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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
SGDM icon
3526
Sprott Gold Miners ETF
SGDM
$732M
$0 ﹤0.01%
1
SGOL icon
3527
CALL
abrdn Physical Gold Shares ETF
SGOL
$7.28B
-36,000
Closed -$373K
SGOL icon
3528
abrdn Physical Gold Shares ETF
SGOL
$7.28B
$0 ﹤0.01%
10
SHM icon
3529
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.51B
-1
Closed
SHV icon
3530
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$0 ﹤0.01%
1
SHYD icon
3531
VanEck Short High Yield Muni ETF
SHYD
$456M
-1
Closed
SHY icon
3532
iShares 1-3 Year Treasury Bond ETF
SHY
$26.2B
$0 ﹤0.01%
1
SIJ icon
3533
ProShares UltraShort Industrials
SIJ
$6.31M
0
SILJ icon
3534
Amplify Junior Silver Miners ETF
SILJ
$4.14B
$0 ﹤0.01%
1
SIMO icon
3535
Silicon Motion
SIMO
$9.22B
-277
Closed -$9K
SIMO icon
3536
PUT
Silicon Motion
SIMO
$9.22B
-500
Closed -$16K
SIVR icon
3537
abrdn Physical Silver Shares ETF
SIVR
$4.44B
$0 ﹤0.01%
1
SIZE icon
3538
iShares MSCI USA Size Factor ETF
SIZE
$435M
$0 ﹤0.01%
1
SJB icon
3539
ProShares Short High Yield
SJB
$45.6M
$0 ﹤0.01%
1
SJNK icon
3540
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
$0 ﹤0.01%
1
SKX
3541
DELISTED
Skechers
SKX
-532
Closed -$16K
SKYY icon
3542
First Trust Cloud Computing ETF
SKYY
$3.3B
$0 ﹤0.01%
1
SLAB icon
3543
CALL
Silicon Laboratories
SLAB
$7.34B
-400
Closed -$19K
SLB icon
3544
SLB Ltd
SLB
$84.7B
-68,137
Closed -$4.79M
SLG icon
3545
PUT
SL Green Realty
SLG
$3.74B
-3,409
Closed -$373K
SLM icon
3546
CALL
SLM Corp
SLM
$4.94B
-13,600
Closed -$89K
SLM icon
3547
SLM Corp
SLM
$4.94B
-206,596
Closed -$1.35M
SLM icon
3548
PUT
SLM Corp
SLM
$4.94B
-203,500
Closed -$1.33M
SLVO icon
3549
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$12.6M
0
SLVP icon
3550
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$1.02B
$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.