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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Hyatt Hotels
H
$16.9B
| $693K | ﹤0.01% |
14,000
+4,000
| +40% | +$174K |
|
1327
PUT
Stanley Black & Decker
SWK
$15.6B
| $693K | ﹤0.01% |
6,600
-12,100
| -65% | -$1.17M |
|
1328
CALL
IPG Photonics
IPGP
$3.89B
| $692K | ﹤0.01% |
7,200
+6,900
| +2,300% | +$585K |
|
1329
TSMC
TSM
$2.15T
| $689K | ﹤0.01% |
26,296
+18,778
| +250% | +$439K |
|
|
AKS
1330
CALL
DELISTED
AK Steel Holding Corp
AKS
| $688K | ﹤0.01% |
+166,500
| New | +$477K |
|
|
LLL
1331
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $688K | ﹤0.01% |
5,800
+5,200
| +867% | +$607K |
|
1332
Best Buy
BBY
$17.8B
| $683K | ﹤0.01% |
21,069
+3,054
| +17% | +$92.6K |
|
1333
CALL
T. Rowe Price
TROW
$24.5B
| $683K | ﹤0.01% |
9,300
-6,900
| -43% | -$479K |
|
1334
CALL
Dine Brands
DIN
$453M
| $682K | ﹤0.01% |
7,300
+4,200
| +135% | +$368K |
|
1335
PUT
Kinross Gold
KGC
$30.5B
| $680K | ﹤0.01% |
200,000
-1,050,000
| -84% | -$2.61M |
|
1336
CALL
Hormel Foods
HRL
$13.9B
| $679K | ﹤0.01% |
15,700
+12,900
| +461% | +$538K |
|
|
RLYP
1337
CALL
DELISTED
RELYPSA INC COM
RLYP
| $678K | ﹤0.01% |
50,000
+35,900
| +255% | +$610K |
|
|
RHT
1338
PUT
DELISTED
Red Hat Inc
RHT
| $678K | ﹤0.01% |
9,100
+1,900
| +26% | +$134K |
|
|
HAR
1339
CALL
DELISTED
Harman International Industries
HAR
| $677K | ﹤0.01% |
7,600
+2,200
| +41% | +$175K |
|
|
FAZ
1340
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
| $675K | ﹤0.01% |
+15,900
| New | +$675K |
|
1341
PUT
Boston Properties
BXP
$11.2B
| $673K | ﹤0.01% |
5,300
+2,800
| +112% | +$332K |
|
|
WWAV
1342
DELISTED
The WhiteWave Foods Company
WWAV
| $672K | ﹤0.01% |
16,526
-44,770
| -73% | -$1.7M |
|
1343
PUT
Immersion
IMMR
$255M
| $661K | ﹤0.01% |
+80,000
| New | +$662K |
|
|
DNKN
1344
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $660K | ﹤0.01% |
14,000
-122,600
| -90% | -$5.26M |
|
|
STMP
1345
PUT
DELISTED
Stamps.com, Inc.
STMP
| $660K | ﹤0.01% |
6,200
+4,100
| +195% | +$419K |
|
1346
Ciena
CIEN
$57.9B
| $659K | ﹤0.01% |
34,622
-36,986
| -52% | -$683K |
|
1347
LSB Industries
LXU
$698M
| $657K | ﹤0.01% |
+66,949
| New | +$388K |
|
1348
PUT
Banco Bradesco
BBD
$37.8B
| $656K | ﹤0.01% |
187,077
-875,860
| -82% | -$2.28M |
|
1349
PUT
Wolfspeed
WOLF
$1.31B
| $654K | ﹤0.01% |
22,500
-15,300
| -40% | -$438K |
|
|
SNV
1350
CALL
DELISTED
Synovus
SNV
| $653K | ﹤0.01% |
22,600
+18,500
| +451% | +$530K |
|
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.