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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
JGBD
4326
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$0 ﹤0.01%
1
JGBT
4327
DELISTED
DEUTSCHE BK AG LONDON BRH DB 3X JAPANESE NTS
JGBT
$0 ﹤0.01%
1
LSC
4328
DELISTED
ELEMENTS S&P CTI ETN DUE 06-16-2023 (US)
LSC
$0 ﹤0.01%
1
EMC
4329
DELISTED
EMC CORPORATION
EMC
-73,568
Closed -$1.86M
IBME
4330
DELISTED
ISHARES IBONDS SEP 2016 TERM MUNI BOND ETF
IBME
$0 ﹤0.01%
2
AXLL
4331
DELISTED
AXIALL CORP COM STK (DE)
AXLL
-14,968
Closed -$231K
IGS
4332
DELISTED
PROSHARES TR SHORT INVT GRADE CORPORATE
IGS
$0 ﹤0.01%
1
IJNK
4333
DELISTED
SPDR BARCLAYS INTERNATIONAL HIGH YIELD BOND ETF
IJNK
$0 ﹤0.01%
1
EMCD
4334
DELISTED
SPDR SER TR SPDR BOFA M.L. EMERGING MKTS CORP BD ETF
EMCD
$0 ﹤0.01%
1
CXA
4335
DELISTED
SPDR NUVEEN BARCLAYS CALIF MUN BD ETF
CXA
$0 ﹤0.01%
1
BIK
4336
DELISTED
SPDR S&P BRIC 40 ETF
BIK
$0 ﹤0.01%
1
JSC
4337
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
$0 ﹤0.01%
1
JPP
4338
DELISTED
SPDR RUSSELL/NOMURA PRIME JAPAN ETF
JPP
$0 ﹤0.01%
1
BABS
4339
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
$0 ﹤0.01%
1
EMFT
4340
DELISTED
SPDR MSCI EM 50 ETF
EMFT
$0 ﹤0.01%
1
IEIS
4341
DELISTED
ISHARES ENHANCED INTERNATIONAL SMALL-CAP ETF
IEIS
$0 ﹤0.01%
1
IELG
4342
DELISTED
ISHARES ENHANCED U.S. LARGE CAP ETF
IELG
$0 ﹤0.01%
1
GTIP
4343
DELISTED
ISHARES TR GLOBAL INFLATION LKD BD ETF
GTIP
$0 ﹤0.01%
1
IEIL
4344
DELISTED
ISHARES ENHANCED INTERNATIONAL LARGE-CAP ETF
IEIL
$0 ﹤0.01%
1
IESM
4345
DELISTED
ISHARES ENHANCED U.S. SMALL CAP ETF
IESM
$0 ﹤0.01%
1
ITIP
4346
DELISTED
ISHARES TR INTL INFLATION LKD BD ETF
ITIP
$0 ﹤0.01%
1
QLTC
4347
DELISTED
ISHARES B CA RATED CORPORATE BOND FUND
QLTC
$0 ﹤0.01%
1
QLTB
4348
DELISTED
ISHARES BAA BA RATED CORP BOND FUND
QLTB
$0 ﹤0.01%
1
DWA
4349
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
-225
Closed -$5.53K
DWA
4350
PUT
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
-4,000
Closed -$102K

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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.