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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
MTN icon
3251
Vail Resorts
MTN
$4.74B
-257
Closed -$32.2K
MTUM icon
3252
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
$0 ﹤0.01%
1
MTW icon
3253
Manitowoc
MTW
$757M
-8,605
Closed -$125K
MTW icon
3254
PUT
Manitowoc
MTW
$757M
-552
Closed -$8K
MUB icon
3255
iShares National Muni Bond ETF
MUB
$45.2B
$0 ﹤0.01%
1
-43,225
-100% -$4.81M
MUNI icon
3256
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.12B
$0 ﹤0.01%
1
MUR icon
3257
CALL
Murphy Oil
MUR
$5.39B
-800
Closed -$18K
MUR icon
3258
PUT
Murphy Oil
MUR
$5.39B
-13,900
Closed -$312K
MVV icon
3259
ProShares Ultra MidCap400
MVV
$152M
$0 ﹤0.01%
3
MXI icon
3260
iShares Global Materials ETF
MXI
$398M
$0 ﹤0.01%
1
MYY icon
3261
ProShares Short MidCap400
MYY
$2.99M
0
MZZ icon
3262
ProShares UltraShort MidCap400
MZZ
$4.34M
0
NBR icon
3263
CALL
Nabors Industries
NBR
$1.4B
-3,940
Closed -$1.68M
NBR icon
3264
PUT
Nabors Industries
NBR
$1.4B
-300
Closed -$128K
NEAR icon
3265
iShares Short Maturity Bond ETF
NEAR
$5.1B
$0 ﹤0.01%
1
NEM icon
3266
Newmont
NEM
$134B
-1,079,405
Closed -$25M
NFG icon
3267
National Fuel Gas
NFG
$7.97B
-1,775
Closed -$76K
NFG icon
3268
PUT
National Fuel Gas
NFG
$7.97B
-1,800
Closed -$77K
NFRA icon
3269
Northern Trust STOXX Global Broad Infrastructure ETF
NFRA
$3.12B
$0 ﹤0.01%
1
NGL icon
3270
NGL Energy Partners
NGL
$2.19B
-134,999
Closed -$1.49M
NGL icon
3271
PUT
NGL Energy Partners
NGL
$2.19B
-625,000
Closed -$6.9M
NGVC icon
3272
PUT
Vitamin Cottage Natural Grocers
NGVC
$626M
-15,000
Closed -$306K
NLR icon
3273
VanEck Uranium + Nuclear Energy ETF
NLR
$4.31B
-1
Closed
NLY icon
3274
CALL
Annaly Capital Management
NLY
$17.1B
-750
Closed -$28K
NLY icon
3275
Annaly Capital Management
NLY
$17.1B
-190
Closed -$7.45K

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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.