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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 | |
|---|---|---|---|---|---|---|
|
CIE
1176
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $991K | ﹤0.01% |
22,240
| – | – |
|
1177
Devon Energy
DVN
$49.2B
| $989K | ﹤0.01% |
36,029
+35,866
| +22,004% | +$873K |
|
1178
PPG Industries
PPG
$26.3B
| $989K | ﹤0.01% |
8,870
+7,159
| +418% | +$704K |
|
1179
iShares Russell 2000 Growth ETF
IWO
$15B
| $982K | ﹤0.01% |
7,406
+2,213
| +43% | +$276K |
|
|
INFN
1180
PUT
DELISTED
Infinera Corporation Common Stock
INFN
| $981K | ﹤0.01% |
61,100
+60,300
| +7,538% | +$925K |
|
|
HAR
1181
PUT
DELISTED
Harman International Industries
HAR
| $979K | ﹤0.01% |
11,000
-10,300
| -48% | -$818K |
|
1182
CALL
Pan American Silver
PAAS
$20.3B
| $978K | ﹤0.01% |
90,000
+27,800
| +45% | +$238K |
|
1183
Travel + Leisure Co
TNL
$4.81B
| $978K | ﹤0.01% |
28,332
+21,813
| +335% | +$692K |
|
|
BNY
1184
PUT
Bank of New York Mellon
BNY
$108B
| $977K | ﹤0.01% |
26,500
-11,000
| -29% | -$399K |
|
1185
PUT
Owens Corning
OC
$12.5B
| $975K | ﹤0.01% |
20,600
-80,200
| -80% | -$3.56M |
|
|
ACAS
1186
PUT
DELISTED
American Capital Ltd
ACAS
| $975K | ﹤0.01% |
64,000
-566,000
| -90% | -$7.89M |
|
|
GLOG
1187
CALL
DELISTED
GASLOG LTD
GLOG
| $974K | ﹤0.01% |
+100,000
| New | +$861K |
|
1188
PUT
Cimpress
CMPR
$2.5B
| $971K | ﹤0.01% |
10,700
+9,700
| +970% | +$796K |
|
|
SAFE
1189
CALL
Safehold
SAFE
$1.14B
| $966K | ﹤0.01% |
20,544
| – | – |
|
1190
NetApp
NTAP
$37.2B
| $963K | ﹤0.01% |
+35,290
| New | +$855K |
|
1191
CALL
Avis
CAR
$4.94B
| $958K | ﹤0.01% |
35,000
-3,100
| -8% | -$84.7K |
|
1192
CALL
Open Text
OTEX
$6.3B
| $958K | ﹤0.01% |
37,000
+17,400
| +89% | +$419K |
|
1193
PUT
Expeditors International
EXPD
$23.4B
| $957K | ﹤0.01% |
19,600
-61,700
| -76% | -$2.83M |
|
|
TYC
1194
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $957K | ﹤0.01% |
24,925
-39,346
| -61% | -$1.4M |
|
1195
PUT
PG&E
PCG
$38.1B
| $956K | ﹤0.01% |
16,000
+1,600
| +11% | +$89.2K |
|
1196
Dover
DOV
$28.5B
| $955K | ﹤0.01% |
18,383
+14,512
| +375% | +$704K |
|
1197
CALL
NOV
NOV
$6.98B
| $954K | ﹤0.01% |
30,700
-302,500
| -91% | -$9.24M |
|
|
QLIK
1198
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $949K | ﹤0.01% |
32,798
-29,413
| -47% | -$736K |
|
1199
Microchip Technology
MCHP
$42.5B
| $948K | ﹤0.01% |
39,332
+38,456
| +4,390% | +$856K |
|
|
SDRL
1200
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $941K | ﹤0.01% |
1,064
-2,484
| -70% | -$1.79M |
|
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.