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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 | |
|---|---|---|---|---|---|---|
1126
CALL
Stanley Black & Decker
SWK
$15.5B
| $1.17M | ﹤0.01% |
11,100
-4,400
| -28% | -$427K |
|
|
WFT
1127
CALL
DELISTED
Weatherford International plc
WFT
| $1.17M | ﹤0.01% |
150,000
-11,700
| -7% | -$78.9K |
|
|
SEE
1128
PUT
DELISTED
Sealed Air
SEE
| $1.17M | ﹤0.01% |
24,300
+16,100
| +196% | +$705K |
|
1129
iShares MSCI South Korea ETF
EWY
$24.7B
| $1.16M | ﹤0.01% |
22,003
+22,002
| +2,200,200% | +$1.06M |
|
1130
Diageo
DEO
$49.3B
| $1.16M | ﹤0.01% |
+10,754
| New | +$1.14M |
|
|
VA
1131
PUT
DELISTED
Virgin America Inc.
VA
| $1.16M | ﹤0.01% |
+30,000
| New | +$934K |
|
1132
PUT
Kohl's
KSS
$2.28B
| $1.16M | ﹤0.01% |
24,800
+5,600
| +29% | +$263K |
|
1133
PUT
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $1.16M | ﹤0.01% |
+51,000
| New | +$1.18M |
|
|
JUNO
1134
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1.14M | ﹤0.01% |
30,000
+8,100
| +37% | +$282K |
|
1135
PUT
Seagate
STX
$200B
| $1.14M | ﹤0.01% |
33,100
-18,600
| -36% | -$599K |
|
|
EGRX
1136
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $1.14M | ﹤0.01% |
+28,092
| New | +$1.78M |
|
1137
Cintas
CTAS
$80.1B
| $1.14M | ﹤0.01% |
50,556
-32,220
| -39% | -$691K |
|
1138
CALL
AstraZeneca
AZN
$252B
| $1.13M | ﹤0.01% |
+20,100
| New | +$1.21M |
|
1139
Kimberly-Clark
KMB
$36.5B
| $1.13M | ﹤0.01% |
8,396
-52,030
| -86% | -$6.77M |
|
1140
CALL
Southwest Airlines
LUV
$24.1B
| $1.12M | ﹤0.01% |
25,100
-283,300
| -92% | -$11.5M |
|
|
HDS
1141
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.12M | ﹤0.01% |
+33,900
| New | +$933K |
|
|
1142
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $1.12M | ﹤0.01% |
49,264
+49,263
| +4,926,300% | +$1.14M |
|
|
KKD
1143
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $1.12M | ﹤0.01% |
71,567
-22,975
| -24% | -$333K |
|
1144
DigitalBridge
DBRG
$2.94B
| $1.11M | ﹤0.01% |
+24,567
| New | +$1.09M |
|
1145
PUT
Pentair
PNR
$11B
| $1.11M | ﹤0.01% |
30,525
-82,937
| -73% | -$2.68M |
|
|
WRK
1146
CALL
DELISTED
WestRock Company
WRK
| $1.1M | ﹤0.01% |
31,410
-49,613
| -61% | -$1.62M |
|
1147
PUT
Children's Place
PLCE
$58.9M
| $1.09M | ﹤0.01% |
13,100
+12,700
| +3,175% | +$863K |
|
1148
PUT
Navient
NAVI
$858M
| $1.09M | ﹤0.01% |
90,800
-258,200
| -74% | -$2.69M |
|
1149
CALL
Cleveland-Cliffs
CLF
$7.05B
| $1.08M | ﹤0.01% |
360,000
-30,000
| -8% | -$62.8K |
|
1150
iShares Core S&P 500 ETF
IVV
$901B
| $1.08M | ﹤0.01% |
5,227
+5,144
| +6,198% | +$1.01M |
|
Similar funds
HF
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.