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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 | |
|---|---|---|---|---|---|---|
|
XRM
2251
DELISTED
Xerium Technologies Inc (new)
XRM
| $28K | ﹤0.01% |
+5,434
| New | +$44.2K |
|
2252
Genesco
GCO
$424M
| $27K | ﹤0.01% |
+370
| New | +$23.9K |
|
2253
CALL
Lazard
LAZ
$4.29B
| $27K | ﹤0.01% |
+700
| New | +$25.1K |
|
|
SIEN
2254
DELISTED
Sientra, Inc.
SIEN
| $27K | ﹤0.01% |
390
-800
| -67% | -$60.2K |
|
|
BID
2255
CALL
DELISTED
Sotheby's
BID
| $27K | ﹤0.01% |
1,000
| – | – |
|
|
N
2256
CALL
DELISTED
Netsuite Inc
N
| $27K | ﹤0.01% |
400
-400
| -50% | -$26.2K |
|
2257
CALL
Check Point Software Technologies
CHKP
$12.9B
| $26K | ﹤0.01% |
300
-29,800
| -99% | -$2.4M |
|
2258
Pool Corp
POOL
$7.52B
| $26K | ﹤0.01% |
+296
| New | +$23.8K |
|
|
BKS
2259
PUT
DELISTED
Barnes & Noble
BKS
| $26K | ﹤0.01% |
2,100
-10,900
| -84% | -$107K |
|
|
ISIL
2260
CALL
DELISTED
Intersil Corp
ISIL
| $26K | ﹤0.01% |
2,000
-6,500
| -76% | -$81.3K |
|
2261
Cirrus Logic
CRUS
$6.23B
| $25K | ﹤0.01% |
688
-1,619
| -70% | -$52.5K |
|
2262
Veeco
VECO
$3.19B
| $25K | ﹤0.01% |
1,277
+1,019
| +395% | +$18.7K |
|
|
EXPR
2263
DELISTED
Express, Inc.
EXPR
| $25K | ﹤0.01% |
58
-3,002
| -98% | -$1.08M |
|
|
NSR
2264
CALL
DELISTED
Neustar Inc
NSR
| $25K | ﹤0.01% |
1,000
+800
| +400% | +$19.1K |
|
|
MJN
2265
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $25K | ﹤0.01% |
300
-138,700
| -100% | -$10.3M |
|
|
DWA
2266
CALL
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $25K | ﹤0.01% |
1,000
-1,300
| -57% | -$32K |
|
2267
PUT
Copart
CPRT
$27.5B
| $24K | ﹤0.01% |
+4,800
| New | +$22.2K |
|
2268
Hormel Foods
HRL
$13.9B
| $24K | ﹤0.01% |
553
-7,917
| -93% | -$330K |
|
2269
Tucows
TCX
$161M
| $24K | ﹤0.01% |
+1,080
| New | +$22.6K |
|
2270
Toll Brothers
TOL
$14.3B
| $24K | ﹤0.01% |
829
-6,148
| -88% | -$172K |
|
|
BIG
2271
CALL
DELISTED
Big Lots, Inc.
BIG
| $23K | ﹤0.01% |
500
-2,000
| -80% | -$80.2K |
|
2272
CALL
Eli Lilly
LLY
$1.05T
| $22K | ﹤0.01% |
300
-266,700
| -100% | -$20.2M |
|
|
PRFT
2273
PUT
DELISTED
Perficient Inc
PRFT
| $22K | ﹤0.01% |
1,000
| – | – |
|
|
ALR
2274
DELISTED
Alere Inc
ALR
| $22K | ﹤0.01% |
+437
| New | +$20.9K |
|
2275
Ally Financial
ALLY
$13.3B
| $21K | ﹤0.01% |
1,106
-122,670
| -99% | -$2.11M |
|
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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.