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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
CFA icon
2576
VictoryShares US 500 Volatility Wtd ETF
CFA
$533M
$0 ﹤0.01%
1
CFO icon
2577
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$409M
$0 ﹤0.01%
1
CFR icon
2578
CALL
Cullen/Frost Bankers
CFR
$10.1B
-2,100
Closed -$126K
CFR icon
2579
Cullen/Frost Bankers
CFR
$10.1B
-328
Closed -$20K
CFR icon
2580
PUT
Cullen/Frost Bankers
CFR
$10.1B
-1,600
Closed -$96K
CGW icon
2581
Invesco S&P Global Water Index ETF
CGW
$1.04B
$0 ﹤0.01%
1
CHD icon
2582
PUT
Church & Dwight Co
CHD
$22.5B
-2,400
Closed -$102K
CHIQ icon
2583
Global X MSCI China Consumer Discretionary ETF
CHIQ
$108M
$0 ﹤0.01%
1
CHRW icon
2584
C.H. Robinson
CHRW
$17.7B
-21,763
Closed -$1.49M
CHTR icon
2585
Charter Communications
CHTR
$16.7B
-114
Closed -$20.5K
CI icon
2586
Cigna
CI
$73.1B
-29,393
Closed -$4.3M
CIVI
2587
DELISTED
Civitas Resources
CIVI
-388
Closed -$103K
CLDX icon
2588
PUT
Celldex Therapeutics
CLDX
$3.05B
-22,333
Closed -$5.25M
CMA
2589
DELISTED
Comerica
CMA
-20,753
Closed -$748K
CMBS icon
2590
iShares CMBS ETF
CMBS
$468M
$0 ﹤0.01%
1
CMF icon
2591
iShares California Muni Bond ETF
CMF
$4.57B
$0 ﹤0.01%
2
CMI icon
2592
Cummins
CMI
$75.8B
-166
Closed -$16.1K
CMPR icon
2593
CALL
Cimpress
CMPR
$2.11B
-1,900
Closed -$154K
CNI icon
2594
CALL
Canadian National Railway
CNI
$73.8B
-4,200
Closed -$235K
CNI icon
2595
PUT
Canadian National Railway
CNI
$73.8B
-900
Closed -$51K
CNK icon
2596
Cinemark Holdings
CNK
$4.1B
-61
Closed -$1.94K
CNP icon
2597
CALL
CenterPoint Energy
CNP
$26.2B
-200,000
Closed -$3.67M
CNQ icon
2598
CALL
Canadian Natural Resources
CNQ
$106B
-2,689
Closed -$29K
CNQ icon
2599
Canadian Natural Resources
CNQ
$106B
-2,118
Closed -$22K
CNXT icon
2600
VanEck ChiNext Innovators ETF
CNXT
$103M
-1
Closed

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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.