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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
PRF icon
3376
Invesco FTSE RAFI US 1000 ETF
PRF
$10B
$0 ﹤0.01%
5
– –
PRFZ icon
3377
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.89B
$0 ﹤0.01%
5
– –
PRLB icon
3378
CALL
Protolabs
PRLB
$2.13B
– –
-700
Closed -$45K
PRN icon
3379
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$428M
$0 ﹤0.01%
1
– –
PRU icon
3380
Prudential Financial
PRU
$41.8B
– –
-144,866
Closed -$10.1M
PSCE icon
3381
Invesco S&P SmallCap Energy ETF
PSCE
$97.7M
– –
0
– –
PSCU icon
3382
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$17.6M
$0 ﹤0.01%
1
– –
PSI icon
3383
Invesco Semiconductors ETF
PSI
$2.5B
$0 ﹤0.01%
3
– –
PSK icon
3384
State Street SPDR ICE Preferred Securities ETF
PSK
$685M
$0 ﹤0.01%
1
– –
PSL icon
3385
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$85.5M
$0 ﹤0.01%
1
– –
PSP icon
3386
Invesco Global Listed Private Equity ETF
PSP
$246M
– –
0
– –
PSR icon
3387
Invesco Active US Real Estate Fund
PSR
$60M
$0 ﹤0.01%
1
– –
PST icon
3388
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.5M
$0 ﹤0.01%
1
– –
PSX icon
3389
Phillips 66
PSX
$81.4B
– –
-2,476
Closed -$201K
PTF icon
3390
Invesco Dorsey Wright Technology Momentum ETF
PTF
$656M
$0 ﹤0.01%
3
– –
PTH icon
3391
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$239M
$0 ﹤0.01%
3
– –
PUI icon
3392
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.4M
$0 ﹤0.01%
1
– –
PVI icon
3393
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
3394
Invesco Large Cap Growth ETF
PWB
$2.39B
$0 ﹤0.01%
1
– –
PWV icon
3395
Invesco Large Cap Value ETF
PWV
$1.72B
$0 ﹤0.01%
1
– –
PXE icon
3396
Invesco Energy Exploration & Production ETF
PXE
$79.8M
$0 ﹤0.01%
1
– –
PXF icon
3397
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.96B
$0 ﹤0.01%
1
– –
PXH icon
3398
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.96B
$0 ﹤0.01%
1
– –
PXJ icon
3399
Invesco Oil & Gas Services ETF
PXJ
$62.2M
– –
0
– –
PXI icon
3400
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.5M
$0 ﹤0.01%
1
– –
134 135
136
137 138

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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.