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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 | |
|---|---|---|---|---|---|---|
|
FITB
1026
PUT
Fifth Third Bancorp
FITB
$49.1B
| $1.48M | ﹤0.01% |
88,600
-233,300
| -72% | -$3.84M |
|
1027
International Paper
IP
$18.3B
| $1.48M | ﹤0.01% |
+38,052
| New | +$1.33M |
|
1028
CALL
Citizens Financial Group
CFG
$29.2B
| $1.48M | ﹤0.01% |
70,500
-70,500
| -50% | -$1.49M |
|
|
XLNX
1029
DELISTED
Xilinx Inc
XLNX
| $1.48M | ﹤0.01% |
31,108
+24,103
| +344% | +$1.13M |
|
|
SEE
1030
CALL
DELISTED
Sealed Air
SEE
| $1.47M | ﹤0.01% |
30,700
+24,500
| +395% | +$1.07M |
|
1031
CALL
Petrobras
PBR
$135B
| $1.47M | ﹤0.01% |
252,100
-584,800
| -70% | -$2.36M |
|
1032
Whirlpool
WHR
$2.4B
| $1.47M | ﹤0.01% |
8,168
+4,277
| +110% | +$638K |
|
|
EEP
1033
CALL
DELISTED
Enbridge Energy Partners
EEP
| $1.47M | ﹤0.01% |
80,000
-120,000
| -60% | -$2.12M |
|
|
RDC
1034
CALL
DELISTED
Rowan Companies Plc
RDC
| $1.47M | ﹤0.01% |
+91,000
| New | +$1.26M |
|
|
WBT
1035
DELISTED
Welbilt, Inc.
WBT
| $1.46M | ﹤0.01% |
+99,100
| New | +$1.44M |
|
1036
PUT
Western Digital
WDC
$174B
| $1.46M | ﹤0.01% |
40,881
+7,806
| +24% | +$279K |
|
|
CTXS
1037
PUT
DELISTED
Citrix Systems Inc
CTXS
| $1.45M | ﹤0.01% |
23,232
-48,725
| -68% | -$2.76M |
|
1038
PUT
iShares MSCI Mexico ETF
EWW
$1.8B
| $1.45M | ﹤0.01% |
27,000
-578,000
| -96% | -$28M |
|
1039
Kraft Heinz
KHC
$29.2B
| $1.45M | ﹤0.01% |
18,452
+12,044
| +188% | +$901K |
|
1040
CALL
Molson Coors Class B
TAP
$7.17B
| $1.44M | ﹤0.01% |
15,000
-229,500
| -94% | -$20.5M |
|
1041
PUT
CarMax
KMX
$8.56B
| $1.43M | ﹤0.01% |
28,000
-54,700
| -66% | -$2.58M |
|
1042
CALL
iShares US Financials ETF
IYF
$4.29B
| $1.43M | ﹤0.01% |
+33,800
| New | +$1.37M |
|
1043
PUT
Truist Financial
TFC
$61.3B
| $1.42M | ﹤0.01% |
42,600
-2,000
| -4% | -$66.4K |
|
1044
CALL
Banco Santander
SAN
$213B
| $1.42M | ﹤0.01% |
339,130
| – | – |
|
|
SMC
1045
CALL
Summit Midstream
SMC
$472M
| $1.41M | ﹤0.01% |
+5,540
| New | +$1.33M |
|
1046
CALL
Yum! Brands
YUM
$39.6B
| $1.4M | ﹤0.01% |
23,786
-113,088
| -83% | -$5.93M |
|
1047
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
| $1.4M | ﹤0.01% |
56,901
-378,980
| -87% | -$8.79M |
|
1048
CALL
Mattel
MAT
$3.93B
| $1.4M | ﹤0.01% |
41,500
+39,500
| +1,975% | +$1.2M |
|
1049
CALL
Amphenol
APH
$201B
| $1.39M | ﹤0.01% |
192,800
-308,800
| -62% | -$2M |
|
|
WWAV
1050
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $1.39M | ﹤0.01% |
+34,300
| New | +$1.3M |
|
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.