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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
CEFL
4476
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
MORL
4477
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
DTYS
4478
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
FXCH
4479
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
FXS
4480
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
$0 ﹤0.01%
1
FXSG
4481
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
$0 ﹤0.01%
1
WLH
4482
CALL
DELISTED
WILLIAM LYON HOMES
WLH
-160,000
Closed -$2.64M
WLH
4483
PUT
DELISTED
WILLIAM LYON HOMES
WLH
-160,000
Closed -$2.64M
CELG
4484
DELISTED
Celgene Corp
CELG
-6,700
Closed -$690K
TYNS
4485
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
$0 ﹤0.01%
1
AXJV
4486
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
$0 ﹤0.01%
1
SCIN
4487
DELISTED
Columbia India Small Cap ETF
SCIN
$0 ﹤0.01%
1
FONE
4488
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
$0 ﹤0.01%
1
DAG
4489
DELISTED
DB Agriculture Double Long ETN due April 1, 2038
DAG
$0 ﹤0.01%
1
DYY
4490
DELISTED
DB Commodity Double Long ETN due April 1, 2038
DYY
$0 ﹤0.01%
1
DOD
4491
DELISTED
ELEMENTS "Dogs of the Dow" Total Return Index Note
DOD
$0 ﹤0.01%
1
AGF
4492
DELISTED
DB Agriculture Long ETN due April 1, 2038
AGF
$0 ﹤0.01%
1
FIEG
4493
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
$0 ﹤0.01%
1
BOM
4494
DELISTED
DB Base Metals Double Short Exchange Traded Notes due June 1, 2038
BOM
$0 ﹤0.01%
1
FWDD
4495
DELISTED
Madrona Domestic ETF
FWDD
$0 ﹤0.01%
1
FWDI
4496
DELISTED
Madrona International ETF
FWDI
$0 ﹤0.01%
1
DXJF
4497
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
$0 ﹤0.01%
1
PSAU
4498
DELISTED
Invesco Global Gold and Precious Metals ETF
PSAU
$0 ﹤0.01%
1
PAGG
4499
DELISTED
Invesco Global Agriculture ETF
PAGG
$0 ﹤0.01%
1
DDP
4500
DELISTED
DB Commodity Short ETN due April 1, 2038
DDP
$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.