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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 | |
|---|---|---|---|---|---|---|
876
CALL
Bath & Body Works
BBWI
$3.57B
| $2.2M | ﹤0.01% |
31,049
+27,709
| +830% | +$1.99M |
|
877
CALL
United States Natural Gas Fund
UNG
$546M
| $2.2M | ﹤0.01% |
20,625
-22,250
| -52% | -$2.56M |
|
|
SA
878
Seabridge Gold
SA
$3.49B
| $2.2M | ﹤0.01% |
+200,337
| New | +$1.75M |
|
|
AXON
879
Axon Enterprise
AXON
$39.8B
| $2.19M | ﹤0.01% |
+111,653
| New | +$1.92M |
|
|
APU
880
CALL
DELISTED
AmeriGas Partners, L.P.
APU
| $2.17M | ﹤0.01% |
+50,000
| New | +$1.98M |
|
881
PUT
Tractor Supply
TSCO
$17.7B
| $2.17M | ﹤0.01% |
120,000
+76,000
| +173% | +$1.3M |
|
882
PUT
Labcorp
LH
$26B
| $2.17M | ﹤0.01% |
21,534
+10,942
| +103% | +$1.05M |
|
883
Regeneron Pharmaceuticals
REGN
$83.2B
| $2.15M | ﹤0.01% |
5,967
+4,557
| +323% | +$1.88M |
|
884
PUT
Darden Restaurants
DRI
$23.8B
| $2.15M | ﹤0.01% |
32,400
+30,000
| +1,250% | +$1.9M |
|
885
CALL
AB InBev
BUD
$154B
| $2.13M | ﹤0.01% |
17,100
-22,500
| -57% | -$2.67M |
|
|
AVP
886
DELISTED
Avon Products, Inc.
AVP
| $2.13M | ﹤0.01% |
443,027
+224,520
| +103% | +$802K |
|
887
Las Vegas Sands
LVS
$28.1B
| $2.13M | ﹤0.01% |
41,151
+41,069
| +50,084% | +$1.88M |
|
888
CALL
DexCom
DXCM
$31.7B
| $2.12M | ﹤0.01% |
+124,800
| New | +$2.08M |
|
889
CALL
Best Buy
BBY
$18.5B
| $2.11M | ﹤0.01% |
65,100
-20,700
| -24% | -$627K |
|
|
TAHO
890
CALL
DELISTED
Tahoe Resources Inc
TAHO
| $2.1M | ﹤0.01% |
+209,800
| New | +$1.87M |
|
891
PUT
L3Harris
LHX
$46.6B
| $2.1M | ﹤0.01% |
27,000
+14,700
| +120% | +$1.18M |
|
|
SINA
892
DELISTED
Sina Corp
SINA
| $2.1M | ﹤0.01% |
44,290
+19,511
| +79% | +$878K |
|
893
PUT
Steel Dynamics
STLD
$34.5B
| $2.09M | ﹤0.01% |
+92,800
| New | +$1.75M |
|
894
PUT
M&T Bank
MTB
$34.4B
| $2.09M | ﹤0.01% |
18,800
+14,400
| +327% | +$1.56M |
|
895
PUT
iShares MSCI Taiwan ETF
EWT
$12.1B
| $2.08M | ﹤0.01% |
75,000
-4,300
| -5% | -$109K |
|
896
PUT
AutoZone
AZO
$47.5B
| $2.07M | ﹤0.01% |
2,600
-10,600
| -80% | -$8.02M |
|
|
FRC
897
CALL
DELISTED
First Republic Bank
FRC
| $2.07M | ﹤0.01% |
+31,000
| New | +$1.99M |
|
|
MDCO
898
PUT
DELISTED
Medicines Co
MDCO
| $2.06M | ﹤0.01% |
+65,000
| New | +$2.12M |
|
899
PUT
Baxter International
BAX
$12.6B
| $2.05M | ﹤0.01% |
+50,000
| New | +$1.91M |
|
900
PUT
F5
FFIV
$22.9B
| $2.05M | ﹤0.01% |
19,400
| – | – |
|
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.