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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 | |
|---|---|---|---|---|---|---|
2001
Century Aluminum
CENX
$4.55B
| $87K | ﹤0.01% |
+12,409
| New | +$68.7K |
|
2002
PUT
Dolby
DLB
$5.71B
| $87K | ﹤0.01% |
2,000
+300
| +18% | +$11.1K |
|
|
DATA
2003
PUT
DELISTED
Tableau Software, Inc.
DATA
| $87K | ﹤0.01% |
1,900
-1,000
| -34% | -$58K |
|
|
KCG
2004
CALL
DELISTED
KCG Holdings, Inc.
KCG
| $87K | ﹤0.01% |
7,200
-600
| -8% | -$6.66K |
|
2005
PUT
Pitney Bowes
PBI
$2.46B
| $86K | ﹤0.01% |
+4,000
| New | +$76K |
|
2006
Commault Systems
CVLT
$5.53B
| $85K | ﹤0.01% |
+1,969
| New | +$72.9K |
|
2007
PUT
Grand Canyon Education
LOPE
$3.88B
| $85K | ﹤0.01% |
+2,000
| New | +$77.1K |
|
2008
PUT
Silicon Laboratories
SLAB
$7.21B
| $85K | ﹤0.01% |
1,900
-2,100
| -53% | -$90.3K |
|
2009
CALL
Outfront Media
OUT
$5.48B
| $84K | ﹤0.01% |
4,064
-182,977
| -98% | -$3.71M |
|
2010
PUT
T-Mobile US
TMUS
$193B
| $84K | ﹤0.01% |
2,200
-89,000
| -98% | -$3.36M |
|
2011
Union Pacific
UNP
$175B
| $84K | ﹤0.01% |
1,059
-82,421
| -99% | -$6.37M |
|
|
QUNR
2012
CALL
DELISTED
Qunar Cayman Islands Limited
QUNR
| $84K | ﹤0.01% |
2,100
+1,700
| +425% | +$65.5K |
|
2013
CALL
Acadia Healthcare
ACHC
$2.86B
| $83K | ﹤0.01% |
+1,500
| New | +$85.6K |
|
2014
CALL
BJ's Restaurants
BJRI
$1.49B
| $83K | ﹤0.01% |
+2,000
| New | +$85.4K |
|
2015
CALL
Stratasys
SSYS
$760M
| $83K | ﹤0.01% |
3,200
+1,700
| +113% | +$34.6K |
|
2016
CALL
Euronet Worldwide
EEFT
$2.73B
| $82K | ﹤0.01% |
1,100
+800
| +267% | +$56.5K |
|
|
2017
PUT
Euronet Worldwide
EEFT
$2.73B
| $82K | ﹤0.01% |
1,100
+400
| +57% | +$28.2K |
|
2018
PUT
Magnachip Semiconductor
MX
$141M
| $82K | ﹤0.01% |
+15,000
| New | +$69.8K |
|
|
CXO
2019
DELISTED
CONCHO RESOURCES INC.
CXO
| $82K | ﹤0.01% |
813
-10,411
| -93% | -$957K |
|
2020
CALL
ManpowerGroup
MAN
$2.57B
| $81K | ﹤0.01% |
1,000
-800
| -44% | -$61.3K |
|
2021
PUT
NETGEAR
NTGR
$652M
| $81K | ﹤0.01% |
2,000
+400
| +25% | +$15.4K |
|
|
OA
2022
DELISTED
Orbital ATK, Inc.
OA
| $81K | ﹤0.01% |
+937
| New | +$79.6K |
|
2023
BOK Financial
BOKF
$8.78B
| $79K | ﹤0.01% |
+1,440
| New | +$75.2K |
|
2024
iShares US Home Construction ETF
ITB
$2.28B
| $79K | ﹤0.01% |
2,932
+1,559
| +114% | +$38.3K |
|
|
IHS
2025
DELISTED
IHS INC CL-A COM STK
IHS
| $79K | ﹤0.01% |
+637
| New | +$67.9K |
|
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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.