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 | |
|---|---|---|---|---|---|---|
|
SWN
826
CALL
DELISTED
Southwestern Energy Company
SWN
| $2.53M | 0.01% |
314,000
-125,100
| -28% | -$959K |
|
|
ETFC
827
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $2.52M | 0.01% |
103,000
-438,100
| -81% | -$10.6M |
|
828
PUT
APA Corp
APA
$12.7B
| $2.51M | 0.01% |
51,300
-41,600
| -45% | -$1.73M |
|
829
CALL
CarMax
KMX
$8.16B
| $2.51M | 0.01% |
49,100
+10,900
| +29% | +$514K |
|
830
PUT
Roper Technologies
ROP
$38.8B
| $2.5M | 0.01% |
13,700
+6,100
| +80% | +$1.05M |
|
831
CALL
Fastenal
FAST
$57B
| $2.49M | 0.01% |
203,200
-289,600
| -59% | -$3.15M |
|
832
CALL
Innoviva
INVA
$1.54B
| $2.49M | 0.01% |
+197,700
| New | +$2.17M |
|
833
PUT
Lumen
LUMN
$6.91B
| $2.49M | 0.01% |
77,800
+74,800
| +2,493% | +$2.1M |
|
834
PUT
Vornado Realty Trust
VNO
$7.7B
| $2.47M | 0.01% |
32,409
+11,009
| +51% | +$799K |
|
835
CALL
The Mosaic Company
MOS
$7.22B
| $2.47M | 0.01% |
91,500
-97,800
| -52% | -$2.55M |
|
|
AKRX
836
CALL
DELISTED
Akorn Inc
AKRX
| $2.47M | 0.01% |
+105,000
| New | +$2.76M |
|
837
PUT
Marriott International
MAR
$90B
| $2.47M | 0.01% |
34,700
+34,600
| +34,600% | +$2.26M |
|
838
PUT
Lowe's Companies
LOW
$122B
| $2.46M | 0.01% |
32,500
-355,200
| -92% | -$25.1M |
|
839
PUT
Bausch Health
BHC
$2.41B
| $2.46M | 0.01% |
93,500
-283,600
| -75% | -$21M |
|
840
CALL
Box
BOX
$4.4B
| $2.45M | 0.01% |
+200,000
| New | +$2.27M |
|
|
EGRX
841
PUT
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $2.44M | 0.01% |
+60,300
| New | +$3.83M |
|
842
CALL
Smith & Wesson
SWBI
$670M
| $2.43M | 0.01% |
+118,651
| New | +$2.21M |
|
843
PUT
Magna International
MGA
$18.7B
| $2.43M | 0.01% |
56,500
-6,100
| -10% | -$227K |
|
844
CALL
Hershey
HSY
$36B
| $2.41M | 0.01% |
26,200
+19,200
| +274% | +$1.71M |
|
845
PUT
Trip.com Group
TCOM
$29.5B
| $2.41M | 0.01% |
54,500
-985,700
| -95% | -$41.2M |
|
|
P
846
DELISTED
Pandora Media Inc
P
| $2.41M | 0.01% |
269,360
+233,731
| +656% | +$2.29M |
|
|
ZLTQ
847
CALL
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $2.4M | 0.01% |
+88,300
| New | +$2.08M |
|
848
Autodesk
ADSK
$50.1B
| $2.38M | 0.01% |
40,901
+38,294
| +1,469% | +$2M |
|
849
PUT
Aon
AON
$75.7B
| $2.38M | 0.01% |
22,800
+14,300
| +168% | +$1.34M |
|
850
CALL
J.M. Smucker
SJM
$12.7B
| $2.38M | 0.01% |
18,300
+600
| +3% | +$75.6K |
|
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.