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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 | |
|---|---|---|---|---|---|---|
2276
CALL
Booz Allen Hamilton
BAH
$9.2B
| $21K | ﹤0.01% |
700
| – | – |
|
2277
PUT
Annaly Capital Management
NLY
$17.5B
| $21K | ﹤0.01% |
500
-2,250
| -82% | -$88.3K |
|
2278
Option Care Health
OPCH
$3.6B
| $21K | ﹤0.01% |
+2,435
| New | +$18.2K |
|
2279
Wabtec
WAB
$49.6B
| $21K | ﹤0.01% |
+264
| New | +$18.3K |
|
|
EXPR
2280
CALL
DELISTED
Express, Inc.
EXPR
| $21K | ﹤0.01% |
50
+10
| +25% | +$3.59K |
|
|
EXPR
2281
PUT
DELISTED
Express, Inc.
EXPR
| $21K | ﹤0.01% |
50
-700
| -93% | -$251K |
|
|
TSRO
2282
DELISTED
TESARO, Inc.
TSRO
| $21K | ﹤0.01% |
+475
| New | +$19.1K |
|
|
PDS
2283
Precision Drilling
PDS
$981M
| $20K | ﹤0.01% |
+236
| New | +$16.8K |
|
|
MENT
2284
CALL
DELISTED
Mentor Graphics Corp
MENT
| $20K | ﹤0.01% |
1,000
+900
| +900% | +$16.4K |
|
2285
PUT
Estee Lauder
EL
$31.9B
| $19K | ﹤0.01% |
200
| – | – |
|
2286
CALL
MaxLinear
MXL
$6.82B
| $19K | ﹤0.01% |
+1,000
| New | +$15.9K |
|
2287
PUT
Scholastic
SCHL
$789M
| $19K | ﹤0.01% |
+500
| New | +$17.8K |
|
|
COL
2288
DELISTED
Rockwell Collins
COL
| $19K | ﹤0.01% |
204
+109
| +115% | +$9.46K |
|
|
VA
2289
CALL
DELISTED
Virgin America Inc.
VA
| $19K | ﹤0.01% |
500
| – | – |
|
2290
CALL
Groupon
GRPN
$954M
| $18K | ﹤0.01% |
230
-2,360
| -91% | -$163K |
|
2291
TE Connectivity
TEL
$62.5B
| $18K | ﹤0.01% |
288
-489
| -63% | -$28.4K |
|
2292
W.R. Berkley
WRB
$26.7B
| $18K | ﹤0.01% |
+1,060
| New | +$16.3K |
|
2293
PUT
Zoetis
ZTS
$30.4B
| $18K | ﹤0.01% |
400
-350,000
| -100% | -$14.9M |
|
|
P
2294
CALL
DELISTED
Pandora Media Inc
P
| $18K | ﹤0.01% |
2,000
-3,126,600
| -100% | -$30.7M |
|
2295
CACI
CACI
$14.2B
| $17K | ﹤0.01% |
+156
| New | +$14.6K |
|
|
HIMX
2296
CALL
Himax Technologies
HIMX
$2.5B
| $17K | ﹤0.01% |
+1,500
| New | +$13.2K |
|
2297
PUT
Insight Enterprises
NSIT
$4.57B
| $17K | ﹤0.01% |
+600
| New | +$15.1K |
|
2298
CALL
Genpact
G
$5.81B
| $16K | ﹤0.01% |
+600
| New | +$15.2K |
|
2299
PUT
Itaú Unibanco
ITUB
$88.5B
| $16K | ﹤0.01% |
4,309
-3,245,405
| -100% | -$9.89M |
|
2300
News Corp Class A
NWSA
$15.5B
| $16K | ﹤0.01% |
1,249
+667
| +115% | +$7.9K |
|
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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.