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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
IDU icon
3026
iShares US Utilities ETF
IDU
$1.4B
$0 ﹤0.01%
2
– –
IDV icon
3027
iShares International Select Dividend ETF
IDV
$8.51B
$0 ﹤0.01%
1
– –
IDX icon
3028
VanEck Indonesia Index ETF
IDX
$37.3M
$0 ﹤0.01%
1
– –
IEF icon
3029
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$0 ﹤0.01%
1
-1,122
-100% -$122K
IEF icon
3030
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
– –
-254,000
Closed -$26.8M
IEFA icon
3031
iShares Core MSCI EAFE ETF
IEFA
$196B
$0 ﹤0.01%
1
– –
IEI icon
3032
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
$0 ﹤0.01%
1
– –
IEO icon
3033
iShares US Oil & Gas Exploration & Production ETF
IEO
$543M
$0 ﹤0.01%
1
– –
IEMG icon
3034
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
$0 ﹤0.01%
1
– –
IEUR icon
3035
iShares Core MSCI Europe ETF
IEUR
$9.16B
$0 ﹤0.01%
1
– –
IEUS icon
3036
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
$0 ﹤0.01%
1
– –
IEV icon
3037
iShares Europe ETF
IEV
$1.7B
$0 ﹤0.01%
1
– –
IEZ icon
3038
iShares US Oil Equipment & Services ETF
IEZ
$364M
$0 ﹤0.01%
1
– –
IFGL icon
3039
iShares International Developed Real Estate ETF
IFGL
$83.2M
$0 ﹤0.01%
1
– –
IFV icon
3040
First Trust Dorsey Wright International Focus 5 ETF
IFV
$235M
$0 ﹤0.01%
1
– –
IGE icon
3041
iShares North American Natural Resources ETF
IGE
$758M
$0 ﹤0.01%
1
– –
IGF icon
3042
iShares Global Infrastructure ETF
IGF
$10.8B
$0 ﹤0.01%
1
– –
IGHG icon
3043
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
$0 ﹤0.01%
1
– –
IGIB icon
3044
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$0 ﹤0.01%
2
– –
IGLB icon
3045
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.84B
$0 ﹤0.01%
1
– –
IGM icon
3046
iShares Expanded Tech Sector ETF
IGM
$10.7B
$0 ﹤0.01%
6
– –
IGOV icon
3047
iShares International Treasury Bond ETF
IGOV
$1.54B
$0 ﹤0.01%
2
– –
IGPT icon
3048
Invesco AI and Next Gen Software ETF
IGPT
$1.21B
$0 ﹤0.01%
3
– –
IGSB icon
3049
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$0 ﹤0.01%
2
– –
BRSL
3050
CALL
Brightstar Lottery PLC
BRSL
$2.03B
– –
-35,700
Closed -$578K
120 121
122
123 124

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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.