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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 | |
|---|---|---|---|---|---|---|
976
CALL
ASML
ASML
$658B
| $1.68M | ﹤0.01% |
16,800
+16,100
| +2,300% | +$1.45M |
|
977
PUT
Fastenal
FAST
$57B
| $1.68M | ﹤0.01% |
136,800
-54,000
| -28% | -$587K |
|
978
CALL
Keurig Dr Pepper
KDP
$42.3B
| $1.67M | ﹤0.01% |
18,700
+7,400
| +65% | +$675K |
|
979
PUT
Avis
CAR
$4.99B
| $1.66M | ﹤0.01% |
60,700
+18,200
| +43% | +$497K |
|
980
CALL
Electronic Arts
EA
$52.9B
| $1.66M | ﹤0.01% |
25,100
-912,100
| -97% | -$58.2M |
|
981
CALL
Zoetis
ZTS
$31.9B
| $1.66M | ﹤0.01% |
37,400
-43,600
| -54% | -$1.85M |
|
|
ANAC
982
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $1.66M | ﹤0.01% |
31,000
+29
| +0.1% | +$2.14K |
|
|
ANAC
983
PUT
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $1.66M | ﹤0.01% |
31,000
| – | – |
|
|
WFT
984
PUT
DELISTED
Weatherford International plc
WFT
| $1.65M | ﹤0.01% |
212,500
-61,900
| -23% | -$418K |
|
|
QIWI
985
DELISTED
QIWI PLC
QIWI
| $1.65M | ﹤0.01% |
+113,983
| New | +$1.52M |
|
986
Gilead Sciences
GILD
$168B
| $1.63M | ﹤0.01% |
17,757
-5,535
| -24% | -$499K |
|
987
PUT
CSX Corp
CSX
$94.5B
| $1.63M | ﹤0.01% |
189,900
+115,200
| +154% | +$934K |
|
988
Transocean
RIG
$5.78B
| $1.63M | ﹤0.01% |
177,938
+174,353
| +4,863% | +$1.73M |
|
989
CALL
Danaher
DHR
$137B
| $1.62M | ﹤0.01% |
25,442
-440,398
| -95% | -$26.3M |
|
|
BBBY
990
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.62M | ﹤0.01% |
32,700
-791,800
| -96% | -$37.1M |
|
991
CALL
Tractor Supply
TSCO
$17.4B
| $1.6M | ﹤0.01% |
88,500
-125,500
| -59% | -$2.15M |
|
992
CALL
Hecla Mining
HL
$10.3B
| $1.6M | ﹤0.01% |
575,000
+235,100
| +69% | +$532K |
|
993
CALL
Sherwin-Williams
SHW
$87.8B
| $1.59M | ﹤0.01% |
16,800
+10,800
| +180% | +$945K |
|
994
FirstEnergy
FE
$27.9B
| $1.59M | ﹤0.01% |
+44,149
| New | +$1.48M |
|
995
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.59M | ﹤0.01% |
+77,000
| New | +$1.56M |
|
996
KKR & Co
KKR
$97.2B
| $1.59M | ﹤0.01% |
107,981
-111,186
| -51% | -$1.51M |
|
997
CALL
Snap-on
SNA
$21.6B
| $1.57M | ﹤0.01% |
10,000
+2,400
| +32% | +$368K |
|
998
PUT
Palo Alto Networks
PANW
$299B
| $1.57M | ﹤0.01% |
57,600
-162,000
| -74% | -$3.98M |
|
999
ProShares Ultra Bloomberg Crude Oil
UCO
$372M
| $1.57M | ﹤0.01% |
+14,072
| New | +$1.52M |
|
|
GGP
1000
CALL
DELISTED
GGP Inc.
GGP
| $1.56M | ﹤0.01% |
52,600
+51,600
| +5,160% | +$1.42M |
|
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.