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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
RVNU icon
3476
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
$0 ﹤0.01%
1
– –
RWJ icon
3477
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.1B
$0 ﹤0.01%
3
– –
RWK icon
3478
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.34B
$0 ﹤0.01%
1
– –
RWO icon
3479
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
RWL icon
3480
Invesco S&P 500 Revenue ETF
RWL
$9.86B
$0 ﹤0.01%
1
– –
RWR icon
3481
State Street SPDR Dow Jones REIT ETF
RWR
$1.97B
$0 ﹤0.01%
1
– –
RXI icon
3482
iShares Global Consumer Discretionary ETF
RXI
$278M
$0 ﹤0.01%
1
– –
RWX icon
3483
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
$0 ﹤0.01%
1
– –
RXL icon
3484
ProShares Ultra Health Care
RXL
$87.2M
$0 ﹤0.01%
8
– –
RY icon
3485
CALL
Royal Bank of Canada
RY
$293B
– –
-3,900
Closed -$209K
RY icon
3486
PUT
Royal Bank of Canada
RY
$293B
– –
-5,800
Closed -$311K
RYAM icon
3487
Rayonier Advanced Materials
RYAM
$610M
– –
-4,512
Closed -$44K
RZG icon
3488
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$141M
$0 ﹤0.01%
3
– –
RZV icon
3489
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$303M
$0 ﹤0.01%
1
– –
SAA icon
3490
ProShares Ulta SmallCap600
SAA
$30.5M
$0 ﹤0.01%
10
– –
SANM icon
3491
CALL
Sanmina
SANM
$10.9B
– –
-1,800
Closed -$37K
SANM icon
3492
PUT
Sanmina
SANM
$10.9B
– –
-900
Closed -$19K
SAP icon
3493
SAP
SAP
$238B
– –
-274
Closed -$21.3K
SBAC icon
3494
CALL
SBA Communications
SBAC
$19.5B
– –
-7,600
Closed -$800K
SBB icon
3495
ProShares Short SmallCap600
SBB
$3.35M
$0 ﹤0.01%
1
– –
SBGI icon
3496
Sinclair Inc
SBGI
$1.03B
– –
-3,389
Closed -$104K
SCCO icon
3497
CALL
Southern Copper
SCCO
$166B
– –
-80,903
Closed -$1.96M
SCHA icon
3498
Schwab U.S Small- Cap ETF
SCHA
$23.1B
$0 ﹤0.01%
4
– –
SCHB icon
3499
Schwab US Broad Market ETF
SCHB
$44.9B
$0 ﹤0.01%
6
– –
SCHC icon
3500
Schwab International Small-Cap Equity ETF
SCHC
$5.66B
$0 ﹤0.01%
1
– –
138 139
140
141 142

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.