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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 | |
|---|---|---|---|---|---|---|
551
Danaher
DHR
$144B
| $5.4M | 0.01% |
84,690
+70,690
| +505% | +$4.21M |
|
552
General Dynamics
GD
$95.4B
| $5.39M | 0.01% |
41,042
+40,068
| +4,114% | +$5.31M |
|
|
MRO
553
PUT
DELISTED
Marathon Oil Corporation
MRO
| $5.38M | 0.01% |
483,200
+115,000
| +31% | +$1.07M |
|
|
LNW
554
CALL
DELISTED
Light & Wonder
LNW
| $5.38M | 0.01% |
570,700
-1,113,000
| -66% | -$8.31M |
|
|
YHOO
555
DELISTED
Yahoo Inc
YHOO
| $5.38M | 0.01% |
146,103
-156,259
| -52% | -$4.89M |
|
556
CALL
Sysco
SYY
$39.1B
| $5.37M | 0.01% |
115,000
-973,400
| -89% | -$42M |
|
|
CHK
557
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $5.32M | 0.01% |
6,450
-1,575
| -20% | -$1.12M |
|
558
CALL
Eastman Chemical
EMN
$7.81B
| $5.31M | 0.01% |
73,500
+32,400
| +79% | +$2.12M |
|
559
CALL
Cemex
CX
$15.7B
| $5.3M | 0.01% |
787,405
-1,449,474
| -65% | -$7.14M |
|
560
CALL
Altria Group
MO
$113B
| $5.28M | 0.01% |
84,300
-44,700
| -35% | -$2.7M |
|
561
CALL
Essex Property Trust
ESS
$17.6B
| $5.26M | 0.01% |
+22,500
| New | +$4.94M |
|
562
CALL
AutoZone
AZO
$47.5B
| $5.26M | 0.01% |
6,600
+5,300
| +408% | +$4.01M |
|
563
CALL
VF Corp
VFC
$5.08B
| $5.25M | 0.01% |
86,022
+6,372
| +8% | +$370K |
|
|
HSNI
564
CALL
DELISTED
HSN, Inc.
HSNI
| $5.23M | 0.01% |
100,000
+99,300
| +14,186% | +$4.93M |
|
565
CF Industries
CF
$20.9B
| $5.23M | 0.01% |
166,836
-71,587
| -30% | -$2.34M |
|
566
CALL
Hartford Financial Services
HIG
$37B
| $5.19M | 0.01% |
112,700
+70,900
| +170% | +$2.98M |
|
567
CALL
Expedia Group
EXPE
$32.7B
| $5.18M | 0.01% |
48,000
+20,800
| +76% | +$2.22M |
|
568
CALL
Energy Transfer Partners
ET
$74.7B
| $5.17M | 0.01% |
724,600
+720,600
| +18,015% | +$5.66M |
|
|
ATVI
569
PUT
DELISTED
Activision Blizzard
ATVI
| $5.16M | 0.01% |
152,600
-248,600
| -62% | -$8.15M |
|
570
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $5.16M | 0.01% |
140,000
+21,000
| +18% | +$813K |
|
|
CHK
571
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $5.15M | 0.01% |
6,250
-6,494
| -51% | -$4.6M |
|
|
ZNGA
572
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $5.13M | 0.01% |
2,250,000
-10,600
| -0.5% | -$23.7K |
|
573
PUT
American Tower
AMT
$81.8B
| $5.13M | 0.01% |
50,100
+25,900
| +107% | +$2.42M |
|
|
574
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $5.12M | 0.01% |
29,000
-468,000
| -94% | -$77.9M |
|
575
PUT
Copa Holdings
CPA
$5.3B
| $5.08M | 0.01% |
+75,000
| New | +$4.21M |
|
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.