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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 | |
|---|---|---|---|---|---|---|
|
ESRX
151
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $38M | 0.08% |
552,700
+148,700
| +37% | +$10.7M |
|
152
PUT
Visa
V
$679B
| $37.9M | 0.08% |
495,500
+376,000
| +315% | +$27.3M |
|
|
GG
153
CALL
DELISTED
Goldcorp Inc
GG
| $37.4M | 0.08% |
2,306,500
+1,789,000
| +346% | +$24.9M |
|
154
CALL
Nike
NKE
$61.9B
| $37.4M | 0.08% |
608,600
+153,600
| +34% | +$9.28M |
|
155
PUT
lululemon athletica
LULU
$13.4B
| $37.4M | 0.08% |
552,000
+526,900
| +2,099% | +$31.6M |
|
156
PUT
American International
AIG
$41.6B
| $37.3M | 0.08% |
690,700
+210,500
| +44% | +$11.4M |
|
157
CALL
Mohawk Industries
MHK
$7.43B
| $37.1M | 0.08% |
194,500
+190,900
| +5,303% | +$33.2M |
|
158
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $36.9M | 0.08% |
140,300
-136,700
| -49% | -$33.3M |
|
159
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.59B
| $36.6M | 0.08% |
1,081,300
+1,054,200
| +3,890% | +$32.8M |
|
160
CALL
Ford
F
$57.7B
| $36.3M | 0.08% |
2,689,700
+132,800
| +5% | +$1.67M |
|
|
YHOO
161
CALL
DELISTED
Yahoo Inc
YHOO
| $36.3M | 0.08% |
985,000
-1,100,400
| -53% | -$34.5M |
|
162
CALL
FedEx
FDX
$73.1B
| $36M | 0.08% |
221,400
+145,200
| +191% | +$20.2M |
|
163
PUT
Oracle
ORCL
$366B
| $35.9M | 0.08% |
877,700
+201,800
| +30% | +$7.47M |
|
164
CALL
Procter & Gamble
PG
$333B
| $35.8M | 0.08% |
434,900
-333,900
| -43% | -$26.9M |
|
165
Apple
AAPL
$4.44T
| $35.4M | 0.08% |
1,298,748
-733,272
| -36% | -$18.3M |
|
166
CALL
MetLife
MET
$62.1B
| $34.5M | 0.08% |
881,780
-416,935
| -32% | -$15.6M |
|
167
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $34.2M | 0.08% |
1,755,000
+155,000
| +10% | +$2.83M |
|
168
PUT
Danaher
DHR
$137B
| $33.5M | 0.07% |
526,097
+375,380
| +249% | +$22.4M |
|
169
CALL
Constellation Brands
STZ
$22.2B
| $33.5M | 0.07% |
221,400
+163,900
| +285% | +$23.7M |
|
170
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $33.4M | 0.07% |
300,000
-70,900
| -19% | -$7.66M |
|
171
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.38B
| $33.2M | 0.07% |
+1,000,000
| New | +$32.1M |
|
172
PUT
Ball Corp
BALL
$17.2B
| $33.2M | 0.07% |
930,400
+929,800
| +154,967% | +$31.7M |
|
|
BWLD
173
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $32.8M | 0.07% |
221,200
-27,300
| -11% | -$4.17M |
|
174
PUT
Freeport-McMoran
FCX
$88.2B
| $32.6M | 0.07% |
3,149,600
+1,026,400
| +48% | +$7.21M |
|
|
175
PUT
Procter & Gamble
PG
$333B
| $32.2M | 0.07% |
391,300
-1,563,000
| -80% | -$126M |
|
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.