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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 | |
|---|---|---|---|---|---|---|
526
CALL
American Eagle Outfitters
AEO
$2.99B
| $5.83M | 0.01% |
350,000
+348,500
| +23,233% | +$5.24M |
|
527
CALL
Zions Bancorporation
ZION
$10.3B
| $5.81M | 0.01% |
240,000
-211,000
| -47% | -$4.85M |
|
528
PUT
TJX Companies
TJX
$174B
| $5.81M | 0.01% |
148,200
-8,800
| -6% | -$319K |
|
529
CALL
Netflix
NFLX
$305B
| $5.8M | 0.01% |
567,000
-778,000
| -58% | -$7.64M |
|
530
State Street SPDR S&P Bank ETF
KBE
$1.67B
| $5.79M | 0.01% |
190,503
+190,502
| +19,050,200% | +$5.65M |
|
531
CALL
Bristol-Myers Squibb
BMY
$134B
| $5.78M | 0.01% |
90,500
+55,300
| +157% | +$3.49M |
|
532
PUT
Hilton Worldwide
HLT
$70.7B
| $5.76M | 0.01% |
+85,200
| New | +$5.06M |
|
|
TWX
533
CALL
DELISTED
Time Warner Inc
TWX
| $5.75M | 0.01% |
+79,200
| New | +$5.45M |
|
|
SNDK
534
PUT
DELISTED
SANDISK CORP
SNDK
| $5.74M | 0.01% |
75,500
-161,600
| -68% | -$11.7M |
|
535
CALL
eBay
EBAY
$47.6B
| $5.74M | 0.01% |
240,700
-757,100
| -76% | -$18.4M |
|
536
CALL
Accenture
ACN
$101B
| $5.74M | 0.01% |
49,700
+17,400
| +54% | +$1.79M |
|
537
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
| $5.72M | 0.01% |
113,195
+113,194
| +11,319,400% | +$4.55M |
|
|
TIF
538
PUT
DELISTED
Tiffany & Co.
TIF
| $5.66M | 0.01% |
77,200
+9,500
| +14% | +$637K |
|
|
GG
539
PUT
DELISTED
Goldcorp Inc
GG
| $5.64M | 0.01% |
347,700
-507,900
| -59% | -$7.06M |
|
540
CALL
NVIDIA
NVDA
$5.01T
| $5.61M | 0.01% |
6,300,000
+2,432,000
| +63% | +$1.85M |
|
|
APC
541
DELISTED
Anadarko Petroleum
APC
| $5.56M | 0.01% |
119,403
-256,533
| -68% | -$10.4M |
|
542
HP
HPQ
$24.8B
| $5.53M | 0.01% |
449,035
-25,507
| -5% | -$273K |
|
543
CALL
Gaming and Leisure Properties
GLPI
$12.7B
| $5.52M | 0.01% |
178,600
+12,700
| +8% | +$345K |
|
544
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
| $5.52M | 0.01% |
+50,000
| New | +$5.33M |
|
545
PUT
Constellation Brands
STZ
$22.4B
| $5.51M | 0.01% |
36,500
+30,600
| +519% | +$4.42M |
|
546
Conagra Brands
CAG
$7.14B
| $5.5M | 0.01% |
158,295
+146,991
| +1,300% | +$4.77M |
|
547
PUT
Check Point Software Technologies
CHKP
$12.6B
| $5.46M | 0.01% |
62,500
+55,500
| +793% | +$4.46M |
|
548
CALL
H&R Block
HRB
$5.73B
| $5.43M | 0.01% |
205,500
-5,200
| -2% | -$163K |
|
549
Baxter International
BAX
$14.5B
| $5.42M | 0.01% |
+131,823
| New | +$5.02M |
|
|
CYB
550
CALL
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $5.4M | 0.01% |
216,100
+121,100
| +127% | +$2.97M |
|
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.