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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 | |
|---|---|---|---|---|---|---|
1776
PUT
Cadence Design Systems
CDNS
$93.2B
| $189K | ﹤0.01% |
8,000
+7,300
| +1,043% | +$153K |
|
1777
McCormick & Company Non-Voting
MKC
$14.1B
| $189K | ﹤0.01% |
3,798
-5,042
| -57% | -$227K |
|
|
FIT
1778
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $189K | ﹤0.01% |
12,400
-15,500
| -56% | -$246K |
|
|
PPLI
1779
PUT
People Inc
PPLI
$3.2B
| $188K | ﹤0.01% |
22,382
-2,238
| -9% | -$19.3K |
|
|
NGD
1780
DELISTED
New Gold Inc
NGD
| $188K | ﹤0.01% |
+50,473
| New | +$150K |
|
|
MHFI
1781
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $188K | ﹤0.01% |
1,900
-34,800
| -95% | -$3.12M |
|
1782
PUT
Kinder Morgan
KMI
$69.7B
| $187K | ﹤0.01% |
10,500
-260,800
| -96% | -$4.27M |
|
1783
CALL
AutoNation
AN
$6.99B
| $186K | ﹤0.01% |
4,000
-6,500
| -62% | -$315K |
|
1784
Cincinnati Financial
CINF
$27.5B
| $185K | ﹤0.01% |
2,825
+1,685
| +148% | +$103K |
|
1785
PUT
Community Health Systems
CYH
$416M
| $185K | ﹤0.01% |
12,100
-108,900
| -90% | -$1.66M |
|
|
HIMX
1786
PUT
Himax Technologies
HIMX
$2.4B
| $185K | ﹤0.01% |
+16,500
| New | +$145K |
|
1787
Unisys
UIS
$210M
| $185K | ﹤0.01% |
+23,998
| New | +$228K |
|
|
STI
1788
DELISTED
SunTrust Banks, Inc.
STI
| $184K | ﹤0.01% |
+5,107
| New | +$184K |
|
1789
PUT
Texas Roadhouse
TXRH
$13.7B
| $183K | ﹤0.01% |
4,200
+1,000
| +31% | +$38.8K |
|
1790
PUT
Harmony Gold Mining
HMY
$11.3B
| $182K | ﹤0.01% |
+50,000
| New | +$131K |
|
1791
CALL
IDEX
IEX
$17.2B
| $182K | ﹤0.01% |
2,200
+400
| +22% | +$30K |
|
1792
PUT
International Flavors & Fragrances
IFF
$21.6B
| $182K | ﹤0.01% |
+1,600
| New | +$179K |
|
|
RNET
1793
PUT
DELISTED
RigNet, Inc.
RNET
| $181K | ﹤0.01% |
+13,200
| New | +$182K |
|
|
SUNE
1794
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $181K | ﹤0.01% |
335,000
+45,500
| +16% | +$105K |
|
1795
PUT
Fair Isaac
FICO
$22.3B
| $180K | ﹤0.01% |
1,700
+400
| +31% | +$38K |
|
1796
PUT
Invesco
IVZ
$14B
| $179K | ﹤0.01% |
5,800
-36,700
| -86% | -$1.06M |
|
|
1797
PUT
McCormick & Company Non-Voting
MKC
$14.1B
| $179K | ﹤0.01% |
3,600
-22,600
| -86% | -$1.02M |
|
1798
CALL
AerCap
AER
$24.4B
| $178K | ﹤0.01% |
4,600
-256,800
| -98% | -$8.84M |
|
1799
CALL
Universal Display
OLED
$4.01B
| $178K | ﹤0.01% |
3,300
+2,700
| +450% | +$132K |
|
1800
PUT
Xerox
XRX
$424M
| $178K | ﹤0.01% |
6,072
+4,933
| +433% | +$127K |
|
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.