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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 | |
|---|---|---|---|---|---|---|
|
EA
426
PUT
DELISTED
Electronic Arts
EA
| $8.04M | 0.02% |
121,600
-1,092,900
| -90% | -$69.7M |
|
|
TFCFA
427
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.94M | 0.02% |
284,900
+21,400
| +8% | +$573K |
|
428
PUT
Weyerhaeuser
WY
$16.4B
| $7.93M | 0.02% |
256,000
+236,700
| +1,226% | +$6.32M |
|
429
PUT
Kraft Heinz
KHC
$29.5B
| $7.92M | 0.02% |
100,800
+50,300
| +100% | +$3.76M |
|
430
CALL
Alamos Gold
AGI
$15.3B
| $7.86M | 0.02% |
+1,486,400
| New | +$6.1M |
|
431
CALL
Biogen
BIIB
$31.4B
| $7.81M | 0.02% |
30,000
+24,800
| +477% | +$6.55M |
|
432
PUT
Restaurant Brands International
QSR
$27.3B
| $7.79M | 0.02% |
200,650
-120,000
| -37% | -$4.17M |
|
433
CALL
Zebra Technologies
ZBRA
$16.7B
| $7.76M | 0.02% |
112,500
-142,000
| -56% | -$8.87M |
|
|
BWLD
434
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $7.73M | 0.02% |
52,215
-3,266
| -6% | -$499K |
|
435
PUT
United States Natural Gas Fund
UNG
$566M
| $7.73M | 0.02% |
72,563
+13,500
| +23% | +$1.55M |
|
|
EMC
436
PUT
DELISTED
EMC CORPORATION
EMC
| $7.73M | 0.02% |
290,000
-709,900
| -71% | -$18M |
|
437
CALL
T-Mobile US
TMUS
$195B
| $7.72M | 0.02% |
201,700
+500
| +0.2% | +$18.9K |
|
|
ETP
438
DELISTED
Energy Transfer Partners L.p.
ETP
| $7.69M | 0.02% |
+237,820
| New | +$6.63M |
|
439
CALL
ServiceNow
NOW
$139B
| $7.67M | 0.02% |
627,000
-42,000
| -6% | -$532K |
|
440
PUT
Las Vegas Sands
LVS
$28.5B
| $7.62M | 0.02% |
147,500
+105,500
| +251% | +$4.83M |
|
441
Sonida Senior Living
SNDA
$1.88B
| $7.57M | 0.02% |
27,232
+7,912
| +41% | +$2.06M |
|
442
PUT
iShares Silver Trust
SLV
$32B
| $7.49M | 0.02% |
510,000
-1,453,000
| -74% | -$20.6M |
|
443
CALL
Applied Materials
AMAT
$375B
| $7.47M | 0.02% |
353,000
-11,700
| -3% | -$213K |
|
444
JPMorgan Chase
JPM
$940B
| $7.45M | 0.02% |
125,857
-217,675
| -63% | -$12.7M |
|
445
Micron Technology
MU
$1.13T
| $7.45M | 0.02% |
711,044
-671,656
| -49% | -$7.51M |
|
|
EQM
446
CALL
DELISTED
EQM Midstream Partners, LP
EQM
| $7.44M | 0.02% |
+100,000
| New | +$7.03M |
|
447
PUT
Tenet Healthcare
THC
$20.9B
| $7.41M | 0.02% |
256,000
+243,500
| +1,948% | +$6.33M |
|
448
PUT
Southwest Airlines
LUV
$18.9B
| $7.39M | 0.02% |
165,000
-78,100
| -32% | -$3.18M |
|
449
PUT
First Solar
FSLR
$22.9B
| $7.39M | 0.02% |
107,900
-65,000
| -38% | -$4.36M |
|
450
CALL
Baidu
BIDU
$31.4B
| $7.38M | 0.02% |
38,700
-66,500
| -63% | -$11.3M |
|
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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.