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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 | |
|---|---|---|---|---|---|---|
1401
TotalEnergies
TTE
$188B
| $584K | ﹤0.01% |
+7,813,288,669
| New | +$781K |
|
1402
CALL
Cracker Barrel
CBRL
$1.31B
| $579K | ﹤0.01% |
3,800
+2,800
| +280% | +$386K |
|
|
LLTC
1403
CALL
DELISTED
Linear Technology Corp
LLTC
| $579K | ﹤0.01% |
13,000
-3,500
| -21% | -$148K |
|
1404
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $578K | ﹤0.01% |
+25,500
| New | +$591K |
|
|
TWOU
1405
CALL
DELISTED
2U Inc
TWOU
| $578K | ﹤0.01% |
+853
| New | +$540K |
|
|
SIVB
1406
CALL
DELISTED
SVB Financial Group
SIVB
| $572K | ﹤0.01% |
5,600
+3,800
| +211% | +$368K |
|
|
TFM
1407
PUT
DELISTED
THE FRESH MARKET, INC COM STK
TFM
| $571K | ﹤0.01% |
+20,000
| New | +$457K |
|
1408
Amgen
AMGN
$221B
| $569K | ﹤0.01% |
3,794
-48,586
| -93% | -$7.22M |
|
1409
CALL
Western Digital
WDC
$179B
| $567K | ﹤0.01% |
15,876
+9,261
| +140% | +$331K |
|
|
CPN
1410
DELISTED
Calpine Corporation
CPN
| $566K | ﹤0.01% |
37,299
-190,627
| -84% | -$2.68M |
|
1411
PUT
Intercontinental Exchange
ICE
$84.1B
| $565K | ﹤0.01% |
12,000
-3,500
| -23% | -$170K |
|
|
UNIT
1412
CALL
Uniti Group
UNIT
$2.35B
| $556K | ﹤0.01% |
+25,000
| New | +$483K |
|
1413
PUT
DTE Energy
DTE
$29.1B
| $554K | ﹤0.01% |
7,168
+5,993
| +510% | +$433K |
|
1414
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $551K | ﹤0.01% |
9,926
-43,329
| -81% | -$2.24M |
|
1415
CALL
Jack in the Box
JACK
$351M
| $549K | ﹤0.01% |
8,600
+8,000
| +1,333% | +$562K |
|
1416
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $548K | ﹤0.01% |
15,851
+15,850
| +1,585,000% | +$497K |
|
1417
CALL
Textron
TXT
$15.2B
| $546K | ﹤0.01% |
15,000
-69,500
| -82% | -$2.44M |
|
|
BXLT
1418
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $546K | ﹤0.01% |
+13,519
| New | +$535K |
|
1419
iShares Russell 2000 Value ETF
IWN
$14.6B
| $545K | ﹤0.01% |
5,854
+5,853
| +585,300% | +$508K |
|
1420
Parker-Hannifin
PH
$126B
| $542K | ﹤0.01% |
4,882
+2,836
| +139% | +$285K |
|
|
NUAN
1421
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $542K | ﹤0.01% |
33,495
+17,671
| +112% | +$285K |
|
1422
CALL
Ambarella
AMBA
$3.59B
| $541K | ﹤0.01% |
12,100
+10,300
| +572% | +$426K |
|
1423
CALL
Marriott International
MAR
$94.2B
| $541K | ﹤0.01% |
7,600
-38,400
| -83% | -$2.51M |
|
|
JNPR
1424
DELISTED
Juniper Networks
JNPR
| $539K | ﹤0.01% |
21,116
-326,132
| -94% | -$8.16M |
|
1425
Public Service Enterprise Group
PEG
$37.7B
| $539K | ﹤0.01% |
+11,433
| New | +$486K |
|
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.