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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 | |
|---|---|---|---|---|---|---|
751
PUT
Sumitomo Mitsui Financial
SMFG
$159B
| $3M | 0.01% |
500,000
| – | – |
|
752
CALL
Amgen
AMGN
$210B
| $3M | 0.01% |
20,000
-9,400
| -32% | -$1.4M |
|
|
S
753
DELISTED
Sprint Corporation
S
| $2.99M | 0.01% |
858,492
+617,374
| +256% | +$1.97M |
|
754
CALL
Oneok
OKE
$55B
| $2.99M | 0.01% |
+100,000
| New | +$2.46M |
|
755
CALL
Targa Resources
TRGP
$56.7B
| $2.99M | 0.01% |
+100,000
| New | +$2.39M |
|
756
Franklin Resources
BEN
$18.2B
| $2.98M | 0.01% |
76,409
+74,878
| +4,891% | +$2.65M |
|
757
CALL
American Electric Power
AEP
$70.1B
| $2.98M | 0.01% |
44,900
-223,800
| -83% | -$13.8M |
|
758
Halliburton
HAL
$27B
| $2.98M | 0.01% |
83,344
-214,099
| -72% | -$6.99M |
|
|
FL
759
PUT
DELISTED
Foot Locker
FL
| $2.95M | 0.01% |
45,700
+19,300
| +73% | +$1.25M |
|
760
PUT
Best Buy
BBY
$18.2B
| $2.95M | 0.01% |
90,800
-160,800
| -64% | -$4.87M |
|
|
WWAV
761
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $2.94M | 0.01% |
72,400
-28,800
| -28% | -$1.09M |
|
|
ADT
762
PUT
DELISTED
ADT Corp
ADT
| $2.93M | 0.01% |
71,000
-113,900
| -62% | -$4M |
|
|
PPL
763
PUT
PPL Corp
PPL
$26.6B
| $2.91M | 0.01% |
76,500
+9,400
| +14% | +$334K |
|
764
Verizon
VZ
$195B
| $2.91M | 0.01% |
53,825
-78,788
| -59% | -$3.94M |
|
765
PUT
Masco
MAS
$15.1B
| $2.91M | 0.01% |
92,400
+88,900
| +2,540% | +$2.45M |
|
766
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.47B
| $2.9M | 0.01% |
+100,000
| New | +$2.41M |
|
767
PUT
Ashland
ASH
$3.31B
| $2.89M | 0.01% |
53,757
+37,405
| +229% | +$1.8M |
|
768
PUT
Kennametal
KMT
$2.75B
| $2.89M | 0.01% |
128,500
| – | – |
|
769
CALL
Ralph Lauren
RL
$22.5B
| $2.89M | 0.01% |
30,000
+25,800
| +614% | +$2.53M |
|
770
CME Group
CME
$94.6B
| $2.88M | 0.01% |
30,000
-6,621
| -18% | -$602K |
|
771
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $2.88M | 0.01% |
27,492
+27,491
| +2,749,100% | +$2.73M |
|
772
CALL
Progressive
PGR
$122B
| $2.86M | 0.01% |
81,500
-42,300
| -34% | -$1.35M |
|
773
PUT
Dollar Tree
DLTR
$25.1B
| $2.86M | 0.01% |
34,700
-12,300
| -26% | -$970K |
|
774
PUT
Eastman Chemical
EMN
$8.41B
| $2.86M | 0.01% |
39,600
+33,200
| +519% | +$2.17M |
|
775
PUT
Conagra Brands
CAG
$7.16B
| $2.85M | 0.01% |
82,240
+41,891
| +104% | +$1.36M |
|
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.