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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 | |
|---|---|---|---|---|---|---|
726
CALL
Ashland
ASH
$3.31B
| $3.21M | 0.01% |
59,685
+47,625
| +395% | +$2.29M |
|
727
CALL
LyondellBasell Industries
LYB
$19.7B
| $3.21M | 0.01% |
37,500
-217,900
| -85% | -$17.5M |
|
728
CALL
Royal Caribbean
RCL
$87.1B
| $3.21M | 0.01% |
39,100
-2,200
| -5% | -$172K |
|
729
PUT
Albemarle
ALB
$14.3B
| $3.21M | 0.01% |
50,200
+48,100
| +2,290% | +$2.64M |
|
730
PUT
Mohawk Industries
MHK
$9.27B
| $3.21M | 0.01% |
16,800
+13,000
| +342% | +$2.26M |
|
731
Infosys
INFY
$50.4B
| $3.2M | 0.01% |
336,366
-192,420
| -36% | -$1.68M |
|
732
Vodafone
VOD
$36.3B
| $3.19M | 0.01% |
99,484
-115,925
| -54% | -$3.61M |
|
733
CALL
Vale
VALE
$63.2B
| $3.17M | 0.01% |
753,000
-2,644,500
| -78% | -$8.22M |
|
734
Dave & Buster's
PLAY
$376M
| $3.17M | 0.01% |
+81,744
| New | +$2.99M |
|
|
NFX
735
CALL
DELISTED
Newfield Exploration
NFX
| $3.16M | 0.01% |
95,000
-40,800
| -30% | -$1.15M |
|
736
PUT
Entergy
ETR
$50.9B
| $3.16M | 0.01% |
79,600
+61,000
| +328% | +$2.21M |
|
|
SCHW
737
PUT
Charles Schwab
SCHW
$185B
| $3.15M | 0.01% |
112,500
-418,500
| -79% | -$11M |
|
738
PUT
Acadia Pharmaceuticals
ACAD
$4.58B
| $3.15M | 0.01% |
+112,500
| New | +$2.45M |
|
739
CALL
Thermo Fisher Scientific
TMO
$209B
| $3.14M | 0.01% |
22,200
+4,900
| +28% | +$657K |
|
|
S
740
PUT
DELISTED
Sprint Corporation
S
| $3.12M | 0.01% |
897,000
-98,000
| -10% | -$313K |
|
741
PUT
Ross Stores
ROST
$80.8B
| $3.12M | 0.01% |
53,800
+24,000
| +81% | +$1.33M |
|
|
ARMH
742
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $3.12M | 0.01% |
71,300
+54,400
| +322% | +$2.28M |
|
743
CALL
Radian Group
RDN
$5.26B
| $3.1M | 0.01% |
250,000
+112,100
| +81% | +$1.27M |
|
|
VIAB
744
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $3.09M | 0.01% |
74,800
+6,900
| +10% | +$274K |
|
745
PUT
DaVita
DVA
$14.9B
| $3.08M | 0.01% |
42,000
+33,200
| +377% | +$2.24M |
|
746
CALL
C.H. Robinson
CHRW
$17.9B
| $3.08M | 0.01% |
41,500
-46,000
| -53% | -$3.16M |
|
747
CALL
Alkermes
ALKS
$8.33B
| $3.08M | 0.01% |
+90,000
| New | +$3.55M |
|
748
CALL
HSBC
HSBC
$365B
| $3.03M | 0.01% |
109,431
+81,147
| +287% | +$2.4M |
|
749
CALL
Criteo S.A. Ordinary Shares
CRTO
$1.13B
| $3.03M | 0.01% |
+73,200
| New | +$2.56M |
|
|
PXD
750
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.01M | 0.01% |
21,400
-27,500
| -56% | -$3.41M |
|
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.