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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 | |
|---|---|---|---|---|---|---|
1551
Rogers Corp
ROG
$2.39B
| $375K | ﹤0.01% |
+6,270
| New | +$316K |
|
1552
Nabors Industries
NBR
$1.22B
| $374K | ﹤0.01% |
812
+795
| +4,676% | +$295K |
|
1553
CALL
Polaris
PII
$4.05B
| $374K | ﹤0.01% |
3,800
-600
| -14% | -$52K |
|
1554
CALL
DTE Energy
DTE
$29B
| $372K | ﹤0.01% |
4,818
-117
| -2% | -$8.45K |
|
|
NLSN
1555
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $369K | ﹤0.01% |
7,000
+6,300
| +900% | +$305K |
|
1556
PUT
Lesaka Technologies
LSAK
$413M
| $368K | ﹤0.01% |
+40,000
| New | +$403K |
|
|
RTN
1557
PUT
DELISTED
Raytheon Company
RTN
| $368K | ﹤0.01% |
3,000
-11,100
| -79% | -$1.37M |
|
|
ULTI
1558
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $367K | ﹤0.01% |
1,900
+900
| +90% | +$157K |
|
1559
Black Hills Corp
BKH
$5.52B
| $366K | ﹤0.01% |
+6,080
| New | +$325K |
|
1560
PENN Entertainment
PENN
$2.69B
| $366K | ﹤0.01% |
+21,946
| New | +$315K |
|
1561
Alpha and Omega Semiconductor
AOSL
$1.01B
| $364K | ﹤0.01% |
+30,725
| New | +$324K |
|
1562
CALL
Aptiv
APTV
$9.93B
| $361K | ﹤0.01% |
4,800
-22,000
| -82% | -$1.51M |
|
1563
PUT
Ametek
AME
$58B
| $360K | ﹤0.01% |
7,200
+2,200
| +44% | +$105K |
|
1564
CALL
Fair Isaac
FICO
$22.6B
| $360K | ﹤0.01% |
3,400
+1,200
| +55% | +$114K |
|
|
CHK
1565
DELISTED
Chesapeake Energy Corporation
CHK
| $359K | ﹤0.01% |
436
+272
| +166% | +$193K |
|
1566
PUT
Designer Brands
DBI
$335M
| $357K | ﹤0.01% |
12,900
+11,000
| +579% | +$275K |
|
1567
PUT
Nasdaq
NDAQ
$52.2B
| $357K | ﹤0.01% |
16,200
-8,400
| -34% | -$173K |
|
1568
Jabil
JBL
$36.5B
| $356K | ﹤0.01% |
18,455
+11,637
| +171% | +$235K |
|
1569
CALL
Autoliv
ALV
$8.95B
| $355K | ﹤0.01% |
+4,164
| New | +$330K |
|
|
MNDT
1570
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $355K | ﹤0.01% |
19,700
-35,200
| -64% | -$574K |
|
1571
PUT
American Electric Power
AEP
$68.6B
| $351K | ﹤0.01% |
5,300
-33,700
| -86% | -$2.08M |
|
|
MDC
1572
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $351K | ﹤0.01% |
19,444
+5,695
| +41% | +$91.9K |
|
|
SCG
1573
CALL
DELISTED
Scana
SCG
| $350K | ﹤0.01% |
+5,000
| New | +$323K |
|
1574
PUT
Live Nation Entertainment
LYV
$42.6B
| $349K | ﹤0.01% |
15,600
+11,800
| +311% | +$258K |
|
1575
CALL
Xcel Energy
XEL
$48.3B
| $347K | ﹤0.01% |
+8,300
| New | +$324K |
|
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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.