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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
INKM icon
3076
State Street Income Allocation ETF
INKM
$80.9M
$0 ﹤0.01%
1
INSM icon
3077
Insmed
INSM
$27.3B
-5,380
Closed -$98K
IOO icon
3078
iShares Global 100 ETF
IOO
$9.16B
$0 ﹤0.01%
2
IOVA icon
3079
CALL
Iovance Biotherapeutics
IOVA
$3.94B
-105,000
Closed -$811K
IPAC icon
3080
iShares Core MSCI Pacific ETF
IPAC
$2.83B
$0 ﹤0.01%
1
IPG
3081
DELISTED
Interpublic Group of Companies
IPG
-4,692
Closed -$101K
IPI icon
3082
Intrepid Potash
IPI
$559M
-16,766
Closed -$495K
IPI icon
3083
PUT
Intrepid Potash
IPI
$559M
-17,420
Closed -$513K
IPKW icon
3084
Invesco International BuyBack Achievers ETF
IPKW
$572M
$0 ﹤0.01%
1
IPO icon
3085
Renaissance IPO ETF
IPO
$152M
$0 ﹤0.01%
1
IQDF icon
3086
Northern Trust International Quality Dividend ETF
IQDF
$1.2B
$0 ﹤0.01%
1
IQDY icon
3087
Northern Trust International Quality Dividend Dynamic ETF
IQDY
$115M
$0 ﹤0.01%
1
IRM icon
3088
CALL
Iron Mountain
IRM
$34.6B
-1,100
Closed -$30K
ISCB icon
3089
iShares Morningstar Small-Cap ETF
ISCB
$284M
$0 ﹤0.01%
4
ISCG icon
3090
iShares Morningstar Small-Cap Growth ETF
ISCG
$986M
$0 ﹤0.01%
6
ISCV icon
3091
iShares Morningstar Small-Cap Value ETF
ISCV
$694M
$0 ﹤0.01%
3
ISHG icon
3092
iShares 1-3 Year International Treasury Bond ETF
ISHG
$880M
$0 ﹤0.01%
1
ISRA icon
3093
VanEck Israel ETF
ISRA
$160M
-1
Closed
ISTB icon
3094
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.1B
$0 ﹤0.01%
2
IT icon
3095
CALL
Gartner
IT
$10.9B
-900
Closed -$81K
IT icon
3096
Gartner
IT
$10.9B
-1,396
Closed -$118K
ITA icon
3097
iShares US Aerospace & Defense ETF
ITA
$13.3B
$0 ﹤0.01%
2
ITM icon
3098
VanEck Intermediate Muni ETF
ITM
$2.08B
$0 ﹤0.01%
1
ITOT icon
3099
iShares Core S&P Total US Stock Market ETF
ITOT
$96.4B
$0 ﹤0.01%
2
ITT icon
3100
ITT
ITT
$18B
$0 ﹤0.01%
+7
New +$239

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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.