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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 | |
|---|---|---|---|---|---|---|
2126
PUT
Boyd Gaming
BYD
$6.11B
| $53K | ﹤0.01% |
2,600
-1,000
| -28% | -$17.7K |
|
2127
PUT
Synopsys
SNPS
$77.7B
| $53K | ﹤0.01% |
1,100
-1,300
| -54% | -$57.4K |
|
2128
Akebia Therapeutics
AKBA
$264M
| $52K | ﹤0.01% |
5,779
-7,700
| -57% | -$62.4K |
|
2129
CALL
FMC
FMC
$1.32B
| $52K | ﹤0.01% |
1,499
-807
| -35% | -$26.2K |
|
2130
PUT
SiriusXM
SIRI
$10.1B
| $52K | ﹤0.01% |
1,310
+930
| +245% | +$34.7K |
|
2131
PUT
Teradata
TDC
$2.51B
| $52K | ﹤0.01% |
2,000
-400
| -17% | -$9.9K |
|
2132
Frontline
FRO
$8.81B
| $51K | ﹤0.01% |
6,142
-17,858
| -74% | -$172K |
|
2133
CALL
Interactive Brokers
IBKR
$38.8B
| $51K | ﹤0.01% |
5,200
-19,200
| -79% | -$169K |
|
|
2134
Interactive Brokers
IBKR
$38.8B
| $51K | ﹤0.01% |
5,140
-301,256
| -98% | -$2.66M |
|
2135
Owens Corning
OC
$11.9B
| $51K | ﹤0.01% |
1,088
-3,176
| -74% | -$141K |
|
2136
PUT
Sony
SONY
$136B
| $51K | ﹤0.01% |
10,000
-1,266,500
| -99% | -$5.81M |
|
|
QVCGA
2137
CALL
DELISTED
QVC Group Inc Series A
QVCGA
| $51K | ﹤0.01% |
41
-231
| -85% | -$281K |
|
|
SFLY
2138
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $51K | ﹤0.01% |
1,100
| – | – |
|
|
ALR
2139
PUT
DELISTED
Alere Inc
ALR
| $51K | ﹤0.01% |
+1,000
| New | +$47.9K |
|
2140
CALL
Actinium Pharmaceuticals
ATNM
$24.7M
| $50K | ﹤0.01% |
+833
| New | +$52.6K |
|
2141
Flowserve
FLS
$10B
| $50K | ﹤0.01% |
1,122
+153
| +16% | +$6.31K |
|
2142
PUT
Methode Electronics
MEI
$585M
| $50K | ﹤0.01% |
1,700
-2,700
| -61% | -$73.4K |
|
2143
PUT
Power Integrations
POWI
$3.29B
| $50K | ﹤0.01% |
2,000
+1,200
| +150% | +$27.6K |
|
|
MDC
2144
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $50K | ﹤0.01% |
2,778
-6,666
| -71% | -$108K |
|
|
USG
2145
PUT
DELISTED
Usg
USG
| $50K | ﹤0.01% |
2,000
-4,400
| -69% | -$91.5K |
|
2146
CALL
Nexstar Media Group
NXST
$5.74B
| $49K | ﹤0.01% |
1,100
| – | – |
|
|
RAVN
2147
DELISTED
Raven Industries Inc
RAVN
| $49K | ﹤0.01% |
+3,085
| New | +$46.7K |
|
2148
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$54.1M
| – | – |
0
| – | – |
|
2149
CALL
GATX Corp
GATX
$6.31B
| $48K | ﹤0.01% |
+1,000
| New | +$42.6K |
|
2150
iShares S&P 100 ETF
OEF
$20.5B
| $48K | ﹤0.01% |
522
-9,486
| -95% | -$827K |
|
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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.