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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 | |
|---|---|---|---|---|---|---|
801
CALL
Goodyear
GT
$2.07B
| $2.67M | 0.01% |
81,100
+2,800
| +4% | +$84.4K |
|
|
HOUS
802
DELISTED
Anywhere Real Estate
HOUS
| $2.67M | 0.01% |
74,091
+71,987
| +3,421% | +$2.36M |
|
|
TSS
803
CALL
DELISTED
Total System Services, Inc.
TSS
| $2.67M | 0.01% |
+56,200
| New | +$2.46M |
|
|
HES
804
CALL
DELISTED
Hess
HES
| $2.67M | 0.01% |
50,700
-96,300
| -66% | -$4.26M |
|
|
EMC
805
CALL
DELISTED
EMC CORPORATION
EMC
| $2.67M | 0.01% |
100,000
-1,297,800
| -93% | -$32.9M |
|
|
INXN
806
DELISTED
Interxion Holding N.V.
INXN
| $2.66M | 0.01% |
76,930
+75,091
| +4,083% | +$2.34M |
|
|
MBLY
807
CALL
DELISTED
Mobileye N.V.
MBLY
| $2.66M | 0.01% |
71,300
-7,500
| -10% | -$239K |
|
808
PUT
Mattel
MAT
$4.32B
| $2.63M | 0.01% |
78,300
+76,300
| +3,815% | +$2.32M |
|
809
CALL
Skyworks Solutions
SWKS
$10.1B
| $2.62M | 0.01% |
33,700
+22,800
| +209% | +$1.55M |
|
810
PUT
Thermo Fisher Scientific
TMO
$209B
| $2.62M | 0.01% |
18,500
+17,000
| +1,133% | +$2.28M |
|
811
PUT
Vipshop
VIPS
$7.49B
| $2.61M | 0.01% |
202,900
-14,500
| -7% | -$182K |
|
|
NBIS
812
CALL
Nebius Group N.V.
NBIS
$57.3B
| $2.61M | 0.01% |
170,300
+69,300
| +69% | +$948K |
|
813
CALL
VeriSign
VRSN
$27B
| $2.6M | 0.01% |
29,400
+21,700
| +282% | +$1.77M |
|
814
Bunge Global
BG
$20.5B
| $2.59M | 0.01% |
45,779
-5,410
| -11% | -$309K |
|
815
CALL
Teradyne
TER
$63.1B
| $2.59M | 0.01% |
119,800
+14,900
| +14% | +$291K |
|
816
CALL
Domino's
DPZ
$12.2B
| $2.58M | 0.01% |
19,600
-35,900
| -65% | -$4.28M |
|
817
PUT
HP
HPQ
$26.4B
| $2.57M | 0.01% |
208,800
-1,241,600
| -86% | -$13.3M |
|
818
Sumitomo Mitsui Financial
SMFG
$158B
| $2.57M | 0.01% |
427,921
+199,714
| +88% | +$1.25M |
|
|
ASNA
819
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $2.57M | 0.01% |
11,630
+10,300
| +774% | +$1.82M |
|
820
PUT
BlackBerry
BB
$5.2B
| $2.57M | 0.01% |
317,800
-286,200
| -47% | -$2.15M |
|
|
SFLY
821
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $2.57M | 0.01% |
55,400
+55,300
| +55,300% | +$2.36M |
|
822
PUT
Commercial Metals
CMC
$8.03B
| $2.55M | 0.01% |
+150,000
| New | +$2.2M |
|
823
PUT
Bristol-Myers Squibb
BMY
$135B
| $2.54M | 0.01% |
39,800
-64,600
| -62% | -$4.07M |
|
|
WLL
824
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $2.54M | 0.01% |
1,061
-366
| -26% | -$719K |
|
825
CALL
Conagra Brands
CAG
$7.18B
| $2.54M | 0.01% |
72,988
-15,934
| -18% | -$517K |
|
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.