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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 | |
|---|---|---|---|---|---|---|
201
PUT
CF Industries
CF
$20.3B
| $26.1M | 0.06% |
832,600
+685,500
| +466% | +$22.4M |
|
202
CALL
US Bancorp
USB
$97.4B
| $26M | 0.06% |
641,700
-236,500
| -27% | -$9.44M |
|
203
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.84B
| $26M | 0.06% |
253,353
+233,970
| +1,207% | +$23.3M |
|
204
Goldman Sachs
GS
$302B
| $26M | 0.06% |
165,431
+159,612
| +2,743% | +$24.7M |
|
205
CALL
Ryder
R
$9.47B
| $25.6M | 0.06% |
395,000
+394,500
| +78,900% | +$22.4M |
|
206
PUT
Nike
NKE
$56.5B
| $25.4M | 0.06% |
413,900
-57,900
| -12% | -$3.5M |
|
207
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$256M
| $25.3M | 0.06% |
+500,000
| New | +$20.1M |
|
208
PUT
Mondelez International
MDLZ
$78.7B
| $24.8M | 0.05% |
617,700
+490,400
| +385% | +$20M |
|
209
PUT
Chevron
CVX
$412B
| $24.7M | 0.05% |
259,000
-64,100
| -20% | -$5.61M |
|
210
CALL
Honeywell
HON
$66B
| $24.7M | 0.05% |
245,171
+103,722
| +73% | +$9.72M |
|
211
CALL
Herbalife
HLF
$1.3B
| $24.6M | 0.05% |
800,000
+679,800
| +566% | +$17.5M |
|
212
CALL
Trip.com Group
TCOM
$25.5B
| $24.6M | 0.05% |
556,200
+367,300
| +194% | +$15.4M |
|
213
PUT
Comcast
CMCSA
$93.4B
| $24.6M | 0.05% |
804,800
-580,400
| -42% | -$16.7M |
|
214
PUT
Charter Communications
CHTR
$17.4B
| $24.5M | 0.05% |
121,200
+111,500
| +1,149% | +$20M |
|
|
215
PUT
Honeywell
HON
$66B
| $24.2M | 0.05% |
240,719
+116,297
| +93% | +$10.9M |
|
216
CALL
Costco
COST
$404B
| $24.2M | 0.05% |
153,700
+5,200
| +4% | +$788K |
|
217
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
| $24.2M | 0.05% |
199,375
-409,825
| -67% | -$44.4M |
|
218
PUT
ExxonMobil
XOM
$661B
| $24.1M | 0.05% |
288,900
-183,800
| -39% | -$14.7M |
|
|
219
CALL
Charter Communications
CHTR
$17.4B
| $24M | 0.05% |
+118,700
| New | +$21.3M |
|
220
CALL
Bank of America
BAC
$436B
| $23.8M | 0.05% |
1,759,000
-768,900
| -30% | -$10.4M |
|
|
QIHU
221
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $23.8M | 0.05% |
314,500
-456,300
| -59% | -$33M |
|
|
YHOO
222
PUT
DELISTED
Yahoo Inc
YHOO
| $23.7M | 0.05% |
645,000
-1,066,000
| -62% | -$33.4M |
|
223
CALL
Visa
V
$688B
| $23.6M | 0.05% |
308,500
+90,100
| +41% | +$6.55M |
|
224
PUT
Illumina
ILMN
$31.9B
| $23.1M | 0.05% |
+146,490
| New | +$22.4M |
|
225
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
| $23.1M | 0.05% |
1,168,764
+434,698
| +59% | +$8.28M |
|
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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.