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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
VGK icon
3751
CALL
Vanguard FTSE Europe ETF
VGK
$31.1B
– –
-700
Closed -$35K
VGLT icon
3752
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$0 ﹤0.01%
1
– –
VGSH icon
3753
Vanguard Short-Term Treasury ETF
VGSH
$29.2B
$0 ﹤0.01%
1
– –
VGT icon
3754
Vanguard Information Technology ETF
VGT
$147B
$0 ﹤0.01%
8
– –
VHC icon
3755
VirnetX Holding Corp
VHC
$67M
– –
-5
Closed –
VHT icon
3756
Vanguard Health Care ETF
VHT
$18.4B
$0 ﹤0.01%
1
– –
VIDI icon
3757
Vident International Equity Strategy
VIDI
$443M
$0 ﹤0.01%
1
– –
VIG icon
3758
CALL
Vanguard Dividend Appreciation ETF
VIG
$114B
– –
-700
Closed -$54K
VIG icon
3759
Vanguard Dividend Appreciation ETF
VIG
$114B
$0 ﹤0.01%
1
– –
VIG icon
3760
PUT
Vanguard Dividend Appreciation ETF
VIG
$114B
– –
-600
Closed -$47K
VIOG icon
3761
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.07B
$0 ﹤0.01%
2
– –
VIOO icon
3762
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.22B
$0 ﹤0.01%
2
– –
VIOV icon
3763
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.88B
$0 ﹤0.01%
2
– –
VIPS icon
3764
Vipshop
VIPS
$7.4B
– –
-13,366
Closed -$168K
VIS icon
3765
Vanguard Industrials ETF
VIS
$8.36B
$0 ﹤0.01%
1
– –
VIXY icon
3766
ProShares VIX Short-Term Futures ETF
VIXY
$182M
– –
0
– –
VLU icon
3767
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$767M
$0 ﹤0.01%
1
– –
VLUE icon
3768
iShares MSCI USA Value Factor ETF
VLUE
$9.37B
$0 ﹤0.01%
1
– –
VLY icon
3769
CALL
Valley National Bancorp
VLY
$8B
– –
-11,900
Closed -$117K
VMBS icon
3770
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$0 ﹤0.01%
1
– –
VNET
3771
CALL
VNET Group
VNET
$2B
– –
-116,100
Closed -$2.45M
VNM icon
3772
VanEck Vietnam ETF
VNM
$504M
$0 ﹤0.01%
1
– –
VNQ icon
3773
CALL
Vanguard Real Estate ETF
VNQ
$38.8B
– –
-700
Closed -$56K
VNQ icon
3774
Vanguard Real Estate ETF
VNQ
$38.8B
$0 ﹤0.01%
1
-12,988
-100% -$1.01M
VNQ icon
3775
PUT
Vanguard Real Estate ETF
VNQ
$38.8B
– –
-23,700
Closed -$1.89M
149 150
151
152 153

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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.