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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 | |
|---|---|---|---|---|---|---|
1526
CALL
PPG Industries
PPG
$26.3B
| $401K | ﹤0.01% |
3,600
-2,300
| -39% | -$226K |
|
|
WLL
1527
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $399K | ﹤0.01% |
+167
| New | +$328K |
|
1528
PUT
Fortinet
FTNT
$117B
| $398K | ﹤0.01% |
65,000
+43,500
| +202% | +$240K |
|
1529
PUT
Prologis
PLD
$131B
| $397K | ﹤0.01% |
9,000
+1,100
| +14% | +$44.2K |
|
1530
CALL
Equinix
EQIX
$103B
| $396K | ﹤0.01% |
1,200
-309
| -20% | -$94K |
|
1531
CALL
Neurocrine Biosciences
NBIX
$16.4B
| $396K | ﹤0.01% |
+10,000
| New | +$397K |
|
1532
PUT
Ferrari
RACE
$71.8B
| $396K | ﹤0.01% |
+9,500
| New | +$383K |
|
|
MBLY
1533
PUT
DELISTED
Mobileye N.V.
MBLY
| $396K | ﹤0.01% |
10,600
+4,200
| +66% | +$134K |
|
1534
Boise Cascade
BCC
$2.95B
| $395K | ﹤0.01% |
+19,086
| New | +$360K |
|
1535
PUT
Sprouts Farmers Market
SFM
$8.03B
| $395K | ﹤0.01% |
13,600
+10,700
| +369% | +$276K |
|
1536
PUT
Core Laboratories
CLB
$518M
| $394K | ﹤0.01% |
3,500
-600
| -15% | -$62.3K |
|
1537
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.99B
| $394K | ﹤0.01% |
+100,000
| New | +$320K |
|
|
AXON
1538
PUT
Axon Enterprise
AXON
$43B
| $392K | ﹤0.01% |
+20,000
| New | +$343K |
|
1539
CALL
Verisk Analytics
VRSK
$24.1B
| $392K | ﹤0.01% |
4,900
+3,400
| +227% | +$248K |
|
1540
PUT
Allstate
ALL
$70.5B
| $391K | ﹤0.01% |
5,800
-700
| -11% | -$44K |
|
1541
CALL
3D Systems Corp
DDD
$601M
| $385K | ﹤0.01% |
25,100
-29,100
| -54% | -$300K |
|
1542
CALL
Televisa
TV
$1.47B
| $384K | ﹤0.01% |
14,000
-7,500
| -35% | -$197K |
|
1543
PUT
Equity Residential
EQR
$25.1B
| $383K | ﹤0.01% |
5,100
-11,700
| -70% | -$875K |
|
1544
PUT
Unisys
UIS
$214M
| $381K | ﹤0.01% |
+49,500
| New | +$471K |
|
|
ELLI
1545
CALL
DELISTED
Ellie Mae Inc
ELLI
| $381K | ﹤0.01% |
+4,200
| New | +$314K |
|
1546
CALL
Celldex Therapeutics
CLDX
$3.22B
| $378K | ﹤0.01% |
+6,667
| New | +$750K |
|
1547
Marvell Technology
MRVL
$192B
| $378K | ﹤0.01% |
36,618
-36,068
| -50% | -$332K |
|
1548
FMC
FMC
$1.34B
| $377K | ﹤0.01% |
+10,768
| New | +$349K |
|
1549
VanEck Semiconductor ETF
SMH
$72.4B
| $377K | ﹤0.01% |
13,676
+13,674
| +683,700% | +$345K |
|
|
KSU
1550
PUT
DELISTED
Kansas City Southern
KSU
| $376K | ﹤0.01% |
4,400
-17,400
| -80% | -$1.36M |
|
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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.