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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
ET icon
2776
Energy Transfer Partners
ET
$74.2B
-77,081
Closed -$605K
ETN icon
2777
Eaton
ETN
$162B
-115,167
Closed -$6.36M
EUDG icon
2778
WisdomTree Europe Quality Dividend Growth Fund
EUDG
$68.8M
$0 ﹤0.01%
1
EUFN icon
2779
iShares MSCI Europe Financials ETF
EUFN
$4.24B
$0 ﹤0.01%
1
EUM icon
2780
ProShares Trust Short MSCI Emerging Markets
EUM
$12.7M
$0 ﹤0.01%
1
EUO icon
2781
ProShares UltraShort Euro
EUO
$32.8M
$0 ﹤0.01%
1
EUSA icon
2782
iShares MSCI USA Equal Weighted ETF
EUSA
$1.91B
$0 ﹤0.01%
1
EURL icon
2783
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$48.3M
$0 ﹤0.01%
1
EWC icon
2784
iShares MSCI Canada ETF
EWC
$6.84B
$0 ﹤0.01%
1
EWD icon
2785
iShares MSCI Sweden ETF
EWD
$749M
$0 ﹤0.01%
1
EWG icon
2786
CALL
iShares MSCI Germany ETF
EWG
$1.72B
-260,000
Closed -$6.81M
EWH icon
2787
CALL
iShares MSCI Hong Kong ETF
EWH
$1.18B
-30,500
Closed -$605K
EWH icon
2788
iShares MSCI Hong Kong ETF
EWH
$1.18B
$0 ﹤0.01%
1
-11,388
-100% -$209K
EWH icon
2789
PUT
iShares MSCI Hong Kong ETF
EWH
$1.18B
-22,000
Closed -$435K
EWJ icon
2790
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
-1,075,075
Closed -$52.1M
EWK icon
2791
iShares MSCI Belgium ETF
EWK
$167M
$0 ﹤0.01%
1
EWM icon
2792
iShares MSCI Malaysia ETF
EWM
$320M
0
EWL icon
2793
iShares MSCI Switzerland ETF
EWL
$2.35B
$0 ﹤0.01%
1
EWN icon
2794
iShares MSCI Netherlands ETF
EWN
$657M
$0 ﹤0.01%
1
EWO icon
2795
iShares MSCI Austria ETF
EWO
$207M
$0 ﹤0.01%
1
EWQ icon
2796
iShares MSCI France ETF
EWQ
$334M
$0 ﹤0.01%
1
EWS icon
2797
iShares MSCI Singapore ETF
EWS
$1.28B
$0 ﹤0.01%
1
EWT icon
2798
CALL
iShares MSCI Taiwan ETF
EWT
$12.1B
-96,000
Closed -$2.45M
EWUS icon
2799
iShares MSCI United Kingdom Small-Cap ETF
EWUS
$42.3M
$0 ﹤0.01%
1
EWV icon
2800
ProShares Trust UltraShort MSCI Japan
EWV
$4.99M
0

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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.