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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 | |
|---|---|---|---|---|---|---|
|
BEL
851
PUT
DELISTED
Belmond Ltd.
BEL
| $2.37M | 0.01% |
250,000
| – | – |
|
852
CALL
Parker-Hannifin
PH
$125B
| $2.37M | 0.01% |
21,300
+13,000
| +157% | +$1.31M |
|
853
CALL
NRG Energy
NRG
$24.7B
| $2.36M | 0.01% |
+181,400
| New | +$2.07M |
|
854
CALL
Corning
GLW
$137B
| $2.36M | 0.01% |
112,800
-23,500
| -17% | -$436K |
|
855
PUT
Kroger
KR
$35.4B
| $2.33M | 0.01% |
61,000
-266,900
| -81% | -$10.3M |
|
|
DISH
856
PUT
DELISTED
DISH Network Corp.
DISH
| $2.31M | 0.01% |
50,000
-128,900
| -72% | -$6.21M |
|
857
PUT
Deere & Co
DE
$167B
| $2.31M | 0.01% |
30,000
-232,000
| -89% | -$18.2M |
|
858
PUT
CNX Resources
CNX
$5.27B
| $2.3M | 0.01% |
244,800
-165,120
| -40% | -$1.2M |
|
859
CALL
Truist Financial
TFC
$64.3B
| $2.3M | 0.01% |
69,200
-174,200
| -72% | -$5.79M |
|
860
CALL
Zillow
ZG
$8.47B
| $2.3M | 0.01% |
90,000
-70,100
| -44% | -$1.56M |
|
|
FISV
861
Fiserv Inc
FISV
$29.7B
| $2.3M | 0.01% |
44,796
+32,370
| +261% | +$1.54M |
|
862
CALL
Campbell Soup
CPB
$6.79B
| $2.29M | 0.01% |
35,900
+34,500
| +2,464% | +$2.03M |
|
|
RSX
863
PUT
DELISTED
VanEck Russia ETF
RSX
| $2.29M | 0.01% |
140,000
-4,927,700
| -97% | -$71.4M |
|
864
CALL
Aflac
AFL
$63.7B
| $2.29M | 0.01% |
72,400
-284,800
| -80% | -$8.46M |
|
|
ARRY
865
DELISTED
Array Biopharma Inc
ARRY
| $2.28M | 0.01% |
771,893
+181,451
| +31% | +$544K |
|
866
PUT
Travel + Leisure Co
TNL
$4.78B
| $2.27M | 0.01% |
65,786
+60,248
| +1,088% | +$1.91M |
|
867
PUT
Waste Management
WM
$90B
| $2.26M | 0.01% |
38,300
-80,400
| -68% | -$4.44M |
|
868
PUT
Ventas
VTR
$46.6B
| $2.24M | ﹤0.01% |
35,600
+30,900
| +657% | +$1.74M |
|
869
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $2.24M | ﹤0.01% |
100,000
-247,800
| -71% | -$5.13M |
|
870
CALL
RH
RH
$3.56B
| $2.24M | ﹤0.01% |
53,400
+50,400
| +1,680% | +$2.58M |
|
871
CALL
Workday
WDAY
$42.3B
| $2.23M | ﹤0.01% |
29,100
-432,300
| -94% | -$28.6M |
|
|
ESRX
872
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $2.23M | ﹤0.01% |
32,500
-186,400
| -85% | -$13.4M |
|
873
Check Point Software Technologies
CHKP
$12.7B
| $2.22M | ﹤0.01% |
+25,428
| New | +$2.04M |
|
874
PUT
Abbott
ABT
$182B
| $2.21M | ﹤0.01% |
52,900
-176,600
| -77% | -$7M |
|
875
CALL
Edwards Lifesciences
EW
$51.6B
| $2.21M | ﹤0.01% |
+75,000
| New | +$2.07M |
|
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.