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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 | |
|---|---|---|---|---|---|---|
1376
CALL
Omnicom Group
OMC
$22.4B
| $616K | ﹤0.01% |
7,400
+800
| +12% | +$60.3K |
|
1377
CALL
Abercrombie & Fitch
ANF
$4.86B
| $614K | ﹤0.01% |
19,500
+700
| +4% | +$19.7K |
|
|
MHFI
1378
PUT
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $614K | ﹤0.01% |
6,200
-4,000
| -39% | -$359K |
|
1379
CALL
Invesco
IVZ
$14.1B
| $613K | ﹤0.01% |
19,900
+4,000
| +25% | +$115K |
|
1380
Silgan Holdings
SLGN
$4.51B
| $612K | ﹤0.01% |
+23,028
| New | +$598K |
|
|
CHS
1381
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $610K | ﹤0.01% |
+46,000
| New | +$520K |
|
1382
CALL
BlackBerry
BB
$5.12B
| $609K | ﹤0.01% |
75,200
-699,600
| -90% | -$5.25M |
|
1383
CALL
TotalEnergies
TTE
$188B
| $609K | ﹤0.01% |
8,142,640,236
+6,601,755,867
| +428% | +$660K |
|
1384
PUT
The Mosaic Company
MOS
$7.44B
| $608K | ﹤0.01% |
22,500
-297,700
| -93% | -$7.77M |
|
1385
CALL
Signet Jewelers
SIG
$3.75B
| $608K | ﹤0.01% |
4,900
+3,100
| +172% | +$353K |
|
1386
Expedia Group
EXPE
$38.4B
| $606K | ﹤0.01% |
5,620
-47,038
| -89% | -$5.02M |
|
1387
CALL
AES
AES
$10.5B
| $603K | ﹤0.01% |
51,100
| – | – |
|
|
SIVB
1388
PUT
DELISTED
SVB Financial Group
SIVB
| $602K | ﹤0.01% |
5,900
+4,900
| +490% | +$474K |
|
1389
CALL
Realty Income
O
$58.5B
| $601K | ﹤0.01% |
9,907
+5,263
| +113% | +$293K |
|
|
CXO
1390
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $596K | ﹤0.01% |
5,900
-22,900
| -80% | -$2.1M |
|
|
MRSH
1391
PUT
Marsh
MRSH
$91.4B
| $595K | ﹤0.01% |
9,800
+100
| +1% | +$5.6K |
|
|
WUBA
1392
CALL
DELISTED
58.com Inc
WUBA
| $595K | ﹤0.01% |
10,700
+3,500
| +49% | +$193K |
|
|
BEAV
1393
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $595K | ﹤0.01% |
12,900
-47,700
| -79% | -$2.04M |
|
|
WPX
1394
CALL
DELISTED
WPX Energy, Inc.
WPX
| $594K | ﹤0.01% |
85,000
| – | – |
|
|
JOY
1395
DELISTED
Joy Global Inc
JOY
| $590K | ﹤0.01% |
36,710
-144,729
| -80% | -$1.82M |
|
1396
PUT
Principal Financial Group
PFG
$24.6B
| $589K | ﹤0.01% |
14,900
+300
| +2% | +$11.5K |
|
1397
PUT
Cboe Global Markets
CBOE
$29.7B
| $588K | ﹤0.01% |
9,000
+1,400
| +18% | +$89.3K |
|
|
PVG
1398
DELISTED
PRETIUM RESOURCES INC.
PVG
| $588K | ﹤0.01% |
109,982
-3,723
| -3% | -$18.4K |
|
1399
Kroger
KR
$34.7B
| $585K | ﹤0.01% |
15,289
-3,049
| -17% | -$118K |
|
1400
M&T Bank
MTB
$36.5B
| $585K | ﹤0.01% |
5,272
+5,197
| +6,929% | +$564K |
|
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.