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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 | |
|---|---|---|---|---|---|---|
|
HIFR
901
DELISTED
InfraREIT, Inc.
HIFR
| $2.05M | ﹤0.01% |
+120,100
| New | +$2.19M |
|
|
TWC
902
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $2.05M | ﹤0.01% |
10,000
-10,400
| -51% | -$1.97M |
|
|
WFM
903
PUT
DELISTED
Whole Foods Market Inc
WFM
| $2.04M | ﹤0.01% |
65,600
-1,131,500
| -95% | -$35.4M |
|
|
ARII
904
PUT
DELISTED
American Railcar Industries, Inc.
ARII
| $2.04M | ﹤0.01% |
+50,000
| New | +$2.09M |
|
|
QLIK
905
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.02M | ﹤0.01% |
70,000
-40,000
| -36% | -$1M |
|
|
FITB
906
CALL
Fifth Third Bancorp
FITB
$52.4B
| $2.02M | ﹤0.01% |
121,000
+27,800
| +30% | +$457K |
|
907
PUT
AMC Global Media
AMCX
$501M
| $2M | ﹤0.01% |
30,800
+30,700
| +30,700% | +$2.1M |
|
908
AB InBev
BUD
$167B
| $2M | ﹤0.01% |
16,033
-21,871
| -58% | -$2.6M |
|
909
CALL
Consolidated Edison
ED
$40B
| $1.99M | ﹤0.01% |
26,000
+9,700
| +60% | +$689K |
|
|
CIE
910
CALL
DELISTED
Cobalt International Energy, Inc
CIE
| $1.99M | ﹤0.01% |
44,667
+27,667
| +163% | +$1.32M |
|
911
CALL
iShares US Transportation ETF
IYT
$2.31B
| $1.98M | ﹤0.01% |
55,600
+52,800
| +1,886% | +$1.73M |
|
912
CALL
Johnson Controls International
JCI
$93.1B
| $1.97M | ﹤0.01% |
+48,227
| New | +$1.84M |
|
913
PUT
Ciena
CIEN
$58.2B
| $1.96M | ﹤0.01% |
103,200
+101,200
| +5,060% | +$1.87M |
|
|
SWC
914
DELISTED
Stillwater Mining Co
SWC
| $1.95M | ﹤0.01% |
182,708
+122,614
| +204% | +$981K |
|
915
CALL
TechnipFMC
FTI
$27.5B
| $1.95M | ﹤0.01% |
+95,558
| New | +$1.8M |
|
916
PUT
LyondellBasell Industries
LYB
$19.7B
| $1.94M | ﹤0.01% |
22,700
-144,000
| -86% | -$11.6M |
|
|
KG
917
CALL
Kestrel Group
KG
$70.5M
| $1.94M | ﹤0.01% |
+7,500
| New | +$1.95M |
|
918
CALL
Archer Daniels Midland
ADM
$38.5B
| $1.94M | ﹤0.01% |
53,300
+39,600
| +289% | +$1.38M |
|
|
ATVI
919
DELISTED
Activision Blizzard
ATVI
| $1.93M | ﹤0.01% |
+57,155
| New | +$1.87M |
|
920
PUT
VeriSign
VRSN
$27B
| $1.92M | ﹤0.01% |
21,700
+18,900
| +675% | +$1.54M |
|
921
PUT
Duke Energy
DUK
$96.9B
| $1.92M | ﹤0.01% |
23,800
-24,400
| -51% | -$1.85M |
|
922
PUT
Monster Beverage
MNST
$92.1B
| $1.92M | ﹤0.01% |
86,400
+62,400
| +260% | +$1.39M |
|
923
CALL
Kohl's
KSS
$2.28B
| $1.91M | ﹤0.01% |
41,000
-21,900
| -35% | -$1.03M |
|
|
RHT
924
CALL
DELISTED
Red Hat Inc
RHT
| $1.9M | ﹤0.01% |
25,500
+25,200
| +8,400% | +$1.78M |
|
925
CALL
LendingTree
TREE
$474M
| $1.9M | ﹤0.01% |
+19,400
| New | +$1.52M |
|
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.