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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 | |
|---|---|---|---|---|---|---|
|
PARA
1351
DELISTED
Paramount Global Class B
PARA
| $649K | ﹤0.01% |
11,774
-115,248
| -91% | -$5.61M |
|
1352
Zillow
ZG
$8.44B
| $647K | ﹤0.01% |
25,308
+23,114
| +1,054% | +$515K |
|
1353
CALL
Packaging Corp of America
PKG
$22.8B
| $646K | ﹤0.01% |
+10,700
| New | +$573K |
|
1354
PUT
Cleveland-Cliffs
CLF
$7.22B
| $645K | ﹤0.01% |
215,000
-115,000
| -35% | -$241K |
|
1355
PUT
IPG Photonics
IPGP
$3.9B
| $644K | ﹤0.01% |
6,700
+6,200
| +1,240% | +$526K |
|
1356
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $640K | ﹤0.01% |
20,410
+20,409
| +2,040,900% | +$619K |
|
1357
CALL
Fidelity National Information Services
FIS
$22.1B
| $639K | ﹤0.01% |
10,100
+5,600
| +124% | +$336K |
|
|
BIG
1358
PUT
DELISTED
Big Lots, Inc.
BIG
| $638K | ﹤0.01% |
14,100
+11,400
| +422% | +$457K |
|
1359
CALL
Lam Research
LRCX
$385B
| $637K | ﹤0.01% |
77,000
-91,000
| -54% | -$662K |
|
1360
CALL
Sony
SONY
$132B
| $637K | ﹤0.01% |
124,000
+76,000
| +158% | +$349K |
|
1361
Clorox
CLX
$12.8B
| $636K | ﹤0.01% |
+5,049
| New | +$642K |
|
1362
Public Storage
PSA
$61.1B
| $636K | ﹤0.01% |
+2,304
| New | +$581K |
|
1363
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $634K | ﹤0.01% |
16,000
-274,400
| -94% | -$10.2M |
|
1364
PUT
Everest Group
EG
$14.3B
| $632K | ﹤0.01% |
+3,200
| New | +$591K |
|
1365
PUT
UnitedHealth
UNH
$375B
| $632K | ﹤0.01% |
4,900
-29,700
| -86% | -$3.51M |
|
1366
CALL
Quest Diagnostics
DGX
$26B
| $629K | ﹤0.01% |
8,800
-62,000
| -88% | -$4.16M |
|
1367
PepsiCo
PEP
$189B
| $628K | ﹤0.01% |
6,130
-12,947
| -68% | -$1.28M |
|
|
NBL
1368
CALL
DELISTED
Noble Energy, Inc.
NBL
| $628K | ﹤0.01% |
20,000
-6,200
| -24% | -$189K |
|
1369
CALL
Alerian MLP ETF
AMLP
$12.8B
| $625K | ﹤0.01% |
11,440
-74,560
| -87% | -$3.79M |
|
1370
PUT
Vulcan Materials
VMC
$37.2B
| $624K | ﹤0.01% |
5,900
+5,800
| +5,800% | +$550K |
|
1371
PUT
Five Below
FIVE
$12.4B
| $621K | ﹤0.01% |
15,000
+11,400
| +317% | +$417K |
|
1372
Comscore
SCOR
$114M
| $621K | ﹤0.01% |
+1,033
| New | +$747K |
|
|
ARMH
1373
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $621K | ﹤0.01% |
14,217
+7,831
| +123% | +$328K |
|
1374
Albemarle
ALB
$14B
| $620K | ﹤0.01% |
9,697
+7,679
| +381% | +$421K |
|
1375
PUT
Signet Jewelers
SIG
$3.75B
| $620K | ﹤0.01% |
5,000
-3,400
| -40% | -$387K |
|
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.