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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 | |
|---|---|---|---|---|---|---|
776
CALL
Martin Marietta Materials
MLM
$33.4B
| $2.84M | 0.01% |
17,800
+12,400
| +230% | +$1.7M |
|
777
PUT
Altria Group
MO
$114B
| $2.84M | 0.01% |
45,300
-90,100
| -67% | -$5.45M |
|
778
PUT
Kimberly-Clark
KMB
$37B
| $2.83M | 0.01% |
21,000
-57,200
| -73% | -$7.44M |
|
779
AT&T
T
$160B
| $2.82M | 0.01% |
+95,378
| New | +$2.64M |
|
780
CALL
Stellantis
STLA
$22.1B
| $2.82M | 0.01% |
353,157
+199,786
| +130% | +$1.44M |
|
781
CALL
O'Reilly Automotive
ORLY
$74.9B
| $2.82M | 0.01% |
154,500
+126,000
| +442% | +$2.15M |
|
782
PUT
MGM Resorts International
MGM
$11.7B
| $2.8M | 0.01% |
130,600
+76,400
| +141% | +$1.51M |
|
783
Ford
F
$56.8B
| $2.8M | 0.01% |
207,135
-1,913,197
| -90% | -$24.1M |
|
784
PUT
Emerson Electric
EMR
$89B
| $2.79M | 0.01% |
51,400
-101,100
| -66% | -$4.88M |
|
|
VIAB
785
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $2.79M | 0.01% |
67,600
+60,600
| +866% | +$2.41M |
|
786
CALL
PACCAR
PCAR
$71.6B
| $2.79M | 0.01% |
76,500
-109,650
| -59% | -$3.67M |
|
787
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$245M
| – | – |
0
| – | – |
|
788
PUT
Aflac
AFL
$63.7B
| $2.78M | 0.01% |
88,000
-259,800
| -75% | -$7.72M |
|
789
CALL
Roper Technologies
ROP
$38.8B
| $2.78M | 0.01% |
15,200
+12,600
| +485% | +$2.17M |
|
790
CALL
CSX Corp
CSX
$94.5B
| $2.75M | 0.01% |
320,400
-87,000
| -21% | -$706K |
|
791
CALL
Waste Management
WM
$90B
| $2.74M | 0.01% |
46,400
+26,700
| +136% | +$1.47M |
|
792
PUT
Vale
VALE
$63.1B
| $2.74M | 0.01% |
650,000
-3,100,300
| -83% | -$9.63M |
|
|
793
PUT
Martin Marietta Materials
MLM
$33.4B
| $2.73M | 0.01% |
17,100
+15,500
| +969% | +$2.13M |
|
794
CALL
Acuity Brands
AYI
$10.4B
| $2.73M | 0.01% |
12,500
+8,500
| +213% | +$1.75M |
|
795
PUT
TripAdvisor
TRIP
$1.67B
| $2.71M | 0.01% |
40,800
+14,200
| +53% | +$940K |
|
|
SCTY
796
DELISTED
SolarCity Corporation
SCTY
| $2.7M | 0.01% |
109,667
+94,263
| +612% | +$2.69M |
|
797
CALL
CF Industries
CF
$18.1B
| $2.69M | 0.01% |
85,900
-64,100
| -43% | -$2.09M |
|
798
PUT
Edison International
EIX
$27.2B
| $2.69M | 0.01% |
37,400
+27,700
| +286% | +$1.8M |
|
799
CALL
Repligen
RGEN
$8.45B
| $2.68M | 0.01% |
+100,000
| New | +$2.45M |
|
|
SHPG
800
PUT
DELISTED
Shire pic
SHPG
| $2.68M | 0.01% |
+15,600
| New | +$2.61M |
|
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.