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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
FXB icon
2901
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.2M
$0 ﹤0.01%
1
FXC icon
2902
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.9M
$0 ﹤0.01%
1
FXE icon
2903
Invesco CurrencyShares Euro Currency Trust
FXE
$371M
$0 ﹤0.01%
1
-56,753
-100% -$6.13M
FXD icon
2904
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$255M
$0 ﹤0.01%
1
FXG icon
2905
First Trust Consumer Staples AlphaDEX Fund
FXG
$223M
$0 ﹤0.01%
1
FXH icon
2906
First Trust Health Care AlphaDEX Fund
FXH
$1.13B
$0 ﹤0.01%
1
FXL icon
2907
First Trust Technology AlphaDEX Fund
FXL
$2.77B
$0 ﹤0.01%
1
FXN icon
2908
First Trust Energy AlphaDEX Fund
FXN
$409M
$0 ﹤0.01%
1
FXO icon
2909
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$0 ﹤0.01%
1
FXP icon
2910
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.52M
0
FXR icon
2911
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$718M
$0 ﹤0.01%
1
FXU icon
2912
First Trust Utilities AlphaDEX Fund
FXU
$798M
$0 ﹤0.01%
1
FXY icon
2913
Invesco CurrencyShares Japanese Yen Trust
FXY
$455M
$0 ﹤0.01%
1
-5,496
-100% -$463K
FXZ icon
2914
First Trust Materials AlphaDEX Fund
FXZ
$405M
$0 ﹤0.01%
1
FYC icon
2915
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.41B
$0 ﹤0.01%
1
FYLD icon
2916
Cambria Foreign Shareholder Yield ETF
FYLD
$734M
$0 ﹤0.01%
1
FYT icon
2917
First Trust Small Cap Value AlphaDEX Fund
FYT
$196M
$0 ﹤0.01%
1
FYX icon
2918
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.39B
$0 ﹤0.01%
1
GAL icon
2919
State Street Global Allocation ETF
GAL
$321M
$0 ﹤0.01%
1
AGGM
2920
iShares 1-10 Year U.S. Aggregate Bond ETF
AGGM
$107M
$0 ﹤0.01%
1
GBX icon
2921
The Greenbrier Companies
GBX
$1.32B
-7,600
Closed -$248K
GBX icon
2922
PUT
The Greenbrier Companies
GBX
$1.32B
-7,600
Closed -$248K
GCC icon
2923
WisdomTree Enhanced Commodity Strategy Fund
GCC
$329M
$0 ﹤0.01%
1
GDX icon
2924
VanEck Gold Miners ETF
GDX
$30.5B
$0 ﹤0.01%
1
-1,369,629
-100% -$23.6M
GDXJ icon
2925
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.68B
-14,700
Closed -$282K

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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.