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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
VTWG icon
3801
Vanguard Russell 2000 Growth ETF
VTWG
$1.51B
$0 ﹤0.01%
1
VTWO icon
3802
Vanguard Russell 2000 ETF
VTWO
$17.3B
$0 ﹤0.01%
2
VTWV icon
3803
Vanguard Russell 2000 Value ETF
VTWV
$1.39B
$0 ﹤0.01%
1
VUSE icon
3804
Vident US Equity Strategy ETF
VUSE
$676M
$0 ﹤0.01%
1
VV icon
3805
Vanguard Morningstar Large-Cap ETF
VV
$54.3B
$0 ﹤0.01%
1
VWO icon
3806
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$129B
-130,000
Closed -$4.25M
VWOB icon
3807
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.34B
$0 ﹤0.01%
1
VXF icon
3808
Vanguard Extended Market ETF
VXF
$31.4B
$0 ﹤0.01%
1
VXUS icon
3809
Vanguard Total International Stock ETF
VXUS
$166B
$0 ﹤0.01%
1
VYM icon
3810
Vanguard High Dividend Yield ETF
VYM
$83B
$0 ﹤0.01%
1
VYX icon
3811
CALL
NCR Voyix
VYX
$1.17B
-30,970
Closed -$465K
W icon
3812
CALL
Wayfair
W
$13.7B
-400
Closed -$20K
W icon
3813
Wayfair
W
$13.7B
-390
Closed -$19K
W icon
3814
PUT
Wayfair
W
$13.7B
-800
Closed -$38K
WAB icon
3815
PUT
Wabtec
WAB
$48B
-600
Closed -$43K
WB icon
3816
Weibo
WB
$1.65B
-733
Closed -$14K
WBIF icon
3817
WBI BullBear Value 3000 ETF
WBIF
$23.3M
$0 ﹤0.01%
1
WBIL icon
3818
WBI BullBear Quality 3000 ETF
WBIL
$29.9M
$0 ﹤0.01%
1
WCC
3819
PUT
WESCO International
WCC
$17.6B
-2,800
Closed -$122K
WCN
3820
PUT
Waste Connections
WCN
$41B
-1,200
Closed -$45K
WDAY icon
3821
Workday
WDAY
$44.9B
-58,621
Closed -$3.88M
WDIV icon
3822
State Street SPDR S&P Global Dividend ETF
WDIV
$289M
$0 ﹤0.01%
1
WEAT icon
3823
Teucrium Wheat Fund
WEAT
$329M
0
WELL icon
3824
Welltower
WELL
$171B
-1,785
Closed -$115K
WEN icon
3825
PUT
Wendy's
WEN
$1.45B
-1,000
Closed -$11K

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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.