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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
VGK icon
3751
CALL
Vanguard FTSE Europe ETF
VGK
$30.9B
-700
Closed -$35K
VGLT icon
3752
Vanguard Long-Term Treasury ETF
VGLT
$10.5B
$0 ﹤0.01%
1
VGSH icon
3753
Vanguard Short-Term Treasury ETF
VGSH
$34.7B
$0 ﹤0.01%
1
VGT icon
3754
Vanguard Information Technology ETF
VGT
$148B
$0 ﹤0.01%
8
VHC icon
3755
VirnetX Holding Corp
VHC
$49.8M
-5
Closed
VHT icon
3756
Vanguard Health Care ETF
VHT
$19B
$0 ﹤0.01%
1
VIDI icon
3757
Vident International Equity Strategy
VIDI
$462M
$0 ﹤0.01%
1
VIG icon
3758
CALL
Vanguard Dividend Appreciation ETF
VIG
$112B
-700
Closed -$54K
VIG icon
3759
Vanguard Dividend Appreciation ETF
VIG
$112B
$0 ﹤0.01%
1
VIG icon
3760
PUT
Vanguard Dividend Appreciation ETF
VIG
$112B
-600
Closed -$47K
VIOG icon
3761
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.08B
$0 ﹤0.01%
2
VIOO icon
3762
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.23B
$0 ﹤0.01%
2
VIOV icon
3763
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.86B
$0 ﹤0.01%
2
VIPS icon
3764
Vipshop
VIPS
$6.2B
-13,366
Closed -$168K
VIS icon
3765
Vanguard Industrials ETF
VIS
$7.99B
$0 ﹤0.01%
1
VIXY icon
3766
ProShares VIX Short-Term Futures ETF
VIXY
$214M
0
VLU icon
3767
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$767M
$0 ﹤0.01%
1
VLUE icon
3768
iShares MSCI USA Value Factor ETF
VLUE
$9.72B
$0 ﹤0.01%
1
VLY icon
3769
CALL
Valley National Bancorp
VLY
$7.69B
-11,900
Closed -$117K
VMBS icon
3770
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.8B
$0 ﹤0.01%
1
VNET
3771
CALL
VNET Group
VNET
$1.92B
-116,100
Closed -$2.45M
VNM icon
3772
VanEck Vietnam ETF
VNM
$518M
$0 ﹤0.01%
1
VNQ icon
3773
CALL
Vanguard Real Estate ETF
VNQ
$37.9B
-700
Closed -$56K
VNQ icon
3774
Vanguard Real Estate ETF
VNQ
$37.9B
$0 ﹤0.01%
1
-12,988
-100% -$1.01M
VNQ icon
3775
PUT
Vanguard Real Estate ETF
VNQ
$37.9B
-23,700
Closed -$1.89M

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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.