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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
THD icon
3651
iShares MSCI Thailand ETF
THD
$349M
$0 ﹤0.01%
1
THO icon
3652
CALL
Thor Industries
THO
$3.86B
-500
Closed -$28K
THO icon
3653
PUT
Thor Industries
THO
$3.86B
-600
Closed -$34K
THS
3654
CALL
DELISTED
Treehouse Foods
THS
-300
Closed -$24K
THS
3655
PUT
DELISTED
Treehouse Foods
THS
-900
Closed -$71K
TILT icon
3656
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.23B
$0 ﹤0.01%
1
TIP icon
3657
iShares TIPS Bond ETF
TIP
$14.9B
$0 ﹤0.01%
1
-1,318
-100% -$147K
TIPX icon
3658
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.06B
$0 ﹤0.01%
1
TIPZ icon
3659
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.4M
$0 ﹤0.01%
1
TJX icon
3660
TJX Companies
TJX
$142B
-96,372
Closed -$3.5M
TKR icon
3661
Timken Company
TKR
$8.58B
-1,650
Closed -$47.8K
TKR icon
3662
PUT
Timken Company
TKR
$8.58B
-4,100
Closed -$117K
TLH icon
3663
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
$0 ﹤0.01%
1
TLTD icon
3664
Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
TLTD
$690M
$0 ﹤0.01%
1
TLT icon
3665
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$0 ﹤0.01%
1
-33,754
-100% -$4.32M
TLTE icon
3666
Northern Trust Morningstar Emerging Markets Factor Tilt ETF
TLTE
$362M
$0 ﹤0.01%
1
TMO icon
3667
Thermo Fisher Scientific
TMO
$223B
-706
Closed -$94.6K
TMUS icon
3668
T-Mobile US
TMUS
$195B
-665
Closed -$25.1K
TMV icon
3669
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$201M
0
TNA icon
3670
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.26B
$0 ﹤0.01%
2
TNET icon
3671
TriNet
TNET
$3.03B
-9,622
Closed -$186K
TNET icon
3672
PUT
TriNet
TNET
$3.03B
-40,000
Closed -$774K
TOK icon
3673
iShares MSCI Kokusai Fund
TOK
$239M
$0 ﹤0.01%
1
TOL icon
3674
PUT
Toll Brothers
TOL
$12.6B
-11,500
Closed -$385K
TOLZ icon
3675
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$174M
$0 ﹤0.01%
1

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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.