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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$45.6B
AUM Growth
-$3.59B
Cap. Flow
-$3.5B
Cap. Flow %
-7.66%
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$129M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$57.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$46.7M
4
MS icon
Morgan Stanley
MS
+$44.6M
5
QCOM icon
Qualcomm
QCOM
+$38.6M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$86.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$67.4M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$55M
4
META icon
Meta Platforms (Facebook)
META
+$51.5M
5
DD icon
DuPont de Nemours
DD
+$38.2M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.42%
2 Financials 0.41%
3 Technology 0.36%
4 Industrials 0.22%
5 Healthcare 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEMA icon
2726
iShares MSCI Emerging Markets Asia ETF
EEMA
$860M
$0 ﹤0.01%
1
– –
EEMV icon
2727
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
$0 ﹤0.01%
1
– –
EEMS icon
2728
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$373M
$0 ﹤0.01%
1
– –
EES icon
2729
WisdomTree US SmallCap Earnings Fund
EES
$731M
$0 ﹤0.01%
3
– –
EET icon
2730
ProShares Ultra MSCI Emerging Markets
EET
$36.1M
$0 ﹤0.01%
1
– –
EEV icon
2731
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.41M
– –
0
– –
EFAD icon
2732
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.5M
$0 ﹤0.01%
1
– –
EFA icon
2733
iShares MSCI EAFE ETF
EFA
$80.2B
$0 ﹤0.01%
1
-19,609
-100% -$1.08M
EFAV icon
2734
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.51B
$0 ﹤0.01%
1
– –
EFNL icon
2735
iShares MSCI Finland ETF
EFNL
$248M
$0 ﹤0.01%
1
– –
EFG icon
2736
iShares MSCI EAFE Growth ETF
EFG
$17.3B
$0 ﹤0.01%
1
– –
EFO icon
2737
ProShares Ultra MSCI EAFE
EFO
$32M
$0 ﹤0.01%
3
– –
EFU icon
2738
ProShares Trust UltraShort MSCI EAFE
EFU
$1.13M
$0 ﹤0.01%
1
– –
EFV icon
2739
iShares MSCI EAFE Value ETF
EFV
$29.4B
$0 ﹤0.01%
1
– –
EFX icon
2740
Equifax
EFX
$21.4B
– –
-2,333
Closed -$245K
EFZ icon
2741
CALL
ProShares Trust Short MSCI EAFE
EFZ
$9.98M
– –
-6,000
Closed -$402K
EFZ icon
2742
ProShares Trust Short MSCI EAFE
EFZ
$9.98M
$0 ﹤0.01%
1
– –
EGO icon
2743
Eldorado Gold
EGO
$9.89B
– –
-66,046
Closed -$955K
EIDO icon
2744
iShares MSCI Indonesia ETF
EIDO
$501M
$0 ﹤0.01%
1
– –
EIRL icon
2745
iShares MSCI Ireland ETF
EIRL
$78.5M
$0 ﹤0.01%
1
– –
EIS icon
2746
iShares MSCI Israel ETF
EIS
$909M
$0 ﹤0.01%
1
– –
EINC icon
2747
VanEck Energy Income ETF
EINC
$80.3M
– –
0
– –
ELD icon
2748
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
$0 ﹤0.01%
1
– –
ELS icon
2749
Equity Lifestyle Properties
ELS
$12.6B
– –
-7,524
Closed -$258K
ELS icon
2750
PUT
Equity Lifestyle Properties
ELS
$12.6B
– –
-100,000
Closed -$3.33M
108 109
110
111 112

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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 withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.

Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.

  • 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.