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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 | |
|---|---|---|---|---|---|---|
1151
CALL
Pultegroup
PHM
$25.4B
| $1.08M | ﹤0.01% |
57,600
+20,400
| +55% | +$348K |
|
1152
CALL
Universal Electronics
UEIC
$59.2M
| $1.07M | ﹤0.01% |
+17,300
| New | +$922K |
|
1153
Omnicom Group
OMC
$22.4B
| $1.07M | ﹤0.01% |
12,849
+7,550
| +142% | +$569K |
|
|
LLTC
1154
PUT
DELISTED
Linear Technology Corp
LLTC
| $1.07M | ﹤0.01% |
24,000
-6,300
| -21% | -$266K |
|
1155
PUT
Marathon Petroleum
MPC
$87.4B
| $1.07M | ﹤0.01% |
28,700
-24,300
| -46% | -$924K |
|
1156
CALL
Northern Trust
NTRS
$33.7B
| $1.06M | ﹤0.01% |
16,300
-800
| -5% | -$50.1K |
|
1157
CALL
Aramark
ARMK
$15B
| $1.06M | ﹤0.01% |
44,320
+35,040
| +378% | +$803K |
|
|
CS
1158
PUT
DELISTED
Credit Suisse Group
CS
| $1.06M | ﹤0.01% |
+75,000
| New | +$1.19M |
|
1159
PUT
JetBlue
JBLU
$2.43B
| $1.06M | ﹤0.01% |
50,100
-73,800
| -60% | -$1.55M |
|
1160
CALL
Aon
AON
$76.3B
| $1.05M | ﹤0.01% |
10,100
+2,500
| +33% | +$234K |
|
1161
CALL
Kinross Gold
KGC
$30.3B
| $1.05M | ﹤0.01% |
310,000
-382,300
| -55% | -$949K |
|
1162
O-I Glass
OI
$1.17B
| $1.05M | ﹤0.01% |
+65,972
| New | +$946K |
|
1163
CALL
Monster Beverage
MNST
$92.7B
| $1.05M | ﹤0.01% |
47,400
-2,387,400
| -98% | -$53.2M |
|
1164
Wheaton Precious Metals
WPM
$55.8B
| $1.05M | ﹤0.01% |
63,300
-76,730
| -55% | -$1.11M |
|
|
ANDV
1165
CALL
DELISTED
Andeavor
ANDV
| $1.05M | ﹤0.01% |
12,200
-4,900
| -29% | -$421K |
|
|
TMH
1166
CALL
DELISTED
Team Health Holdings Inc
TMH
| $1.04M | ﹤0.01% |
+25,000
| New | +$1.02M |
|
|
TFCFA
1167
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.04M | ﹤0.01% |
37,213
+22,449
| +152% | +$601K |
|
1168
Zillow
Z
$8.28B
| $1.03M | ﹤0.01% |
43,517
+43,200
| +13,628% | +$903K |
|
1169
CALL
AvalonBay Communities
AVB
$27.1B
| $1.03M | ﹤0.01% |
5,400
-13,500
| -71% | -$2.38M |
|
1170
PUT
Royal Caribbean
RCL
$87.5B
| $1.02M | ﹤0.01% |
12,500
-25,600
| -67% | -$2M |
|
|
CPE
1171
DELISTED
Callon Petroleum Company
CPE
| $1M | ﹤0.01% |
11,352
+9,872
| +667% | +$686K |
|
1172
CALL
W.W. Grainger
GWW
$61.3B
| $1M | ﹤0.01% |
4,300
-1,800
| -30% | -$377K |
|
1173
CALL
Expeditors International
EXPD
$23.3B
| $1M | ﹤0.01% |
20,500
-2,400
| -10% | -$110K |
|
|
CMA
1174
CALL
DELISTED
Comerica
CMA
| $996K | ﹤0.01% |
26,300
+24,000
| +1,043% | +$865K |
|
1175
Norfolk Southern
NSC
$76.6B
| $995K | ﹤0.01% |
11,950
+10,066
| +534% | +$761K |
|
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.