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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
476
PUT
Huntsman Corp
HUN
$1.78B
| $6.78M | 0.01% |
510,000
+285,000
| +127% | +$2.94M |
|
477
PUT
Home Depot
HD
$352B
| $6.77M | 0.01% |
50,700
-118,000
| -70% | -$14.7M |
|
478
PUT
Capital One
COF
$136B
| $6.75M | 0.01% |
97,400
+7,700
| +9% | +$509K |
|
479
CALL
MPLX
MPLX
$60.1B
| $6.74M | 0.01% |
+227,100
| New | +$6.16M |
|
480
Boeing
BA
$190B
| $6.73M | 0.01% |
53,027
+4,654
| +10% | +$578K |
|
481
CALL
CME Group
CME
$95.2B
| $6.72M | 0.01% |
70,000
+17,900
| +34% | +$1.63M |
|
482
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.86B
| $6.69M | 0.01% |
257,540
+237,888
| +1,211% | +$6.02M |
|
483
PUT
Blackstone
BX
$109B
| $6.68M | 0.01% |
238,200
-196,200
| -45% | -$5.18M |
|
484
Alphabet (Google) Class C
GOOG
$4.4T
| $6.68M | 0.01% |
179,340
+176,540
| +6,305% | +$6.32M |
|
|
RSX
485
CALL
DELISTED
VanEck Russia ETF
RSX
| $6.66M | 0.01% |
407,300
-1,317,700
| -76% | -$19.1M |
|
486
Rockwell Automation
ROK
$50.1B
| $6.66M | 0.01% |
+58,551
| New | +$5.94M |
|
487
CALL
Hasbro
HAS
$12.9B
| $6.57M | 0.01% |
82,000
+81,400
| +13,567% | +$6.05M |
|
|
AMJ
488
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $6.5M | 0.01% |
+240,000
| New | +$6.05M |
|
|
TWX
489
DELISTED
Time Warner Inc
TWX
| $6.48M | 0.01% |
+89,347
| New | +$6.15M |
|
490
Toyota
TM
$220B
| $6.45M | 0.01% |
60,650
+51,883
| +592% | +$5.73M |
|
|
SKX
491
CALL
DELISTED
Skechers
SKX
| $6.43M | 0.01% |
211,200
+210,100
| +19,100% | +$6.32M |
|
|
POT
492
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $6.42M | 0.01% |
377,200
+285,200
| +310% | +$4.8M |
|
493
PUT
Petrobras
PBR
$118B
| $6.4M | 0.01% |
1,096,200
-1,189,900
| -52% | -$4.8M |
|
494
CALL
Tapestry
TPR
$32.2B
| $6.34M | 0.01% |
158,400
+52,800
| +50% | +$1.91M |
|
495
CALL
BP
BP
$106B
| $6.31M | 0.01% |
248,752
-168,767
| -40% | -$4.26M |
|
496
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.28B
| $6.3M | 0.01% |
308,000
+288,000
| +1,440% | +$4.66M |
|
497
Polaris
PII
$4.16B
| $6.3M | 0.01% |
63,970
+59,411
| +1,303% | +$5.15M |
|
|
GWR
498
CALL
DELISTED
Genesee & Wyoming Inc.
GWR
| $6.27M | 0.01% |
+100,000
| New | +$5.48M |
|
499
CALL
Automatic Data Processing
ADP
$107B
| $6.25M | 0.01% |
69,700
+55,100
| +377% | +$4.62M |
|
500
PUT
Deluxe
DLX
$1.22B
| $6.25M | 0.01% |
+100,000
| New | +$5.57M |
|
Similar funds
HF
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.