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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-0%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$45.6B
AUM Growth
-$3.59B
Cap. Flow
-$837M
Cap. Flow %
-1.83%
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.91%
2 Consumer Discretionary 0.42%
3 Financials 0.41%
4 Technology 0.37%
5 Industrials 0.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
CURE icon
2626
Direxion Daily Healthcare Bull 3X ETF
CURE
$168M
$0 ﹤0.01%
4
CUT icon
2627
Invesco MSCI Global Timber ETF
CUT
$30.8M
$0 ﹤0.01%
1
CVI icon
2628
CALL
CVR Energy
CVI
$4.57B
-600
Closed -$24K
CVI icon
2629
CVR Energy
CVI
$4.57B
-6,223
Closed -$245K
CVS icon
2630
CVS Health
CVS
$121B
-10,302
Closed -$1M
CVY icon
2631
Invesco Zacks Multi-Asset Income ETF
CVY
$126M
$0 ﹤0.01%
1
CWB icon
2632
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.68B
$0 ﹤0.01%
1
CWI icon
2633
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.88B
$0 ﹤0.01%
2
CXSE icon
2634
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$473M
$0 ﹤0.01%
2
CYH icon
2635
CALL
Community Health Systems
CYH
$409M
-60,500
Closed -$1.33M
CYBR
2636
CALL
DELISTED
CyberArk
CYBR
-9,400
Closed -$425K
CYBR
2637
DELISTED
CyberArk
CYBR
-413
Closed -$19K
CYBR
2638
PUT
DELISTED
CyberArk
CYBR
-1,600
Closed -$73K
CZA icon
2639
Invesco Zacks Mid-Cap ETF
CZA
$179M
$0 ﹤0.01%
1
D icon
2640
Dominion Energy
D
$57.7B
-4,172
Closed -$295K
DB icon
2641
Deutsche Bank
DB
$76.3B
-14,346
Closed -$240K
DBC icon
2642
Invesco DB Commodity Index Tracking Fund
DBC
$1.94B
$0 ﹤0.01%
1
DBA icon
2643
CALL
Invesco DB Agriculture Fund
DBA
$1.25B
-1,000
Closed -$21K
DBB icon
2644
Invesco DB Base Metals Fund
DBB
$379M
$0 ﹤0.01%
1
DBE icon
2645
Invesco DB Energy Fund
DBE
$114M
$0 ﹤0.01%
1
DBEF icon
2646
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.22B
$0 ﹤0.01%
1
DBEU icon
2647
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$778M
$0 ﹤0.01%
1
DBJP icon
2648
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$707M
$0 ﹤0.01%
1
DBO icon
2649
CALL
Invesco DB Oil Fund
DBO
$293M
-600
Closed -$5K
DBO icon
2650
Invesco DB Oil Fund
DBO
$293M
$0 ﹤0.01%
1

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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's Q1 2016 filing shows 522 new, 870 increased, 980 reduced and 966 closed positions. Its largest new stake was US Bancorp: 392,705 shares worth $15.9M. The largest sale was Microsoft, an estimated $86.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.