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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
(-7.3%)
Cap. Flow
-$837M
Cap. Flow
% of AUM
-1.83%
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 | 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 | |
|---|---|---|---|---|---|---|
451
PUT
Booking.com
BKNG
$129B
| $7.35M | 0.02% |
142,500
-510,000
| -78% | -$24.4M |
|
|
JCP
452
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $7.33M | 0.02% |
663,000
-1,165,400
| -64% | -$10.2M |
|
|
WRK
453
DELISTED
WestRock Company
WRK
| $7.33M | 0.02% |
+208,320
| New | +$6.79M |
|
|
POT
454
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $7.3M | 0.02% |
428,700
+196,000
| +84% | +$3.3M |
|
455
CALL
Wheaton Precious Metals
WPM
$71.3B
| $7.28M | 0.02% |
439,100
-29,500
| -6% | -$427K |
|
456
PUT
Carnival Corporation Ltd
CCL
$31.2B
| $7.24M | 0.02% |
137,200
+111,400
| +432% | +$5.39M |
|
|
NBL
457
PUT
DELISTED
Noble Energy, Inc.
NBL
| $7.22M | 0.02% |
230,000
+229,400
| +38,233% | +$7.01M |
|
|
JNPR
458
PUT
DELISTED
Juniper Networks
JNPR
| $7.22M | 0.02% |
283,000
+230,900
| +443% | +$5.77M |
|
459
CALL
Norfolk Southern
NSC
$72.8B
| $7.22M | 0.02% |
86,700
+79,900
| +1,175% | +$6.04M |
|
460
Dillards
DDS
$9.81B
| $7.21M | 0.02% |
84,867
+83,755
| +7,532% | +$6.27M |
|
461
Lam Research
LRCX
$395B
| $7.15M | 0.02% |
865,550
+233,680
| +37% | +$1.7M |
|
462
CALL
Precigen
PGEN
$2.45B
| $7.12M | 0.02% |
211,890
+153,772
| +265% | +$4.84M |
|
463
CALL
Ross Stores
ROST
$72B
| $7.1M | 0.02% |
122,700
+11,900
| +11% | +$661K |
|
|
SCHW
464
CALL
Charles Schwab
SCHW
$185B
| $7.04M | 0.02% |
251,300
+143,300
| +133% | +$3.78M |
|
|
LNKD
465
CALL
DELISTED
LinkedIn Corporation
LNKD
| $7.02M | 0.02% |
61,400
+20,600
| +50% | +$3.03M |
|
466
Ecolab
ECL
$76.5B
| $7.01M | 0.02% |
62,905
+59,238
| +1,615% | +$6.29M |
|
|
BHI
467
PUT
DELISTED
Baker Hughes
BHI
| $7.01M | 0.02% |
160,000
-207,600
| -56% | -$8.97M |
|
|
ALXN
468
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $6.96M | 0.02% |
50,000
-500
| -1% | -$73.4K |
|
|
APC
469
PUT
DELISTED
Anadarko Petroleum
APC
| $6.95M | 0.02% |
149,300
-516,900
| -78% | -$21M |
|
470
PUT
Zillow
Z
$7.22B
| $6.89M | 0.02% |
290,400
-220,000
| -43% | -$4.6M |
|
471
PUT
Wynn Resorts
WYNN
$9.26B
| $6.86M | 0.02% |
73,500
-26,500
| -27% | -$1.96M |
|
|
VAL
472
CALL
DELISTED
Valspar
VAL
| $6.85M | 0.02% |
64,000
+62,900
| +5,718% | +$5.19M |
|
473
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $6.83M | 0.02% |
26,000
+6,000
| +30% | +$1.46M |
|
474
CALL
Under Armour
UAA
$2.12B
| $6.82M | 0.01% |
160,800
+132,600
| +470% | +$5.23M |
|
475
PUT
BHP
BHP
$235B
| $6.8M | 0.01% |
294,487
-65,466
| -18% | -$1.39M |
|
Similar funds
TI
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.