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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 | |
|---|---|---|---|---|---|---|
326
CALL
Axalta
AXTA
$7.66B
| $12.2M | 0.03% |
+418,100
| New | +$10.6M |
|
|
SINA
327
PUT
DELISTED
Sina Corp
SINA
| $12.1M | 0.03% |
255,600
-116,500
| -31% | -$5.24M |
|
328
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$447M
| $12M | 0.03% |
140,000
+50,900
| +57% | +$4.28M |
|
329
PUT
Halliburton
HAL
$26.9B
| $12M | 0.03% |
335,000
-506,000
| -60% | -$16.5M |
|
330
PUT
Whirlpool
WHR
$2.43B
| $12M | 0.03% |
66,300
+22,800
| +52% | +$3.4M |
|
331
CALL
Mastercard
MA
$502B
| $11.9M | 0.03% |
126,100
-34,100
| -21% | -$3.02M |
|
332
PUT
Hewlett Packard
HPE
$63.4B
| $11.9M | 0.03% |
1,152,429
-1,159,828
| -50% | -$9.72M |
|
333
PUT
ProShares UltraShort Real Estate
SRS
$15.3M
| $11.8M | 0.03% |
37,500
| – | – |
|
334
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $11.8M | 0.03% |
106,700
+2,500
| +2% | +$273K |
|
|
LXK
335
DELISTED
Lexmark Intl Inc
LXK
| $11.8M | 0.03% |
+351,646
| New | +$10.4M |
|
|
BWLD
336
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $11.7M | 0.03% |
79,200
+55,000
| +227% | +$8.4M |
|
|
ETP
337
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $11.6M | 0.03% |
+358,000
| New | +$9.98M |
|
|
338
PUT
DuPont de Nemours
DD
$18.5B
| $11.3M | 0.02% |
87,743
-204,311
| -70% | -$24.5M |
|
|
QEP
339
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $11.3M | 0.02% |
800,000
+570,000
| +248% | +$6.6M |
|
|
340
CALL
Whirlpool
WHR
$2.43B
| $11.3M | 0.02% |
62,400
+30,400
| +95% | +$4.53M |
|
341
American International
AIG
$41.7B
| $11.2M | 0.02% |
206,496
-301,254
| -59% | -$16.3M |
|
342
CALL
iShares MSCI Australia ETF
EWA
$1.39B
| $11.1M | 0.02% |
576,200
-1,150,000
| -67% | -$20.7M |
|
|
DD
343
CALL
DELISTED
Du Pont De Nemours E I
DD
| $11.1M | 0.02% |
175,800
-259,800
| -60% | -$15.6M |
|
344
PUT
iShares MSCI South Korea ETF
EWY
$22.8B
| $11.1M | 0.02% |
210,400
+48,900
| +30% | +$2.36M |
|
345
CALL
Plains All American Pipeline
PAA
$17.3B
| $11.1M | 0.02% |
529,400
-45,600
| -8% | -$959K |
|
346
PUT
Salesforce
CRM
$151B
| $11M | 0.02% |
149,400
-434,200
| -74% | -$29.9M |
|
|
TWX
347
PUT
DELISTED
Time Warner Inc
TWX
| $10.9M | 0.02% |
150,700
-13,100
| -8% | -$902K |
|
348
PUT
Eaton
ETN
$161B
| $10.8M | 0.02% |
172,600
+300
| +0.2% | +$16.6K |
|
349
PUT
Boeing
BA
$171B
| $10.8M | 0.02% |
84,800
-174,400
| -67% | -$21.6M |
|
350
CALL
Viatris
VTRS
$20.4B
| $10.7M | 0.02% |
230,000
+226,700
| +6,870% | +$10.9M |
|
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.