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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 | |
|---|---|---|---|---|---|---|
576
PUT
Ulta Beauty
ULTA
$23B
| $5.05M | 0.01% |
26,100
+4,200
| +19% | +$732K |
|
|
PARA
577
PUT
DELISTED
Paramount Global Class B
PARA
| $5.04M | 0.01% |
91,400
-58,600
| -39% | -$2.85M |
|
578
PUT
Progressive
PGR
$122B
| $5M | 0.01% |
142,300
+23,200
| +19% | +$742K |
|
|
TTM
579
PUT
DELISTED
Tata Motors Limited
TTM
| $4.99M | 0.01% |
171,800
-120,200
| -41% | -$3.03M |
|
580
PUT
NextEra Energy
NEE
$181B
| $4.97M | 0.01% |
168,000
+81,600
| +94% | +$2.29M |
|
581
CALL
Vipshop
VIPS
$7.47B
| $4.91M | 0.01% |
381,400
+173,200
| +83% | +$2.17M |
|
|
TTM
582
CALL
DELISTED
Tata Motors Limited
TTM
| $4.86M | 0.01% |
167,200
+200
| +0.1% | +$5.05K |
|
583
CALL
State Street SPDR S&P Dividend ETF
SDY
$23.6B
| $4.84M | 0.01% |
+60,500
| New | +$4.48M |
|
584
PUT
Macy's
M
$6.83B
| $4.82M | 0.01% |
109,300
-69,600
| -39% | -$2.88M |
|
585
CALL
Eldorado Gold
EGO
$8.37B
| $4.82M | 0.01% |
304,820
+192,820
| +172% | +$2.79M |
|
586
CALL
AngloGold Ashanti
AU
$41.3B
| $4.79M | 0.01% |
350,000
+349,800
| +174,900% | +$3.79M |
|
587
PUT
NXP Semiconductors
NXPI
$56.5B
| $4.79M | 0.01% |
59,100
+35,640
| +152% | +$2.66M |
|
|
DD
588
PUT
DELISTED
Du Pont De Nemours E I
DD
| $4.79M | 0.01% |
75,600
-395,500
| -84% | -$23.7M |
|
589
Yelp
YELP
$1.47B
| $4.79M | 0.01% |
240,723
-140,695
| -37% | -$2.88M |
|
590
CALL
Transocean
RIG
$5.7B
| $4.78M | 0.01% |
522,500
-60,200
| -10% | -$599K |
|
591
Hilton Worldwide
HLT
$70.7B
| $4.76M | 0.01% |
70,446
+69,954
| +14,218% | +$4.16M |
|
592
PUT
Dycom Industries
DY
$12.5B
| $4.75M | 0.01% |
+73,400
| New | +$4.48M |
|
|
MLNX
593
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $4.72M | 0.01% |
86,800
+84,600
| +3,845% | +$3.92M |
|
594
D.R. Horton
DHI
$41B
| $4.68M | 0.01% |
154,866
+109,673
| +243% | +$3.01M |
|
|
POT
595
DELISTED
Potash Corp Of Saskatchewan
POT
| $4.67M | 0.01% |
274,350
+228,556
| +499% | +$3.84M |
|
596
Blackstone
BX
$108B
| $4.66M | 0.01% |
166,143
-16,884
| -9% | -$446K |
|
|
DRII
597
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $4.66M | 0.01% |
191,622
+184,122
| +2,455% | +$3.94M |
|
598
Jones Lang LaSalle
JLL
$16.8B
| $4.65M | 0.01% |
39,655
+39,648
| +566,400% | +$4.8M |
|
599
Illumina
ILMN
$29.9B
| $4.59M | 0.01% |
+29,121
| New | +$4.45M |
|
|
SKX
600
PUT
DELISTED
Skechers
SKX
| $4.57M | 0.01% |
150,000
+149,600
| +37,400% | +$4.5M |
|
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.