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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 | |
|---|---|---|---|---|---|---|
676
CALL
Patterson-UTI
PTEN
$4.93B
| $3.7M | 0.01% |
210,000
-5,000
| -2% | -$74.6K |
|
677
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $3.69M | 0.01% |
100,000
-70,000
| -41% | -$2.71M |
|
678
CALL
JetBlue
JBLU
$1.65B
| $3.68M | 0.01% |
174,200
+122,400
| +236% | +$2.57M |
|
679
CALL
MGM Resorts International
MGM
$10.2B
| $3.68M | 0.01% |
171,500
-1,097,000
| -86% | -$21.7M |
|
680
CALL
Phillips 66
PSX
$104B
| $3.67M | 0.01% |
42,400
-76,800
| -64% | -$6.24M |
|
681
CALL
Wynn Resorts
WYNN
$9.29B
| $3.67M | 0.01% |
39,300
+3,200
| +9% | +$236K |
|
|
FTD
682
CALL
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $3.65M | 0.01% |
+139,200
| New | +$3.37M |
|
683
CALL
Equity Lifestyle Properties
ELS
$11.9B
| $3.64M | 0.01% |
100,000
| – | – |
|
684
CALL
Halozyme
HALO
$12.2B
| $3.63M | 0.01% |
+383,100
| New | +$3.6M |
|
685
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $3.62M | 0.01% |
163,258
-1,093,216
| -87% | -$22.6M |
|
686
CALL
Suncor Energy
SU
$80.7B
| $3.62M | 0.01% |
130,100
+84,700
| +187% | +$2.05M |
|
|
AVTA
687
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $3.61M | 0.01% |
+700,000
| New | +$4.92M |
|
|
JWN
688
PUT
DELISTED
Nordstrom
JWN
| $3.61M | 0.01% |
63,100
+29,100
| +86% | +$1.5M |
|
689
CALL
Cheniere Energy
CQP
$33.8B
| $3.6M | 0.01% |
+125,000
| New | +$3.12M |
|
|
690
PUT
Cheniere Energy
CQP
$33.8B
| $3.6M | 0.01% |
+125,000
| New | +$3.12M |
|
691
CALL
PNC Financial Services
PNC
$96B
| $3.58M | 0.01% |
42,300
-80,100
| -65% | -$6.82M |
|
692
PUT
Colgate-Palmolive
CL
$70.2B
| $3.58M | 0.01% |
50,600
-131,400
| -72% | -$8.74M |
|
693
CALL
Southern Company
SO
$102B
| $3.58M | 0.01% |
69,100
-10,800
| -14% | -$526K |
|
694
PUT
eBay
EBAY
$46.1B
| $3.57M | 0.01% |
149,700
-639,600
| -81% | -$15.6M |
|
695
PUT
Bunge Global
BG
$23.7B
| $3.55M | 0.01% |
62,700
-32,100
| -34% | -$1.83M |
|
696
PUT
Jazz Pharmaceuticals
JAZZ
$15.7B
| $3.55M | 0.01% |
27,200
+23,200
| +580% | +$2.89M |
|
697
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
| $3.54M | 0.01% |
173,000
+153,000
| +765% | +$2.47M |
|
698
PUT
Cognizant
CTSH
$26.2B
| $3.54M | 0.01% |
56,400
-59,900
| -52% | -$3.48M |
|
699
CALL
State Street SPDR S&P Retail ETF
XRT
$274M
| $3.53M | 0.01% |
76,500
+74,500
| +3,725% | +$3.16M |
|
700
CALL
CNX Resources
CNX
$5.44B
| $3.51M | 0.01% |
373,200
| – | – |
|
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.