLV
$739M
$0 ﹤0.01%
1
– –
XMPT icon
3866
VanEck CEF Muni Income ETF
XMPT
$215M
$0 ﹤0.01%
1
– –
XNTK icon
3867
State Street SPDR NYSE Technology ETF
XNTK
$1.91B
$0 ﹤0.01%
2
– –
XOM icon
3868
ExxonMobil
XOM
$661B
– –
-14,871
Closed -$1.19M
XPH icon
3869
State Street SPDR S&P Pharmaceuticals ETF
XPH
$616M
$0 ﹤0.01%
2
– –
XPP icon
3870
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.11M
$0 ﹤0.01%
1
– –
XRX icon
3871
Xerox
XRX
$420M
– –
-5,290
Closed -$136K
XSD icon
3872
State Street SPDR S&P Semiconductor ETF
XSD
$2.64B
$0 ﹤0.01%
2
– –
XRT icon
3873
State Street SPDR S&P Retail ETF
XRT
$279M
$0 ﹤0.01%
2
-13,570
-100% -$576K
XSLV icon
3874
Invesco S&P SmallCap Low Volatility ETF
XSLV
$251M
$0 ﹤0.01%
1
– –
XSW icon
3875
State Street SPDR S&P Software & Services ETF
XSW
$485M
$0 ﹤0.01%
2
– –
153 154
155
156 157

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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.