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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 | |
|---|---|---|---|---|---|---|
1951
PUT
IMAX
IMAX
$2.83B
| $107K | ﹤0.01% |
3,400
+2,700
| +386% | +$82.6K |
|
1952
CALL
Middleby
MIDD
$4.81B
| $107K | ﹤0.01% |
1,000
-2,200
| -69% | -$207K |
|
|
AVP
1953
CALL
DELISTED
Avon Products, Inc.
AVP
| $107K | ﹤0.01% |
22,200
-309,700
| -93% | -$1.11M |
|
|
FINL
1954
DELISTED
Finish Line
FINL
| $105K | ﹤0.01% |
4,984
+3,054
| +158% | +$56.6K |
|
1955
CALL
Jacobs Solutions
J
$16.6B
| $104K | ﹤0.01% |
2,902
-5,923
| -67% | -$193K |
|
1956
Omega Healthcare
OHI
$14.3B
| $104K | ﹤0.01% |
2,942
+1,481
| +101% | +$48.5K |
|
|
TEN
1957
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $103K | ﹤0.01% |
2,000
+1,900
| +1,900% | +$83.3K |
|
|
KSU
1958
CALL
DELISTED
Kansas City Southern
KSU
| $103K | ﹤0.01% |
1,200
-23,500
| -95% | -$1.83M |
|
|
DNB
1959
PUT
DELISTED
Dun & Bradstreet
DNB
| $103K | ﹤0.01% |
1,000
-200
| -17% | -$19.4K |
|
1960
CALL
Mid-America Apartment Communities
MAA
$14.8B
| $102K | ﹤0.01% |
+1,000
| New | +$92.8K |
|
|
1961
PUT
Mid-America Apartment Communities
MAA
$14.8B
| $102K | ﹤0.01% |
+1,000
| New | +$92.8K |
|
1962
OSI Systems
OSIS
$3.15B
| $102K | ﹤0.01% |
1,563
+1,513
| +3,026% | +$100K |
|
|
IPCI
1963
CALL
DELISTED
Intellipharmaceuticals International Inc.
IPCI
| $102K | ﹤0.01% |
+5,000
| New | +$111K |
|
|
CAB
1964
PUT
DELISTED
Cabela's Inc
CAB
| $102K | ﹤0.01% |
+2,100
| New | +$94.3K |
|
1965
CALL
Melco Resorts & Entertainment
MLCO
$1.93B
| $101K | ﹤0.01% |
6,100
+4,500
| +281% | +$68.3K |
|
1966
PUT
iShares Semiconductor ETF
SOXX
$43.7B
| $101K | ﹤0.01% |
+3,300
| New | +$92.6K |
|
|
WP
1967
DELISTED
Worldpay, Inc.
WP
| $101K | ﹤0.01% |
+1,883
| New | +$92.1K |
|
|
ALR
1968
CALL
DELISTED
Alere Inc
ALR
| $101K | ﹤0.01% |
+2,000
| New | +$95.8K |
|
1969
CALL
Ametek
AME
$54.3B
| $100K | ﹤0.01% |
2,000
-7,100
| -78% | -$338K |
|
|
PDS
1970
PUT
Precision Drilling
PDS
$1.15B
| $99K | ﹤0.01% |
+1,175
| New | +$83.8K |
|
1971
PUT
Franco-Nevada
FNV
$51.4B
| $98K | ﹤0.01% |
1,600
-31,000
| -95% | -$1.66M |
|
1972
PUT
Keurig Dr Pepper
KDP
$43.8B
| $98K | ﹤0.01% |
1,100
-7,400
| -87% | -$675K |
|
|
RAI
1973
DELISTED
Reynolds American Inc
RAI
| $98K | ﹤0.01% |
1,951
+466
| +31% | +$22.9K |
|
1974
CALL
Moody's
MCO
$82.5B
| $97K | ﹤0.01% |
1,000
-1,700
| -63% | -$153K |
|
|
ELLI
1975
DELISTED
Ellie Mae Inc
ELLI
| $97K | ﹤0.01% |
+1,072
| New | +$80.2K |
|
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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.