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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 | |
|---|---|---|---|---|---|---|
|
ARMH
1051
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $1.39M | ﹤0.01% |
31,900
+16,700
| +110% | +$699K |
|
|
LVLT
1052
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $1.39M | ﹤0.01% |
26,300
+13,500
| +105% | +$666K |
|
1053
PUT
MaxLinear
MXL
$6.6B
| $1.39M | ﹤0.01% |
+75,000
| New | +$1.19M |
|
1054
PUT
Capital Southwest
CSWC
$1.49B
| $1.39M | ﹤0.01% |
+100,000
| New | +$1.4M |
|
1055
Petrobras
PBR
$123B
| $1.38M | ﹤0.01% |
236,917
-997,830
| -81% | -$4.03M |
|
1056
NVIDIA
NVDA
$5.13T
| $1.38M | ﹤0.01% |
1,552,520
-16,026,360
| -91% | -$12.2M |
|
1057
PUT
Louisiana-Pacific
LPX
$5.37B
| $1.37M | ﹤0.01% |
+80,000
| New | +$1.26M |
|
|
CTRA
1058
PUT
DELISTED
Coterra Energy
CTRA
| $1.36M | ﹤0.01% |
60,000
-19,000
| -24% | -$381K |
|
1059
CALL
Blackrock
BLK
$175B
| $1.36M | ﹤0.01% |
4,000
-8,100
| -67% | -$2.57M |
|
1060
Baidu
BIDU
$38.2B
| $1.36M | ﹤0.01% |
7,102
+4,178
| +143% | +$711K |
|
1061
PUT
Snap-on
SNA
$21.2B
| $1.35M | ﹤0.01% |
8,600
-8,400
| -49% | -$1.29M |
|
1062
CALL
Kraft Heinz
KHC
$31.6B
| $1.34M | ﹤0.01% |
+17,100
| New | +$1.28M |
|
1063
CALL
M&T Bank
MTB
$36.2B
| $1.34M | ﹤0.01% |
12,100
+6,900
| +133% | +$749K |
|
|
P
1064
PUT
DELISTED
Pandora Media Inc
P
| $1.34M | ﹤0.01% |
150,000
-63,600
| -30% | -$624K |
|
1065
Biogen
BIIB
$29.8B
| $1.34M | ﹤0.01% |
+5,154
| New | +$1.36M |
|
1066
CALL
TripAdvisor
TRIP
$1.69B
| $1.34M | ﹤0.01% |
20,100
-13,300
| -40% | -$880K |
|
|
AUY
1067
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $1.34M | ﹤0.01% |
440,000
-210,000
| -32% | -$514K |
|
1068
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$372M
| $1.34M | ﹤0.01% |
+12,000
| New | +$1.3M |
|
1069
CALL
Manitowoc
MTW
$519M
| $1.33M | ﹤0.01% |
77,050
+30,794
| +67% | +$447K |
|
1070
CarMax
KMX
$8.29B
| $1.33M | ﹤0.01% |
26,011
-23,938
| -48% | -$1.13M |
|
|
WPX
1071
PUT
DELISTED
WPX Energy, Inc.
WPX
| $1.33M | ﹤0.01% |
190,000
+150,000
| +375% | +$765K |
|
1072
PUT
Edwards Lifesciences
EW
$51.1B
| $1.32M | ﹤0.01% |
+45,000
| New | +$1.24M |
|
|
TSRO
1073
PUT
DELISTED
TESARO, Inc.
TSRO
| $1.32M | ﹤0.01% |
+30,000
| New | +$1.2M |
|
|
WPX
1074
DELISTED
WPX Energy, Inc.
WPX
| $1.32M | ﹤0.01% |
+188,419
| New | +$961K |
|
|
HAPN
1075
CALL
Happen Inc
HAPN
$2.36B
| $1.32M | ﹤0.01% |
31,700
| – | – |
|
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.