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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
VNQI icon
3776
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
$0 ﹤0.01%
1
– –
VO icon
3777
Vanguard Morningstar Mid-Cap ETF
VO
$108B
$0 ﹤0.01%
4
– –
VOE icon
3778
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$0 ﹤0.01%
1
– –
VONE icon
3779
Vanguard Russell 1000 ETF
VONE
$8.52B
$0 ﹤0.01%
1
– –
VONG icon
3780
Vanguard Russell 1000 Growth ETF
VONG
$44.7B
$0 ﹤0.01%
4
– –
VONV icon
3781
Vanguard Russell 1000 Value ETF
VONV
$21B
$0 ﹤0.01%
2
– –
VOO icon
3782
Vanguard S&P 500 ETF
VOO
$1.01T
$0 ﹤0.01%
1
– –
VOOG icon
3783
Vanguard S&P 500 Growth ETF
VOOG
$27B
$0 ﹤0.01%
6
– –
VOOV icon
3784
Vanguard S&P 500 Value ETF
VOOV
$6.68B
$0 ﹤0.01%
1
– –
VOT icon
3785
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.6B
$0 ﹤0.01%
1
– –
VOX icon
3786
Vanguard Communication Services ETF
VOX
$5.73B
$0 ﹤0.01%
1
– –
VOYA icon
3787
Voya Financial
VOYA
$9.2B
– –
-1,444
Closed -$43.7K
VOYA icon
3788
PUT
Voya Financial
VOYA
$9.2B
– –
-9,900
Closed -$367K
VPL icon
3789
Vanguard FTSE Pacific ETF
VPL
$8.32B
$0 ﹤0.01%
1
– –
VPU
3790
Vanguard Utilities ETF
VPU
$8.3B
$0 ﹤0.01%
1
– –
VRNT
3791
DELISTED
Verint Systems
VRNT
– –
-630
Closed -$13K
VRNT
3792
PUT
DELISTED
Verint Systems
VRNT
– –
-2,356
Closed -$49K
VRP icon
3793
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$0 ﹤0.01%
1
– –
VSS icon
3794
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.7B
$0 ﹤0.01%
1
– –
VT icon
3795
Vanguard Total World Stock ETF
VT
$79.1B
$0 ﹤0.01%
1
– –
VTHR icon
3796
Vanguard Russell 3000 ETF
VTHR
$4.81B
$0 ﹤0.01%
1
– –
VTIP icon
3797
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$0 ﹤0.01%
1
– –
VTR icon
3798
Ventas
VTR
$47.3B
– –
-2,710
Closed -$152K
VTRS icon
3799
Viatris
VTRS
$19B
– –
-19,646
Closed -$948K
VTV icon
3800
Vanguard Morningstar Value ETF
VTV
$191B
$0 ﹤0.01%
1
– –
150 151
152
153 154

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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.