We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$45.6B
AUM Growth
-$3.59B
(-7.3%)
Cap. Flow
-$3.5B
Cap. Flow
% of AUM
-7.66%
Top 10 Holdings %
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$129M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$57.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$46.7M |
| 4 |
Morgan Stanley
MS
|
+$44.6M |
| 5 |
Qualcomm
QCOM
|
+$38.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$86.6M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$67.4M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$55M |
| 4 |
Meta Platforms (Facebook)
META
|
+$51.5M |
| 5 |
DuPont de Nemours
DD
|
+$38.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.42% |
| 2 | Financials | 0.41% |
| 3 | Technology | 0.36% |
| 4 | Industrials | 0.22% |
| 5 | Healthcare | 0.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
CALL
American Tower
AMT
$80.6B
| $4.57M | 0.01% |
44,600
-344,000
| -89% | -$32.2M |
|
|
BMS
602
CALL
DELISTED
Bemis
BMS
| $4.56M | 0.01% |
88,100
+23,100
| +36% | +$1.11M |
|
603
CALL
Colgate-Palmolive
CL
$71.6B
| $4.56M | 0.01% |
64,500
-28,200
| -30% | -$1.88M |
|
|
WFM
604
CALL
DELISTED
Whole Foods Market Inc
WFM
| $4.55M | 0.01% |
146,200
-309,200
| -68% | -$9.68M |
|
|
WBT
605
CALL
DELISTED
Welbilt, Inc.
WBT
| $4.54M | 0.01% |
+308,200
| New | +$4.48M |
|
606
PUT
Valero Energy
VLO
$88.5B
| $4.54M | 0.01% |
70,800
-341,400
| -83% | -$21.7M |
|
607
PUT
Texas Instruments
TXN
$246B
| $4.53M | 0.01% |
78,800
-162,300
| -67% | -$8.62M |
|
608
PUT
Yelp
YELP
$1.47B
| $4.5M | 0.01% |
226,400
-153,000
| -40% | -$3.13M |
|
|
TIF
609
CALL
DELISTED
Tiffany & Co.
TIF
| $4.49M | 0.01% |
61,200
-33,400
| -35% | -$2.24M |
|
610
CALL
Xerox
XRX
$411M
| $4.48M | 0.01% |
152,255
+150,357
| +7,922% | +$3.88M |
|
611
CALL
Illinois Tool Works
ITW
$83B
| $4.48M | 0.01% |
43,700
-53,900
| -55% | -$4.99M |
|
612
PUT
Cintas
CTAS
$81.6B
| $4.46M | 0.01% |
198,800
+70,800
| +55% | +$1.52M |
|
|
GAP
613
CALL
The Gap Inc
GAP
$7.38B
| $4.44M | 0.01% |
150,900
+18,000
| +14% | +$473K |
|
614
PUT
AB InBev
BUD
$166B
| $4.44M | 0.01% |
35,600
-87,800
| -71% | -$10.4M |
|
615
CALL
State Street Technology Select Sector SPDR ETF
XLK
$117B
| $4.44M | 0.01% |
200,000
+25,600
| +15% | +$529K |
|
|
PPL
616
CALL
PPL Corp
PPL
$26.5B
| $4.42M | 0.01% |
116,000
+102,200
| +741% | +$3.63M |
|
617
PUT
Abercrombie & Fitch
ANF
$4.84B
| $4.42M | 0.01% |
140,000
-144,800
| -51% | -$4.07M |
|
|
SPLK
618
CALL
DELISTED
Splunk Inc
SPLK
| $4.4M | 0.01% |
89,900
+51,600
| +135% | +$2.32M |
|
619
CALL
AbbVie
ABBV
$433B
| $4.4M | 0.01% |
77,000
+6,900
| +10% | +$385K |
|
620
PUT
Franklin Resources
BEN
$17.9B
| $4.38M | 0.01% |
112,100
+80,000
| +249% | +$2.83M |
|
621
PUT
Ecolab
ECL
$78.6B
| $4.36M | 0.01% |
39,100
+26,300
| +205% | +$2.79M |
|
622
PUT
Parker-Hannifin
PH
$126B
| $4.34M | 0.01% |
39,100
+35,300
| +929% | +$3.55M |
|
623
CALL
Blackstone
BX
$108B
| $4.34M | 0.01% |
154,700
-269,300
| -64% | -$7.11M |
|
624
CALL
Sibanye-Stillwater
SBSW
$6.33B
| $4.34M | 0.01% |
303,177
+180,336
| +147% | +$1.95M |
|
625
PUT
Union Pacific
UNP
$173B
| $4.33M | 0.01% |
54,400
-120,200
| -69% | -$9.29M |
|
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 withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.
Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.
- 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.