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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 | |
|---|---|---|---|---|---|---|
1076
PUT
O'Reilly Automotive
ORLY
$73.3B
| $1.31M | ﹤0.01% |
72,000
-231,000
| -76% | -$3.94M |
|
|
SPLK
1077
PUT
DELISTED
Splunk Inc
SPLK
| $1.31M | ﹤0.01% |
26,800
-1,700
| -6% | -$76.5K |
|
1078
CALL
Alaska Air
ALK
$5.6B
| $1.31M | ﹤0.01% |
16,000
+15,000
| +1,500% | +$1.11M |
|
1079
PUT
ArcelorMittal
MT
$54.2B
| $1.31M | ﹤0.01% |
95,400
-188,167
| -66% | -$1.82M |
|
|
CELG
1080
PUT
DELISTED
Celgene Corp
CELG
| $1.31M | ﹤0.01% |
13,100
+12,900
| +6,450% | +$1.33M |
|
1081
CALL
Deutsche Bank
DB
$70.4B
| $1.3M | ﹤0.01% |
86,240
+70,112
| +435% | +$1.17M |
|
1082
PUT
Adobe
ADBE
$102B
| $1.3M | ﹤0.01% |
13,900
-62,000
| -82% | -$5.37M |
|
1083
CALL
Olin
OLN
$2.12B
| $1.3M | ﹤0.01% |
+75,000
| New | +$1.16M |
|
1084
CALL
Genuine Parts
GPC
$17.7B
| $1.3M | ﹤0.01% |
13,100
+8,700
| +198% | +$772K |
|
|
WES
1085
CALL
DELISTED
Western Gas Partners Lp
WES
| $1.3M | ﹤0.01% |
+30,000
| New | +$1.11M |
|
1086
PUT
TotalEnergies
TTE
$193B
| $1.3M | ﹤0.01% |
17,379,067,967
+16,762,714,220
| +2,720% | +$1.68M |
|
1087
CALL
Travelers Companies
TRV
$78B
| $1.29M | ﹤0.01% |
11,100
+3,300
| +42% | +$360K |
|
|
AVTA
1088
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.29M | ﹤0.01% |
+250,932
| New | +$1.76M |
|
1089
HSBC
HSBC
$364B
| $1.29M | ﹤0.01% |
46,598
+25,473
| +121% | +$753K |
|
|
VXX
1090
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $1.29M | ﹤0.01% |
4,573
-1,677
| -27% | -$631K |
|
1091
PUT
Hartford Financial Services
HIG
$38.9B
| $1.28M | ﹤0.01% |
27,900
+21,700
| +350% | +$912K |
|
|
BLOX
1092
PUT
DELISTED
Infoblox Inc
BLOX
| $1.28M | ﹤0.01% |
+75,000
| New | +$1.2M |
|
|
PX
1093
CALL
DELISTED
Praxair Inc
PX
| $1.28M | ﹤0.01% |
11,200
-19,600
| -64% | -$2.05M |
|
1094
PUT
Hershey
HSY
$35.7B
| $1.28M | ﹤0.01% |
13,900
-24,700
| -64% | -$2.2M |
|
1095
PUT
Marvell Technology
MRVL
$196B
| $1.28M | ﹤0.01% |
123,800
+52,200
| +73% | +$481K |
|
1096
CALL
Huntington Bancshares
HBAN
$35.1B
| $1.27M | ﹤0.01% |
133,400
-420,600
| -76% | -$3.88M |
|
1097
CALL
Cintas
CTAS
$81.6B
| $1.27M | ﹤0.01% |
56,400
-282,800
| -83% | -$6.07M |
|
1098
PUT
Lincoln National
LNC
$8.82B
| $1.26M | ﹤0.01% |
32,200
+2,600
| +9% | +$102K |
|
|
AGU
1099
CALL
DELISTED
Agrium
AGU
| $1.26M | ﹤0.01% |
14,300
+5,100
| +55% | +$441K |
|
1100
PUT
Clorox
CLX
$11.9B
| $1.26M | ﹤0.01% |
10,000
+9,600
| +2,400% | +$1.22M |
|
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.