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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 | |
|---|---|---|---|---|---|---|
251
PUT
Under Armour
UAA
$2.84B
| $19.3M | 0.04% |
457,827
+335,767
| +275% | +$13.2M |
|
252
CALL
Eagle Materials
EXP
$6.29B
| $18.9M | 0.04% |
270,000
+269,800
| +134,900% | +$15.7M |
|
253
PUT
Starbucks
SBUX
$120B
| $18.6M | 0.04% |
311,600
+111,700
| +56% | +$6.5M |
|
254
CALL
Cummins
CMI
$87.5B
| $18.4M | 0.04% |
166,900
-59,800
| -26% | -$5.78M |
|
|
AMJ
255
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $18.3M | 0.04% |
+674,100
| New | +$17M |
|
|
ENLK
256
CALL
DELISTED
EnLink Midstream Partners, LP
ENLK
| $18.1M | 0.04% |
1,498,600
+998,600
| +200% | +$11M |
|
|
CYB
257
PUT
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $18M | 0.04% |
+720,200
| New | +$17.7M |
|
258
CALL
Capri Holdings
CPRI
$1.83B
| $17.8M | 0.04% |
313,300
+159,200
| +103% | +$7.86M |
|
259
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $17.8M | 0.04% |
+150,000
| New | +$17.2M |
|
260
PUT
PepsiCo
PEP
$190B
| $17.8M | 0.04% |
173,600
-735,200
| -81% | -$72.6M |
|
261
PUT
Costco
COST
$422B
| $17.8M | 0.04% |
112,900
+30,000
| +36% | +$4.55M |
|
262
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
| $17.3M | 0.04% |
459,739
+459,394
| +133,158% | +$16.9M |
|
263
PUT
Advance Auto Parts
AAP
$3.35B
| $17.3M | 0.04% |
107,900
-101,700
| -49% | -$15.3M |
|
264
General Mills
GIS
$19.1B
| $17.1M | 0.04% |
269,189
-47,508
| -15% | -$2.76M |
|
265
CALL
EOG Resources
EOG
$79.2B
| $17.1M | 0.04% |
234,900
+149,800
| +176% | +$10.4M |
|
266
PUT
A.O. Smith
AOS
$8.17B
| $16.9M | 0.04% |
443,200
+4,600
| +1% | +$161K |
|
267
CALL
Halliburton
HAL
$26.9B
| $16.8M | 0.04% |
471,600
-671,400
| -59% | -$21.9M |
|
|
JWN
268
CALL
DELISTED
Nordstrom
JWN
| $16.8M | 0.04% |
293,800
+240,800
| +454% | +$12.4M |
|
|
269
CALL
A.O. Smith
AOS
$8.17B
| $16.7M | 0.04% |
438,800
-139,000
| -24% | -$4.86M |
|
270
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$246M
| $16.6M | 0.04% |
+1
| New | +$46.1M |
|
271
CALL
Cognizant
CTSH
$24.9B
| $16.5M | 0.04% |
263,600
-158,300
| -38% | -$9.2M |
|
272
CALL
Paychex
PAYX
$41.6B
| $16.5M | 0.04% |
304,800
+207,500
| +213% | +$10.5M |
|
273
CALL
American International
AIG
$41.7B
| $16.3M | 0.04% |
301,400
-161,300
| -35% | -$8.71M |
|
|
WCG
274
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $16M | 0.04% |
172,500
+72,500
| +73% | +$6.01M |
|
275
CALL
Terex
TEX
$7.18B
| $16M | 0.04% |
+641,900
| New | +$13.4M |
|
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.