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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 | |
|---|---|---|---|---|---|---|
1901
CALL
Healthpeak Properties
DOC
$14B
| $130K | ﹤0.01% |
4,392
-6,478
| -60% | -$194K |
|
1902
PUT
Quest Diagnostics
DGX
$26B
| $129K | ﹤0.01% |
1,800
-3,600
| -67% | -$241K |
|
1903
iShares MSCI Italy ETF
EWI
$1.11B
| $129K | ﹤0.01% |
5,274
+341
| +7% | +$8.2K |
|
1904
PUT
FMC
FMC
$1.54B
| $129K | ﹤0.01% |
3,690
+2,306
| +167% | +$74.8K |
|
1905
CALL
iShares US Telecommunications ETF
IYZ
$1.23B
| $129K | ﹤0.01% |
+4,200
| New | +$119K |
|
1906
PUT
Ingredion
INGR
$6.32B
| $128K | ﹤0.01% |
1,200
+800
| +200% | +$79.7K |
|
1907
PUT
Jack in the Box
JACK
$287M
| $128K | ﹤0.01% |
2,000
-52,700
| -96% | -$3.71M |
|
|
MIC
1908
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $126K | ﹤0.01% |
+1,861
| New | +$118K |
|
1909
CALL
CDW
CDW
$17.9B
| $125K | ﹤0.01% |
3,000
+1,900
| +173% | +$74.1K |
|
1910
PUT
Commault Systems
CVLT
$5.45B
| $125K | ﹤0.01% |
2,900
+1,400
| +93% | +$51.8K |
|
1911
PUT
Hormel Foods
HRL
$11.5B
| $125K | ﹤0.01% |
+2,900
| New | +$121K |
|
|
NTRI
1912
PUT
DELISTED
NutriSystem, Inc.
NTRI
| $125K | ﹤0.01% |
+6,000
| New | +$119K |
|
|
GG
1913
DELISTED
Goldcorp Inc
GG
| $125K | ﹤0.01% |
7,720
-618,410
| -99% | -$8.59M |
|
1914
PUT
Casey's General Stores
CASY
$23.4B
| $124K | ﹤0.01% |
+1,100
| New | +$123K |
|
1915
PUT
Aecom
ACM
$8.19B
| $123K | ﹤0.01% |
4,000
-13,200
| -77% | -$366K |
|
1916
PUT
Diamondback Energy
FANG
$56.7B
| $123K | ﹤0.01% |
+1,600
| New | +$113K |
|
|
WUBA
1917
PUT
DELISTED
58.com Inc
WUBA
| $122K | ﹤0.01% |
2,200
-3,700
| -63% | -$204K |
|
|
RGC
1918
PUT
DELISTED
Regal Entertainment Group
RGC
| $122K | ﹤0.01% |
+5,800
| New | +$111K |
|
1919
PUT
Stratasys
SSYS
$670M
| $120K | ﹤0.01% |
4,600
-13,700
| -75% | -$279K |
|
1920
Walmart Inc
WMT
$840B
| $120K | ﹤0.01% |
5,259
-1,235,364
| -100% | -$27.1M |
|
|
TRQ
1921
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $120K | ﹤0.01% |
4,710
-145,946
| -97% | -$3.3M |
|
1922
PUT
Alarm.com
ALRM
$2.7B
| $119K | ﹤0.01% |
+5,000
| New | +$91.3K |
|
|
MNDT
1923
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $119K | ﹤0.01% |
6,600
-644,400
| -99% | -$10.5M |
|
|
AXON
1924
CALL
Axon Enterprise
AXON
$39.8B
| $118K | ﹤0.01% |
6,000
+5,100
| +567% | +$87.5K |
|
1925
PUT
Broadridge
BR
$19.2B
| $118K | ﹤0.01% |
2,000
+1,400
| +233% | +$76.4K |
|
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.