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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
SPFF icon
3576
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPGM icon
3577
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.78B
$0 ﹤0.01%
2
– –
SPGP icon
3578
Invesco S&P 500 GARP ETF
SPGP
$2.31B
$0 ﹤0.01%
1
– –
SPHB icon
3579
Invesco S&P 500 High Beta ETF
SPHB
$1.02B
$0 ﹤0.01%
1
– –
SPHD icon
3580
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
$0 ﹤0.01%
1
– –
SPHY icon
3581
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
3582
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
3583
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
3584
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
3585
State Street SPDR Portfolio S&P 500 ETF
SPYM
$168B
$0 ﹤0.01%
4
– –
SPLV icon
3586
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
1
– –
SPMB icon
3587
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
$0 ﹤0.01%
1
– –
SPMD icon
3588
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.9B
$0 ﹤0.01%
3
– –
SPR
3589
DELISTED
Spirit AeroSystems
SPR
– –
-1,370
Closed -$69K
SPR
3590
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-2,000
Closed -$100K
SPSB icon
3591
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
$0 ﹤0.01%
1
– –
SPSM icon
3592
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.4B
$0 ﹤0.01%
3
– –
SPTI icon
3593
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
3594
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
3595
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
3596
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
3597
Invesco S&P 500 Value with Momentum ETF
SPVM
$130M
$0 ﹤0.01%
1
– –
SPXS icon
3598
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
– –
0
– –
SPXU icon
3599
ProShares UltraPro Short S&P 500
SPXU
$389M
– –
0
– –
SPYG icon
3600
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.5B
$0 ﹤0.01%
4
– –
142 143
144
145 146

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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.