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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
FMLP
4351
DELISTED
UBS AG LONDON BRH ETRACS WELLS FARGO MLP EX-ENERGY ETN
FMLP
$0 ﹤0.01%
1
MLPW
4352
DELISTED
UBS AG JERSEY BRANCH E TRACS LKD WELLS FARGO (CHE)
MLPW
$0 ﹤0.01%
1
TUMI
4353
DELISTED
TUMI HLDGS INC COM
TUMI
-1,391
Closed -$23K
XNPT
4354
DELISTED
XENOPORT, INC.
XNPT
-519
Closed -$3K
XNPT
4355
PUT
DELISTED
XENOPORT, INC.
XNPT
-20,000
Closed -$110K
CVC
4356
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
-4,632
Closed -$148K
CVC
4357
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
-1,000
Closed -$32K
CSMA
4358
DELISTED
CREDIT SUISSE X-LINKS MERGER ARBITRAGE ETNS DUE 10/6/2020
CSMA
$0 ﹤0.01%
1
BXLT
4359
CALL
DELISTED
BAXALTA INC COM STK (DE)
BXLT
-605,500
Closed -$23.6M
TYTE
4360
DELISTED
PROSHARES CDS NORTH AMERICA HY CREDIT ETF
TYTE
$0 ﹤0.01%
1
SNDK
4361
CALL
DELISTED
SANDISK CORP
SNDK
-72,300
Closed -$5.49M
EGPT
4362
DELISTED
VanEck Egypt Index ETF
EGPT
-1
Closed
FRAK
4363
DELISTED
VanEck Vectors Unconventional Oil & Gas ETF
FRAK
0
RSXJ
4364
DELISTED
VanEck Russia Small-Cap ETF
RSXJ
-1
Closed
THHY
4365
DELISTED
VanEck Vectors Treasury-Hedged High Yield Bond ETF
THHY
-1
Closed
MES
4366
DELISTED
VANECK VECTORS GULF STATES INDEX ETF
MES
$0 ﹤0.01%
1
KWT
4367
DELISTED
VanEck Vectors Solar Energy ETF
KWT
-1
Closed
HKOR
4368
DELISTED
HORIZONS KOREA KOSPI 200 ETF
HKOR
$0 ﹤0.01%
1
SUNE
4369
DELISTED
SUNEDISON, INC COM
SUNE
-37,458
Closed -$86.3K
ARO
4370
DELISTED
Aeropostale Inc
ARO
-34,440
Closed -$10K
JAH
4371
PUT
DELISTED
JARDEN CORPORATION
JAH
-600
Closed -$34K
BTU
4372
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
-41,208
Closed -$317K
BTU
4373
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
-900
Closed -$7K
BTU
4374
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
-63,600
Closed -$488K
YOKU
4375
CALL
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
-1,000
Closed -$27K

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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.