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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$45.6B
AUM Growth
-$3.59B
(-7.3%)
Cap. Flow
-$3.5B
Cap. Flow
% of AUM
-7.66%
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 | Consumer Discretionary | 0.42% |
| 2 | Financials | 0.41% |
| 3 | Technology | 0.36% |
| 4 | Industrials | 0.22% |
| 5 | Healthcare | 0.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
CALL
PayPal
PYPL
$49.5B
| $10.6M | 0.02% |
273,700
+265,300
| +3,158% | +$9.59M |
|
352
PUT
Broadcom
AVGO
$1.87T
| $10.6M | 0.02% |
683,000
-130,000
| -16% | -$1.76M |
|
353
CALL
Huntsman Corp
HUN
$1.76B
| $10.5M | 0.02% |
792,800
+502,800
| +173% | +$5.19M |
|
354
PUT
Gilead Sciences
GILD
$163B
| $10.5M | 0.02% |
114,600
-782,200
| -87% | -$70.5M |
|
355
PUT
Equinix
EQIX
$102B
| $10.5M | 0.02% |
31,800
+31,400
| +7,850% | +$9.55M |
|
356
Wells Fargo
WFC
$266B
| $10.5M | 0.02% |
216,198
-129,819
| -38% | -$6.36M |
|
|
PNRA
357
CALL
DELISTED
Panera Bread Co
PNRA
| $10.4M | 0.02% |
50,600
-97,800
| -66% | -$19.5M |
|
358
United Airlines
UAL
$41.7B
| $10.4M | 0.02% |
173,097
+155,509
| +884% | +$8.26M |
|
359
CALL
Deere & Co
DE
$163B
| $10.3M | 0.02% |
134,200
-24,000
| -15% | -$1.88M |
|
|
MMP
360
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $10.3M | 0.02% |
+150,000
| New | +$9.81M |
|
361
PUT
Goodyear
GT
$2.02B
| $10.3M | 0.02% |
312,500
-147,100
| -32% | -$4.43M |
|
362
CALL
Dollar General
DG
$28.2B
| $10.3M | 0.02% |
120,200
-80,600
| -40% | -$6.1M |
|
|
TWC
363
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $10.2M | 0.02% |
+50,000
| New | +$9.45M |
|
364
CALL
Lear
LEA
$6.17B
| $10.2M | 0.02% |
92,000
+90,900
| +8,264% | +$9.62M |
|
|
TWTR
365
PUT
DELISTED
Twitter, Inc.
TWTR
| $10.1M | 0.02% |
612,200
-581,800
| -49% | -$10.2M |
|
366
CALL
Lumen
LUMN
$6.65B
| $10.1M | 0.02% |
316,200
+313,300
| +10,803% | +$8.78M |
|
367
PUT
Cummins
CMI
$89.5B
| $10.1M | 0.02% |
91,400
-27,800
| -23% | -$2.69M |
|
368
PUT
PNC Financial Services
PNC
$100B
| $10M | 0.02% |
118,300
-429,400
| -78% | -$36.6M |
|
|
369
CALL
Gilead Sciences
GILD
$163B
| $10M | 0.02% |
108,900
-109,100
| -50% | -$9.84M |
|
370
CALL
Digital Realty Trust
DLR
$70.8B
| $9.98M | 0.02% |
112,800
+90,000
| +395% | +$7.29M |
|
371
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$892M
| $9.96M | 0.02% |
+42,534
| New | +$7.55M |
|
372
PUT
Baidu
BIDU
$38.3B
| $9.92M | 0.02% |
52,000
-295,900
| -85% | -$50.4M |
|
373
PUT
ConocoPhillips
COP
$145B
| $9.81M | 0.02% |
243,600
-219,100
| -47% | -$8.33M |
|
374
CALL
Welltower
WELL
$168B
| $9.8M | 0.02% |
141,300
-135,400
| -49% | -$8.73M |
|
375
PUT
Capri Holdings
CPRI
$1.88B
| $9.72M | 0.02% |
170,600
-87,600
| -34% | -$4.33M |
|
Similar funds
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 withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.
Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.
- 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.