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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 | |
|---|---|---|---|---|---|---|
2226
CALL
CoreCivic
CXW
$3.21B
| $32K | ﹤0.01% |
+1,000
| New | +$29.2K |
|
2227
Grand Canyon Education
LOPE
$3.98B
| $32K | ﹤0.01% |
+754
| New | +$29.1K |
|
|
USG
2228
DELISTED
Usg
USG
| $32K | ﹤0.01% |
+1,280
| New | +$26.6K |
|
2229
Element Solutions
ESI
$9.36B
| $31K | ﹤0.01% |
3,611
-24,817
| -87% | -$196K |
|
2230
PUT
Gildan
GIL
$10.9B
| $31K | ﹤0.01% |
1,000
+400
| +67% | +$10.6K |
|
2231
PUT
Amgen
AMGN
$220B
| $30K | ﹤0.01% |
200
-68,800
| -100% | -$10.2M |
|
2232
iShares Select U.S. REIT ETF
ICF
$2.1B
| $30K | ﹤0.01% |
578
+576
| +28,800% | +$27.8K |
|
2233
PUT
MSCI
MSCI
$41.3B
| $30K | ﹤0.01% |
+400
| New | +$27.7K |
|
2234
PUT
Nokia
NOK
$52.7B
| $30K | ﹤0.01% |
5,000
+2,000
| +67% | +$12.8K |
|
2235
CALL
Voya Financial
VOYA
$9.14B
| $30K | ﹤0.01% |
1,000
-4,700
| -82% | -$142K |
|
|
CSOD
2236
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $30K | ﹤0.01% |
929
-7,440
| -89% | -$224K |
|
|
NSR
2237
DELISTED
Neustar Inc
NSR
| $30K | ﹤0.01% |
+1,205
| New | +$28.8K |
|
|
CKEC
2238
CALL
DELISTED
Carmike Cinemas Inc
CKEC
| $30K | ﹤0.01% |
+1,000
| New | +$24.2K |
|
2239
Dolby
DLB
$5.78B
| $29K | ﹤0.01% |
658
-160
| -20% | -$5.94K |
|
2240
CALL
KB Home
KBH
$3.6B
| $29K | ﹤0.01% |
2,000
-26,300
| -93% | -$307K |
|
2241
CALL
Methode Electronics
MEI
$585M
| $29K | ﹤0.01% |
1,000
-1,600
| -62% | -$43.5K |
|
2242
PUT
Sabre
SABR
$842M
| $29K | ﹤0.01% |
+1,000
| New | +$26.7K |
|
2243
PUT
AMC Entertainment Holdings
AMC
$2.24B
| $28K | ﹤0.01% |
100
+50
| +100% | +$12K |
|
2244
Churchill Downs
CHDN
$6.08B
| $28K | ﹤0.01% |
+1,140
| New | +$26.1K |
|
2245
PUT
Elevance Health
ELV
$85.4B
| $28K | ﹤0.01% |
200
-300
| -60% | -$40.1K |
|
2246
PUT
Green Dot
GDOT
$759M
| $28K | ﹤0.01% |
+1,200
| New | +$23.3K |
|
|
HIMX
2247
Himax Technologies
HIMX
$2.56B
| $28K | ﹤0.01% |
2,467
-162,890
| -99% | -$1.43M |
|
2248
PUT
Southern Copper
SCCO
$165B
| $28K | ﹤0.01% |
1,079
-15,857
| -94% | -$375K |
|
2249
PUT
Shopify
SHOP
$196B
| $28K | ﹤0.01% |
+10,000
| New | +$23.7K |
|
2250
CALL
Westlake Corp
WLK
$10B
| $28K | ﹤0.01% |
600
-2,300
| -79% | -$104K |
|
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.