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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 | |
|---|---|---|---|---|---|---|
626
CALL
SolarEdge
SEDG
$2.74B
| $4.27M | 0.01% |
+170,000
| New | +$4.45M |
|
627
CALL
Zillow
Z
$8.04B
| $4.27M | 0.01% |
180,000
-130,000
| -42% | -$2.72M |
|
|
QEP
628
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $4.23M | 0.01% |
+300,000
| New | +$3.47M |
|
629
CALL
Rio Tinto
RIO
$156B
| $4.23M | 0.01% |
149,700
-261,800
| -64% | -$6.97M |
|
630
PUT
Accenture
ACN
$101B
| $4.2M | 0.01% |
36,400
-4,500
| -11% | -$462K |
|
631
PUT
Corning
GLW
$126B
| $4.2M | 0.01% |
200,900
-545,500
| -73% | -$10.1M |
|
632
CALL
Masco
MAS
$14.7B
| $4.18M | 0.01% |
132,900
+130,900
| +6,545% | +$3.61M |
|
633
CALL
AMC Entertainment Holdings
AMC
$2.54B
| $4.16M | 0.01% |
14,850
+14,480
| +3,914% | +$3.47M |
|
634
PUT
Welltower
WELL
$168B
| $4.15M | 0.01% |
59,800
+41,100
| +220% | +$2.65M |
|
635
iShares MSCI Germany ETF
EWG
$1.6B
| $4.11M | 0.01% |
159,667
-512,209
| -76% | -$12.5M |
|
|
WBA
636
DELISTED
Walgreens Boots Alliance
WBA
| $4.1M | 0.01% |
48,683
+43,332
| +810% | +$3.46M |
|
637
Restaurant Brands International
QSR
$25.3B
| $4.09M | 0.01% |
105,277
-3,834
| -4% | -$133K |
|
|
BBBY
638
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.08M | 0.01% |
82,200
-143,500
| -64% | -$6.72M |
|
|
RAD
639
CALL
DELISTED
Rite Aid Corporation
RAD
| $4.08M | 0.01% |
25,000
-34,975
| -58% | -$5.52M |
|
|
RAD
640
PUT
DELISTED
Rite Aid Corporation
RAD
| $4.08M | 0.01% |
25,000
-54,955
| -69% | -$8.67M |
|
641
CALL
NXP Semiconductors
NXPI
$56.5B
| $4.07M | 0.01% |
50,200
+34,985
| +230% | +$2.61M |
|
642
PUT
Mastercard
MA
$500B
| $4.07M | 0.01% |
43,000
-19,400
| -31% | -$1.72M |
|
643
PUT
GoPro
GPRO
$131M
| $4.01M | 0.01% |
335,300
-53,300
| -14% | -$661K |
|
|
SIX
644
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $4M | 0.01% |
72,000
+58,600
| +437% | +$3.02M |
|
|
MDRX
645
CALL
DELISTED
Veradigm Inc. Common Stock
MDRX
| $3.98M | 0.01% |
+301,200
| New | +$3.95M |
|
646
CALL
MACOM Technology Solutions
MTSI
$19.5B
| $3.96M | 0.01% |
+90,400
| New | +$3.54M |
|
|
PNRA
647
PUT
DELISTED
Panera Bread Co
PNRA
| $3.95M | 0.01% |
19,300
-51,200
| -73% | -$10.2M |
|
648
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $3.95M | 0.01% |
107,054
-78,077
| -42% | -$3.02M |
|
|
DISH
649
DELISTED
DISH Network Corp.
DISH
| $3.94M | 0.01% |
85,124
-36,995
| -30% | -$1.78M |
|
650
CALL
Regions Financial
RF
$26.9B
| $3.94M | 0.01% |
501,300
+434,700
| +653% | +$3.5M |
|
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.