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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
CPI
4601
DELISTED
CPI Inflation Hedged ETF
CPI
$0 ﹤0.01%
1
– –
ETP
4602
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
– –
-110,800
Closed -$3.74M
OIL
4603
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$0 ﹤0.01%
1
– –
TIVO
4604
DELISTED
TIVO INC
TIVO
– –
-987
Closed -$9K
PGM
4605
DELISTED
iPath Bloomberg Platinum Subindex Total Return ETN due June 24, 2038
PGM
$0 ﹤0.01%
1
– –
RHT
4606
DELISTED
Red Hat Inc
RHT
– –
-11,212
Closed -$791K
CB
4607
DELISTED
CHUBB CORPORATION
CB
– –
-1
Closed –
GSC
4608
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
$0 ﹤0.01%
1
– –
NORW
4609
DELISTED
Global X MSCI Norway ETF
NORW
$0 ﹤0.01%
1
– –
BZF
4610
DELISTED
WisdomTree Brazilian Real Strategy Fund
BZF
$0 ﹤0.01%
1
– –
JJA
4611
DELISTED
iPath Bloomberg Agriculture Subindex Total Return ETN due October 22, 2037
JJA
$0 ﹤0.01%
1
– –
ALFA
4612
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
$0 ﹤0.01%
1
– –
OLO
4613
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
$0 ﹤0.01%
1
– –
JJN
4614
DELISTED
iPath Bloomberg Nickel Subindex Total Return ETN due October 22, 2037
JJN
$0 ﹤0.01%
1
– –
PTM
4615
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
$0 ﹤0.01%
1
– –
BAL
4616
DELISTED
iPath Bloomberg Cotton Subindex Total Return ETN due June 24, 2038
BAL
$0 ﹤0.01%
1
– –
CN
4617
DELISTED
Xtrackers MSCI All China Equity ETF
CN
$0 ﹤0.01%
1
– –
JJE
4618
DELISTED
iPath Bloomberg Energy Subindex Total Return ETN due October 22, 2037
JJE
$0 ﹤0.01%
1
– –
IPW
4619
DELISTED
SPDR S&P International Energy Sector
IPW
$0 ﹤0.01%
1
– –
IPS
4620
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
$0 ﹤0.01%
1
– –
CAFE
4621
DELISTED
iPath Pure Beta Coffee ETN
CAFE
$0 ﹤0.01%
1
– –
RBL
4622
DELISTED
SPDR S&P Russia ETF
RBL
$0 ﹤0.01%
1
– –
ALD
4623
DELISTED
WisdomTree Asia Local Debt Fund
ALD
$0 ﹤0.01%
1
– –
RPRX
4624
DELISTED
Repros Therapeutics Inc.
RPRX
– –
-1,559
Closed -$2K
BRAZ
4625
DELISTED
Global X Brazil Mid Cap ETF
BRAZ
$0 ﹤0.01%
1
– –
182 183 184
185
186

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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.