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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 | |
|---|---|---|---|---|---|---|
1451
PUT
AGCO
AGCO
$8.89B
| $487K | ﹤0.01% |
9,800
-37,300
| -79% | -$1.79M |
|
1452
CALL
Kroger
KR
$34.6B
| $486K | ﹤0.01% |
12,700
-6,500
| -34% | -$251K |
|
1453
Universal Display
OLED
$3.67B
| $486K | ﹤0.01% |
8,980
+8,132
| +959% | +$397K |
|
1454
PUT
Westlake Corp
WLK
$9.17B
| $486K | ﹤0.01% |
10,500
+5,200
| +98% | +$236K |
|
1455
CALL
Nokia
NOK
$60.2B
| $485K | ﹤0.01% |
82,000
-92,000
| -53% | -$589K |
|
1456
CALL
SL Green Realty
SLG
$3.71B
| $485K | ﹤0.01% |
5,165
+1,446
| +39% | +$132K |
|
|
ZAYO
1457
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $485K | ﹤0.01% |
+20,000
| New | +$487K |
|
1458
PUT
Zebra Technologies
ZBRA
$16.3B
| $483K | ﹤0.01% |
7,000
+600
| +9% | +$37.5K |
|
|
DATA
1459
DELISTED
Tableau Software, Inc.
DATA
| $483K | ﹤0.01% |
+10,536
| New | +$611K |
|
1460
L3Harris
LHX
$46.6B
| $482K | ﹤0.01% |
+6,190
| New | +$495K |
|
1461
PUT
Crown Holdings
CCK
$12.2B
| $481K | ﹤0.01% |
9,700
+1,700
| +21% | +$79.8K |
|
1462
PUT
Regions Financial
RF
$25.5B
| $480K | ﹤0.01% |
61,000
+43,700
| +253% | +$351K |
|
|
CELG
1463
CALL
DELISTED
Celgene Corp
CELG
| $480K | ﹤0.01% |
4,800
+3,100
| +182% | +$319K |
|
1464
CenterPoint Energy
CNP
$26.2B
| $479K | ﹤0.01% |
22,878
+2,878
| +14% | +$54.3K |
|
|
MIC
1465
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $479K | ﹤0.01% |
7,100
+2,800
| +65% | +$178K |
|
1466
TripAdvisor
TRIP
$1.03B
| $478K | ﹤0.01% |
7,194
-28,770
| -80% | -$1.9M |
|
|
APC
1467
CALL
DELISTED
Anadarko Petroleum
APC
| $475K | ﹤0.01% |
10,200
-330,400
| -97% | -$13.4M |
|
1468
PUT
Visteon
VC
$2.66B
| $470K | ﹤0.01% |
5,900
+4,600
| +354% | +$362K |
|
1469
PUT
Dick's Sporting Goods
DKS
$11.9B
| $469K | ﹤0.01% |
10,000
+8,700
| +669% | +$353K |
|
1470
Magna International
MGA
$17.5B
| $469K | ﹤0.01% |
10,909
-2,656
| -20% | -$98.8K |
|
|
SPLS
1471
CALL
DELISTED
Staples Inc
SPLS
| $469K | ﹤0.01% |
42,500
-59,600
| -58% | -$560K |
|
|
YELL
1472
CALL
DELISTED
Yellow Corporation Common Stock
YELL
| $466K | ﹤0.01% |
50,000
-200,000
| -80% | -$1.9M |
|
|
CXO
1473
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $465K | ﹤0.01% |
4,600
+3,500
| +318% | +$322K |
|
1474
CALL
Ciena
CIEN
$47.9B
| $464K | ﹤0.01% |
24,400
-43,500
| -64% | -$803K |
|
|
DNKN
1475
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $462K | ﹤0.01% |
9,800
+6,400
| +188% | +$275K |
|
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.