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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 | |
|---|---|---|---|---|---|---|
1576
PUT
Jack Henry & Associates
JKHY
$11.1B
| $346K | ﹤0.01% |
4,100
+800
| +24% | +$64.2K |
|
1577
PUT
Universal Display
OLED
$3.67B
| $346K | ﹤0.01% |
6,400
+6,300
| +6,300% | +$308K |
|
1578
CALL
Ameren
AEE
$29.4B
| $345K | ﹤0.01% |
6,900
-1,100
| -14% | -$50.8K |
|
1579
PUT
Dominion Energy
D
$57.3B
| $345K | ﹤0.01% |
4,600
-33,900
| -88% | -$2.4M |
|
1580
PUT
Intuit
INTU
$85.9B
| $344K | ﹤0.01% |
3,300
-2,800
| -46% | -$270K |
|
1581
CALL
Raymond James Financial
RJF
$33.8B
| $343K | ﹤0.01% |
10,800
-19,650
| -65% | -$603K |
|
1582
PUT
Corpay
CPAY
$26.7B
| $342K | ﹤0.01% |
2,300
| – | – |
|
1583
PUT
Cincinnati Financial
CINF
$26B
| $340K | ﹤0.01% |
5,200
-300
| -5% | -$18.3K |
|
1584
PUT
Hain Celestial
HAIN
$57.9M
| $340K | ﹤0.01% |
+8,300
| New | +$312K |
|
1585
CALL
Labcorp
LH
$26B
| $340K | ﹤0.01% |
3,376
-7,798
| -70% | -$748K |
|
1586
CALL
Albemarle
ALB
$14.9B
| $339K | ﹤0.01% |
+5,300
| New | +$291K |
|
1587
CALL
Cirrus Logic
CRUS
$5.55B
| $339K | ﹤0.01% |
9,300
+2,900
| +45% | +$94K |
|
1588
PUT
3D Systems Corp
DDD
$562M
| $339K | ﹤0.01% |
22,000
+16,900
| +331% | +$174K |
|
1589
PUT
Northern Trust
NTRS
$33.8B
| $339K | ﹤0.01% |
5,200
+900
| +21% | +$56.4K |
|
|
FNSR
1590
DELISTED
Finisar Corp
FNSR
| $338K | ﹤0.01% |
+18,537
| New | +$267K |
|
1591
PUT
Diageo
DEO
$47.9B
| $335K | ﹤0.01% |
3,100
+700
| +29% | +$74.1K |
|
|
TERP
1592
DELISTED
TerraForm Power, Inc
TERP
| $335K | ﹤0.01% |
38,690
-15,941
| -29% | -$148K |
|
|
XL
1593
CALL
DELISTED
XL Group Ltd.
XL
| $335K | ﹤0.01% |
9,100
-2,500
| -22% | -$88.9K |
|
1594
Bausch Health
BHC
$2.3B
| $333K | ﹤0.01% |
12,655
-48,763
| -79% | -$3.61M |
|
1595
PUT
Flowserve
FLS
$9.56B
| $333K | ﹤0.01% |
7,500
+6,300
| +525% | +$260K |
|
1596
PUT
Gogo Inc
GOGO
$352M
| $330K | ﹤0.01% |
+30,000
| New | +$380K |
|
1597
Televisa
TV
$1.25B
| $329K | ﹤0.01% |
+11,972
| New | +$314K |
|
|
VMW
1598
CALL
DELISTED
VMware, Inc
VMW
| $329K | ﹤0.01% |
6,300
-22,200
| -78% | -$1.1M |
|
1599
CALL
Dick's Sporting Goods
DKS
$11.9B
| $328K | ﹤0.01% |
7,000
-28,400
| -80% | -$1.15M |
|
1600
CALL
Affiliated Managers Group
AMG
$9.2B
| $325K | ﹤0.01% |
+2,000
| New | +$279K |
|
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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.