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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-0%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$45.6B
AUM Growth
-$3.59B
(-7.3%)
Cap. Flow
-$837M
Cap. Flow
% of AUM
-1.83%
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 | Miscellaneous | 97.91% |
| 2 | Consumer Discretionary | 0.42% |
| 3 | Financials | 0.41% |
| 4 | Technology | 0.37% |
| 5 | Industrials | 0.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
951
PUT
Stellantis
STLA
$15.3B
| $1.77M | ﹤0.01% |
221,984
+160,482
| +261% | +$1.16M |
|
952
CALL
L3Harris
LHX
$46.6B
| $1.76M | ﹤0.01% |
22,600
+10,900
| +93% | +$872K |
|
953
CALL
Tower Semiconductor
TSEM
$24.5B
| $1.76M | ﹤0.01% |
145,000
+10,000
| +7% | +$126K |
|
954
Capital One
COF
$129B
| $1.75M | ﹤0.01% |
25,290
-6,728
| -21% | -$445K |
|
955
Southwest Airlines
LUV
$18.9B
| $1.75M | ﹤0.01% |
38,952
+20,783
| +114% | +$846K |
|
956
PUT
Northrop Grumman
NOC
$73.2B
| $1.74M | ﹤0.01% |
8,800
-900
| -9% | -$170K |
|
|
SWFT
957
PUT
DELISTED
Swift Transportation Company
SWFT
| $1.74M | ﹤0.01% |
93,300
-31,700
| -25% | -$514K |
|
|
SIX
958
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.74M | ﹤0.01% |
31,300
-9,500
| -23% | -$489K |
|
959
PUT
iShares US Transportation ETF
IYT
$2.1B
| $1.73M | ﹤0.01% |
48,800
+20,800
| +74% | +$680K |
|
|
ODP
960
DELISTED
ODP
ODP
| $1.73M | ﹤0.01% |
+24,343
| New | +$1.31M |
|
961
PUT
T. Rowe Price
TROW
$23B
| $1.73M | ﹤0.01% |
23,500
+16,100
| +218% | +$1.12M |
|
962
PUT
ASML
ASML
$664B
| $1.73M | ﹤0.01% |
17,200
+15,000
| +682% | +$1.35M |
|
963
CALL
Simon Property Group
SPG
$66.2B
| $1.73M | ﹤0.01% |
8,300
-112,300
| -93% | -$21.6M |
|
964
CALL
Ventas
VTR
$45.8B
| $1.72M | ﹤0.01% |
+27,300
| New | +$1.54M |
|
|
LVLT
965
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $1.72M | ﹤0.01% |
32,500
+12,900
| +66% | +$637K |
|
966
CALL
TD Synnex
SNX
$20.6B
| $1.71M | ﹤0.01% |
+37,000
| New | +$1.65M |
|
|
CVT
967
CALL
DELISTED
CVENT, INC.
CVT
| $1.71M | ﹤0.01% |
+80,000
| New | +$1.89M |
|
|
SNI
968
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.71M | ﹤0.01% |
26,100
+23,400
| +867% | +$1.39M |
|
969
PUT
Cracker Barrel
CBRL
$1.14B
| $1.71M | ﹤0.01% |
11,200
+10,800
| +2,700% | +$1.49M |
|
970
PUT
Bath & Body Works
BBWI
$3.57B
| $1.71M | ﹤0.01% |
23,998
+21,400
| +824% | +$1.53M |
|
971
PUT
Acuity Brands
AYI
$9.6B
| $1.7M | ﹤0.01% |
7,800
+3,700
| +90% | +$763K |
|
972
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.83B
| $1.7M | ﹤0.01% |
16,567
-16,766
| -50% | -$1.67M |
|
|
973
PUT
Simon Property Group
SPG
$66.2B
| $1.7M | ﹤0.01% |
8,200
-46,800
| -85% | -$8.99M |
|
974
CALL
ArcelorMittal
MT
$58B
| $1.69M | ﹤0.01% |
123,333
+105,840
| +605% | +$1.02M |
|
|
RGC
975
CALL
DELISTED
Regal Entertainment Group
RGC
| $1.69M | ﹤0.01% |
80,000
+79,000
| +7,900% | +$1.51M |
|
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TI
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's Q1 2016 filing shows 522 new, 870 increased, 980 reduced and 966 closed positions. Its largest new stake was US Bancorp: 392,705 shares worth $15.9M. The largest sale was Microsoft, an estimated $86.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.