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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
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
172 173
174
175 176

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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.