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
SYNA icon
3626
CALL
Synaptics
SYNA
$3.7B
-200
Closed -$16K
SYNA icon
3627
Synaptics
SYNA
$3.7B
-121
Closed -$10K
SYNA icon
3628
PUT
Synaptics
SYNA
$3.7B
-300
Closed -$24K
SZK icon
3629
ProShares UltraShort Consumer Staples
SZK
$9.32M
0
TAN icon
3630
Invesco Solar ETF
TAN
$1.05B
$0 ﹤0.01%
1
TAP icon
3631
PUT
Molson Coors Class B
TAP
$7.24B
-70,000
Closed -$6.57M
TBX icon
3632
ProShares Short 7-10 Year Treasury
TBX
$21.1M
$0 ﹤0.01%
1
TD icon
3633
CALL
Toronto Dominion Bank
TD
$197B
-47,000
Closed -$1.84M
TD icon
3634
Toronto Dominion Bank
TD
$197B
-89
Closed -$3K
TD icon
3635
PUT
Toronto Dominion Bank
TD
$197B
-19,500
Closed -$764K
TDIV icon
3636
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.43B
$0 ﹤0.01%
1
TDTF icon
3637
Northern Trust iBoxx 5-Year Target Duration TIPS ETF
TDTF
$1.05B
$0 ﹤0.01%
1
TDTT icon
3638
Northern Trust iBoxx 3-Year Target Duration TIPS ETF
TDTT
$2.53B
$0 ﹤0.01%
1
TECL icon
3639
Direxion Daily Technology Bull 3x ETF
TECL
$5.97B
$0 ﹤0.01%
40
TECS icon
3640
Direxion Daily Technology Bear 3x ETF
TECS
$73.3M
0
TEL icon
3641
CALL
TE Connectivity
TEL
$59.3B
-500
Closed -$32K
TEL icon
3642
PUT
TE Connectivity
TEL
$59.3B
-6,000
Closed -$388K
TER icon
3643
Teradyne
TER
$58.2B
-2,330
Closed -$45.6K
TEVA icon
3644
CALL
Teva Pharmaceuticals
TEVA
$42.8B
-40,000
Closed -$2.63M
TEVA icon
3645
PUT
Teva Pharmaceuticals
TEVA
$42.8B
-235,000
Closed -$15.4M
TEX icon
3646
Terex
TEX
$7.19B
-9,404
Closed -$197K
TFI icon
3647
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.02B
-1
Closed
TFLO icon
3648
iShares Treasury Floating Rate Bond ETF
TFLO
$6.66B
$0 ﹤0.01%
1
TGNA
3649
CALL
DELISTED
TEGNA Inc
TGNA
-1,563
Closed -$26K
TGT icon
3650
Target
TGT
$73.9B
-122
Closed -$9.21K

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.