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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 | |
|---|---|---|---|---|---|---|
226
PUT
Tyson Foods
TSN
$18.4B
| $23.1M | 0.05% |
346,300
+227,800
| +192% | +$13.7M |
|
227
CALL
Newmont
NEM
$134B
| $23.1M | 0.05% |
867,700
+324,200
| +60% | +$7.5M |
|
228
CALL
Nasdaq
NDAQ
$53.1B
| $23M | 0.05% |
1,038,900
+1,010,400
| +3,545% | +$20.8M |
|
229
Citigroup
C
$229B
| $22.8M | 0.05% |
547,033
-149,202
| -21% | -$6.23M |
|
230
CALL
Freeport-McMoran
FCX
$110B
| $22.5M | 0.05% |
2,173,100
+166,300
| +8% | +$1.17M |
|
231
CALL
JB Hunt Transport Services
JBHT
$25.8B
| $22.3M | 0.05% |
265,100
+258,900
| +4,176% | +$19.6M |
|
232
CALL
Prudential Financial
PRU
$41.2B
| $22.1M | 0.05% |
305,800
-47,200
| -13% | -$3.29M |
|
233
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.3B
| $21.8M | 0.05% |
422,700
+322,700
| +323% | +$16.8M |
|
|
XLNX
234
CALL
DELISTED
Xilinx Inc
XLNX
| $21.5M | 0.05% |
453,300
-317,700
| -41% | -$14.9M |
|
235
IBM
IBM
$219B
| $21.4M | 0.05% |
147,629
+130,656
| +770% | +$16.7M |
|
236
CALL
Advance Auto Parts
AAP
$2.57B
| $21.3M | 0.05% |
132,700
-142,400
| -52% | -$21.4M |
|
237
PUT
CVS Health
CVS
$123B
| $21.1M | 0.05% |
203,700
-313,700
| -61% | -$30.5M |
|
238
CALL
United Parks & Resorts
PRKS
$1.85B
| $21M | 0.05% |
996,200
-40,700
| -4% | -$761K |
|
239
CALL
Texas Instruments
TXN
$236B
| $20.5M | 0.04% |
356,900
+255,500
| +252% | +$13.6M |
|
240
Delta Air Lines
DAL
$51.9B
| $20.5M | 0.04% |
420,321
+414,329
| +6,915% | +$19.4M |
|
241
CALL
Boeing
BA
$167B
| $20.4M | 0.04% |
160,500
+21,900
| +16% | +$2.72M |
|
|
X
242
PUT
DELISTED
US Steel
X
| $20.2M | 0.04% |
1,259,300
+168,900
| +15% | +$1.68M |
|
243
PUT
Dollar General
DG
$28.2B
| $20.2M | 0.04% |
235,800
+8,200
| +4% | +$621K |
|
|
WBA
244
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $19.9M | 0.04% |
235,700
-151,600
| -39% | -$12.1M |
|
245
PUT
State Street SPDR S&P Bank ETF
KBE
$1.59B
| $19.7M | 0.04% |
+650,000
| New | +$19.3M |
|
246
PUT
Rio Tinto
RIO
$169B
| $19.7M | 0.04% |
696,800
+67,900
| +11% | +$1.81M |
|
247
PUT
Walmart Inc
WMT
$841B
| $19.4M | 0.04% |
851,400
-1,457,700
| -63% | -$32M |
|
248
CALL
Genesis Energy
GEL
$1.93B
| $19.4M | 0.04% |
610,000
+550,000
| +917% | +$15.3M |
|
249
CALL
General Mills
GIS
$20.2B
| $19.4M | 0.04% |
305,800
-193,700
| -39% | -$11.3M |
|
250
PUT
Philip Morris
PM
$288B
| $19.3M | 0.04% |
197,100
-149,700
| -43% | -$13.7M |
|
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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.