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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
EWEM
4176
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
$0 ﹤0.01%
1
– –
EEB
4177
DELISTED
Invesco BRIC ETF
EEB
$0 ﹤0.01%
1
– –
LVL
4178
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$0 ﹤0.01%
1
– –
NFO
4179
DELISTED
Invesco Insider Sentiment ETF
NFO
$0 ﹤0.01%
1
– –
TAO
4180
DELISTED
Invesco China Real Estate ETF
TAO
$0 ﹤0.01%
1
– –
YAO
4181
DELISTED
Invesco China All-Cap ETF
YAO
$0 ﹤0.01%
1
– –
PXR
4182
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
$0 ﹤0.01%
1
– –
SEA
4183
DELISTED
Invesco Shipping ETF
SEA
$0 ﹤0.01%
1
– –
DBBR
4184
DELISTED
Xtrackers MSCI Brazil Hedged Equity ETF
DBBR
$0 ﹤0.01%
1
– –
DBMX
4185
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
$0 ﹤0.01%
1
– –
DSUM
4186
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$0 ﹤0.01%
1
– –
DBV
4187
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$0 ﹤0.01%
1
– –
DGL
4188
DELISTED
Invesco DB Gold Fund
DGL
$0 ﹤0.01%
1
– –
MSCC
4189
CALL
DELISTED
Microsemi Corp
MSCC
– –
-600
Closed -$20K
EVEP
4190
DELISTED
EV Energy Partners, L.P.
EVEP
– –
-1,306
Closed -$4K
CBI
4191
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-29,053
Closed -$1.04M
WLB
4192
CALL
DELISTED
Westmoreland Coal Company
WLB
– –
-33,100
Closed -$195K
WLB
4193
DELISTED
Westmoreland Coal Company
WLB
– –
-14,156
Closed -$83K
WLB
4194
PUT
DELISTED
Westmoreland Coal Company
WLB
– –
-20,000
Closed -$118K
AGA
4195
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
$0 ﹤0.01%
1
– –
JJS
4196
DELISTED
iPath Bloomberg Softs Subindex Total Return ETN due June 24, 2038
JJS
$0 ﹤0.01%
1
– –
JJM
4197
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
1
– –
JJU
4198
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
4199
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
4200
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
166 167
168
169 170

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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.