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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$45.6B
AUM Growth
-$3.59B
(-7.3%)
Cap. Flow
-$3.5B
Cap. Flow
% of AUM
-7.66%
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 | Consumer Discretionary | 0.42% |
| 2 | Financials | 0.41% |
| 3 | Technology | 0.36% |
| 4 | Industrials | 0.22% |
| 5 | Healthcare | 0.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Tyson Foods
TSN
$20.4B
| $23.1M | 0.05% |
346,300
+227,800
| +192% | +$13.7M |
|
227
CALL
Newmont
NEM
$98.7B
| $23.1M | 0.05% |
867,700
+324,200
| +60% | +$7.5M |
|
228
CALL
Nasdaq
NDAQ
$52.7B
| $23M | 0.05% |
1,038,900
+1,010,400
| +3,545% | +$20.8M |
|
229
Citigroup
C
$222B
| $22.8M | 0.05% |
547,033
-149,202
| -21% | -$6.23M |
|
230
CALL
Freeport-McMoran
FCX
$90B
| $22.5M | 0.05% |
2,173,100
+166,300
| +8% | +$1.17M |
|
231
CALL
JB Hunt Transport Services
JBHT
$25.5B
| $22.3M | 0.05% |
265,100
+258,900
| +4,176% | +$19.6M |
|
232
CALL
Prudential Financial
PRU
$42.4B
| $22.1M | 0.05% |
305,800
-47,200
| -13% | -$3.29M |
|
233
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $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
$211B
| $21.4M | 0.05% |
147,629
+130,656
| +770% | +$16.7M |
|
236
CALL
Advance Auto Parts
AAP
$3.35B
| $21.3M | 0.05% |
132,700
-142,400
| -52% | -$21.4M |
|
237
PUT
CVS Health
CVS
$133B
| $21.1M | 0.05% |
203,700
-313,700
| -61% | -$30.5M |
|
238
CALL
United Parks & Resorts
PRKS
$2.1B
| $21M | 0.05% |
996,200
-40,700
| -4% | -$761K |
|
239
CALL
Texas Instruments
TXN
$252B
| $20.5M | 0.04% |
356,900
+255,500
| +252% | +$13.6M |
|
240
Delta Air Lines
DAL
$57.5B
| $20.5M | 0.04% |
420,321
+414,329
| +6,915% | +$19.4M |
|
241
CALL
Boeing
BA
$171B
| $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
$28B
| $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
$1.64B
| $19.7M | 0.04% |
+650,000
| New | +$19.3M |
|
246
PUT
Rio Tinto
RIO
$158B
| $19.7M | 0.04% |
696,800
+67,900
| +11% | +$1.81M |
|
247
PUT
Walmart Inc
WMT
$885B
| $19.4M | 0.04% |
851,400
-1,457,700
| -63% | -$32M |
|
248
CALL
Genesis Energy
GEL
$1.87B
| $19.4M | 0.04% |
610,000
+550,000
| +917% | +$15.3M |
|
249
CALL
General Mills
GIS
$19.1B
| $19.4M | 0.04% |
305,800
-193,700
| -39% | -$11.3M |
|
250
PUT
Philip Morris
PM
$297B
| $19.3M | 0.04% |
197,100
-149,700
| -43% | -$13.7M |
|
Similar funds
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 withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.
Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.
- 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.