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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
FIVE icon
2851
Five Below
FIVE
$13.5B
– –
-14,714
Closed -$538K
FIW icon
2852
First Trust Water ETF
FIW
$1.94B
$0 ﹤0.01%
1
– –
FJP icon
2853
First Trust Japan AlphaDEX Fund
FJP
$264M
$0 ﹤0.01%
1
– –
FKU icon
2854
First Trust United Kingdom AlphaDEX Fund
FKU
$39.9M
$0 ﹤0.01%
1
– –
FL
2855
DELISTED
Foot Locker
FL
– –
-10,191
Closed -$661K
FLEX icon
2856
Flex
FLEX
$44.8B
– –
-8,797
Closed -$70.7K
FLN icon
2857
First Trust Latin America AlphaDEX Fund
FLN
$37.3M
$0 ﹤0.01%
1
– –
FLOT icon
2858
iShares Floating Rate Bond ETF
FLOT
$10.3B
$0 ﹤0.01%
1
– –
FLR icon
2859
Fluor
FLR
$7.96B
– –
-21,061
Closed -$990K
FLRN icon
2860
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
$0 ﹤0.01%
1
– –
FLTR icon
2861
VanEck IG Floating Rate ETF
FLTR
$2.97B
$0 ﹤0.01%
1
– –
FMAT icon
2862
Fidelity MSCI Materials Index ETF
FMAT
$611M
$0 ﹤0.01%
1
– –
FNCL icon
2863
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$0 ﹤0.01%
1
– –
FNDA icon
2864
Schwab Fundamental US Small Company Index ETF
FNDA
$9.38B
$0 ﹤0.01%
2
– –
FNDB icon
2865
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.45B
$0 ﹤0.01%
3
– –
FNDC icon
2866
Schwab Fundamental International Small Company Index ETF
FNDC
$3.16B
$0 ﹤0.01%
1
– –
FNDE icon
2867
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.81B
$0 ﹤0.01%
1
– –
FNDX icon
2868
Schwab Fundamental US Large Company Index ETF
FNDX
$27.3B
$0 ﹤0.01%
3
– –
FNDF icon
2869
Schwab Fundamental International Large Company Index ETF
FNDF
$25.5B
$0 ﹤0.01%
1
– –
FNF icon
2870
CALL
Fidelity National Financial
FNF
$13.5B
– –
-1,728
Closed -$42K
FNK icon
2871
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
$0 ﹤0.01%
1
– –
FNV icon
2872
Franco-Nevada
FNV
$46B
– –
-3,050
Closed -$164K
FNX icon
2873
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.41B
$0 ﹤0.01%
1
– –
FNY icon
2874
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$604M
$0 ﹤0.01%
1
– –
FOSL icon
2875
CALL
Fossil Group
FOSL
$318M
– –
-1,800
Closed -$66K
113 114
115
116 117

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HF
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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 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.