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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 | |
|---|---|---|---|---|---|---|
926
Electronic Arts
EA
$52.9B
| $1.88M | ﹤0.01% |
28,477
+17,676
| +164% | +$1.13M |
|
927
CALL
Dollar Tree
DLTR
$25.1B
| $1.88M | ﹤0.01% |
22,800
-23,200
| -50% | -$1.83M |
|
928
PNC Financial Services
PNC
$101B
| $1.88M | ﹤0.01% |
+22,207
| New | +$1.89M |
|
929
CALL
Carnival Corporation Ltd
CCL
$40.5B
| $1.88M | ﹤0.01% |
35,500
+31,400
| +766% | +$1.52M |
|
930
Waste Management
WM
$90B
| $1.87M | ﹤0.01% |
31,741
+3,854
| +14% | +$213K |
|
|
JCP
931
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.87M | ﹤0.01% |
168,800
-101,000
| -37% | -$885K |
|
932
PUT
Domino's
DPZ
$12.2B
| $1.86M | ﹤0.01% |
14,100
-48,700
| -78% | -$5.81M |
|
933
PUT
EOG Resources
EOG
$76.4B
| $1.86M | ﹤0.01% |
25,600
-126,900
| -83% | -$8.77M |
|
934
CALL
Marvell Technology
MRVL
$196B
| $1.86M | ﹤0.01% |
180,300
+80,300
| +80% | +$740K |
|
|
SFR
935
CALL
DELISTED
Starwood Waypoint Homes
SFR
| $1.86M | ﹤0.01% |
75,000
| – | – |
|
936
PUT
Phillips 66
PSX
$82.5B
| $1.85M | ﹤0.01% |
21,400
-106,700
| -83% | -$8.67M |
|
937
PUT
Astec Industries
ASTE
$1.2B
| $1.84M | ﹤0.01% |
+39,500
| New | +$1.58M |
|
938
CALL
iShares MSCI Italy ETF
EWI
$1.07B
| $1.83M | ﹤0.01% |
+75,000
| New | +$1.8M |
|
939
CALL
F5
FFIV
$23.4B
| $1.82M | ﹤0.01% |
17,200
-15,900
| -48% | -$1.52M |
|
940
PUT
Dover
DOV
$28.3B
| $1.82M | ﹤0.01% |
35,035
+11,142
| +47% | +$540K |
|
941
CALL
Weyerhaeuser
WY
$18.6B
| $1.8M | ﹤0.01% |
58,100
+28,900
| +99% | +$772K |
|
942
Archer Daniels Midland
ADM
$38.5B
| $1.79M | ﹤0.01% |
49,437
+25,028
| +103% | +$871K |
|
943
CALL
Fluor
FLR
$7.2B
| $1.79M | ﹤0.01% |
33,400
-42,700
| -56% | -$2.01M |
|
944
PUT
J.M. Smucker
SJM
$12.7B
| $1.79M | ﹤0.01% |
13,800
+2,000
| +17% | +$252K |
|
945
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.79M | ﹤0.01% |
86,933
+86,332
| +14,365% | +$1.75M |
|
946
CALL
Boston Scientific
BSX
$71.1B
| $1.79M | ﹤0.01% |
+95,000
| New | +$1.67M |
|
|
GRMN
947
PUT
Garmin
GRMN
$59.3B
| $1.79M | ﹤0.01% |
+44,700
| New | +$1.66M |
|
|
RDC
948
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.79M | ﹤0.01% |
111,000
-6,400
| -5% | -$88.5K |
|
|
SHPG
949
DELISTED
Shire pic
SHPG
| $1.78M | ﹤0.01% |
+10,376
| New | +$1.74M |
|
950
Coca-Cola Europacific Partners
CCEP
$46.9B
| $1.78M | ﹤0.01% |
35,125
-746,833
| -96% | -$36M |
|
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.