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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 | |
|---|---|---|---|---|---|---|
1201
Steel Dynamics
STLD
$34.5B
| $940K | ﹤0.01% |
41,781
+18,560
| +80% | +$350K |
|
|
IDTI
1202
PUT
DELISTED
Integrated Device Technology I
IDTI
| $940K | ﹤0.01% |
46,000
+26,100
| +131% | +$549K |
|
1203
PUT
GameStop
GME
$8.92B
| $938K | ﹤0.01% |
118,400
+79,200
| +202% | +$569K |
|
1204
PUT
Textron
TXT
$13.7B
| $937K | ﹤0.01% |
25,700
+7,200
| +39% | +$253K |
|
1205
CALL
Edison International
EIX
$22.1B
| $934K | ﹤0.01% |
13,000
-12,900
| -50% | -$837K |
|
1206
PUT
Applied Materials
AMAT
$372B
| $933K | ﹤0.01% |
44,100
-219,200
| -83% | -$4M |
|
1207
CALL
Crown Castle
CCI
$32B
| $933K | ﹤0.01% |
10,800
+9,700
| +882% | +$822K |
|
1208
CALL
Cinemark Holdings
CNK
$4.1B
| $932K | ﹤0.01% |
26,000
+24,200
| +1,344% | +$768K |
|
|
IPHI
1209
DELISTED
INPHI CORPORATION
IPHI
| $932K | ﹤0.01% |
+27,966
| New | +$747K |
|
|
VMRK
1210
CALL
Vivmark Residential
VMRK
$50.3B
| $931K | ﹤0.01% |
12,400
-2,800
| -18% | -$209K |
|
1211
PUT
Fluor
FLR
$7.33B
| $929K | ﹤0.01% |
17,300
-44,000
| -72% | -$2.07M |
|
1212
PUT
Cheniere Energy
LNG
$57B
| $929K | ﹤0.01% |
27,400
-267,100
| -91% | -$8.66M |
|
1213
PUT
Middleby
MIDD
$4.79B
| $928K | ﹤0.01% |
8,700
-13,100
| -60% | -$1.23M |
|
1214
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
| $927K | ﹤0.01% |
8,402
+8,401
| +840,100% | +$895K |
|
1215
PUT
Alamos Gold
AGI
$15.5B
| $926K | ﹤0.01% |
+175,000
| New | +$718K |
|
1216
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $924K | ﹤0.01% |
5
| – | – |
|
|
1217
DuPont de Nemours
DD
$17.3B
| $922K | ﹤0.01% |
7,161
-318,371
| -98% | -$38.2M |
|
1218
PUT
Republic Services
RSG
$68.1B
| $919K | ﹤0.01% |
19,300
+6,800
| +54% | +$309K |
|
|
CMA
1219
PUT
DELISTED
Comerica
CMA
| $916K | ﹤0.01% |
24,200
+22,000
| +1,000% | +$793K |
|
|
SCG
1220
PUT
DELISTED
Scana
SCG
| $912K | ﹤0.01% |
+13,000
| New | +$840K |
|
1221
PUT
Sherwin-Williams
SHW
$77.8B
| $910K | ﹤0.01% |
9,600
+3,300
| +52% | +$289K |
|
1222
PUT
PACCAR
PCAR
$64.2B
| $907K | ﹤0.01% |
24,900
-23,850
| -49% | -$799K |
|
1223
Papa John's
PZZA
$712M
| $907K | ﹤0.01% |
+16,732
| New | +$879K |
|
|
PX
1224
DELISTED
Praxair Inc
PX
| $906K | ﹤0.01% |
7,915
-2,540
| -24% | -$265K |
|
|
ANDV
1225
PUT
DELISTED
Andeavor
ANDV
| $903K | ﹤0.01% |
10,500
-11,400
| -52% | -$979K |
|
Similar funds
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.