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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
AA icon
2401
Alcoa
AA
$13.4B
-898,766
Closed -$18.3M
A icon
2402
CALL
Agilent Technologies
A
$40.8B
-160,100
Closed -$6.7M
A icon
2403
PUT
Agilent Technologies
A
$40.8B
-185,000
Closed -$7.74M
AADR icon
2404
AdvisorShares Dorsey Wright ADR ETF
AADR
$39.6M
$0 ﹤0.01%
1
AAP icon
2405
Advance Auto Parts
AAP
$2.56B
-70,866
Closed -$10.7M
AB icon
2406
CALL
AllianceBernstein
AB
$3.39B
-600
Closed -$14K
AB icon
2407
AllianceBernstein
AB
$3.39B
-1,887
Closed -$45K
AB icon
2408
PUT
AllianceBernstein
AB
$3.39B
-2,600
Closed -$62K
AAXJ icon
2409
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.95B
$0 ﹤0.01%
1
ABBV icon
2410
AbbVie
ABBV
$441B
-87,741
Closed -$4.89M
ABBV icon
2411
PUT
AbbVie
ABBV
$441B
-124,800
Closed -$7.39M
ACM icon
2412
CALL
Aecom
ACM
$8.19B
-11,600
Closed -$348K
ACN icon
2413
Accenture
ACN
$108B
-40,420
Closed -$4.15M
ACWI icon
2414
iShares MSCI ACWI ETF
ACWI
$33.1B
$0 ﹤0.01%
1
ACWV icon
2415
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.36B
$0 ﹤0.01%
1
-8,586
-100% -$594K
ACWX icon
2416
iShares MSCI ACWI ex US ETF
ACWX
$12.5B
$0 ﹤0.01%
1
ADEA icon
2417
CALL
Adeia
ADEA
$2.97B
-3,024
Closed -$24K
ADEA icon
2418
Adeia
ADEA
$2.97B
-11,291
Closed -$90K
ADEA icon
2419
PUT
Adeia
ADEA
$2.97B
-12,096
Closed -$96K
ADI icon
2420
Analog Devices
ADI
$176B
-2,744
Closed -$147K
ADP icon
2421
Automatic Data Processing
ADP
$105B
-178
Closed -$14.9K
ADTN icon
2422
CALL
Adtran
ADTN
$594M
-1,000
Closed -$17K
ADTN icon
2423
Adtran
ADTN
$594M
-832
Closed -$14K
ADTN icon
2424
PUT
Adtran
ADTN
$594M
-1,500
Closed -$26K
AEO icon
2425
American Eagle Outfitters
AEO
$2.83B
-2,874
Closed -$43.2K

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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.