We are live on ! Find out more
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
PCAR icon
3326
PACCAR
PCAR
$64.5B
-4,454
Closed -$149K
PCEF icon
3327
Invesco CEF Income Composite ETF
PCEF
$809M
$0 ﹤0.01%
1
PCG icon
3328
PG&E
PCG
$32.6B
-921
Closed -$51.3K
PCY icon
3329
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.3B
$0 ﹤0.01%
1
PDN icon
3330
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$364M
$0 ﹤0.01%
1
PDP icon
3331
Invesco Dorsey Wright Momentum ETF
PDP
$1.48B
$0 ﹤0.01%
1
PEG icon
3332
CALL
Public Service Enterprise Group
PEG
$37B
-12,300
Closed -$476K
PEJ icon
3333
Invesco Leisure and Entertainment ETF
PEJ
$348M
$0 ﹤0.01%
1
PENN icon
3334
CALL
PENN Entertainment
PENN
$2.27B
-1,000
Closed -$16K
PENN icon
3335
PUT
PENN Entertainment
PENN
$2.27B
-1,700
Closed -$27K
PEX icon
3336
ProShares Global Listed Private Equity ETF
PEX
$11.5M
$0 ﹤0.01%
1
PEY icon
3337
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.14B
$0 ﹤0.01%
1
PEZ icon
3338
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.1M
$0 ﹤0.01%
1
PFE icon
3339
Pfizer
PFE
$158B
-47,706
Closed -$1.36M
PFF icon
3340
iShares Preferred and Income Securities ETF
PFF
$12.9B
$0 ﹤0.01%
1
PFG icon
3341
Principal Financial Group
PFG
$24.6B
-2,531
Closed -$97.4K
PFI icon
3342
Invesco Dorsey Wright Financial Momentum ETF
PFI
$58.4M
$0 ﹤0.01%
1
PFM icon
3343
Invesco Dividend Achievers ETF
PFM
$794M
$0 ﹤0.01%
1
PGEN icon
3344
PUT
Precigen
PGEN
$2.46B
-15,135
Closed -$452K
PGF icon
3345
Invesco Financial Preferred ETF
PGF
$649M
$0 ﹤0.01%
1
PGJ icon
3346
Invesco Golden Dragon China ETF
PGJ
$86.6M
$0 ﹤0.01%
1
PGX icon
3347
Invesco Preferred ETF
PGX
$3.7B
$0 ﹤0.01%
1
IFLN
3348
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$301M
$0 ﹤0.01%
1
PHDG icon
3349
Invesco S&P 500 Downside Hedged ETF
PHDG
$62M
$0 ﹤0.01%
1
PHM icon
3350
Pultegroup
PHM
$22.9B
-336,380
Closed -$5.74M

Similar funds

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.