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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 | |
|---|---|---|---|---|---|---|
1201
Steel Dynamics
STLD
$38.1B
| $940K | ﹤0.01% |
41,781
+18,560
| +80% | +$350K |
|
|
IDTI
1202
PUT
DELISTED
Integrated Device Technology I
IDTI
| $940K | ﹤0.01% |
46,000
+26,100
| +131% | +$549K |
|
1203
PUT
GameStop
GME
$8.56B
| $938K | ﹤0.01% |
118,400
+79,200
| +202% | +$569K |
|
1204
PUT
Textron
TXT
$15.3B
| $937K | ﹤0.01% |
25,700
+7,200
| +39% | +$253K |
|
1205
CALL
Edison International
EIX
$26.2B
| $934K | ﹤0.01% |
13,000
-12,900
| -50% | -$837K |
|
1206
PUT
Applied Materials
AMAT
$428B
| $933K | ﹤0.01% |
44,100
-219,200
| -83% | -$4M |
|
1207
CALL
Crown Castle
CCI
$32.2B
| $933K | ﹤0.01% |
10,800
+9,700
| +882% | +$822K |
|
1208
CALL
Cinemark Holdings
CNK
$4.4B
| $932K | ﹤0.01% |
26,000
+24,200
| +1,344% | +$768K |
|
|
IPHI
1209
DELISTED
INPHI CORPORATION
IPHI
| $932K | ﹤0.01% |
+27,966
| New | +$747K |
|
1210
CALL
Equity Residential
EQR
$25.3B
| $931K | ﹤0.01% |
12,400
-2,800
| -18% | -$209K |
|
1211
PUT
Fluor
FLR
$7.03B
| $929K | ﹤0.01% |
17,300
-44,000
| -72% | -$2.07M |
|
1212
PUT
Cheniere Energy
LNG
$53.5B
| $929K | ﹤0.01% |
27,400
-267,100
| -91% | -$8.66M |
|
1213
PUT
Middleby
MIDD
$6.14B
| $928K | ﹤0.01% |
8,700
-13,100
| -60% | -$1.23M |
|
1214
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $927K | ﹤0.01% |
8,402
+8,401
| +840,100% | +$895K |
|
1215
PUT
Alamos Gold
AGI
$13.1B
| $926K | ﹤0.01% |
+175,000
| New | +$718K |
|
1216
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.73B
| $924K | ﹤0.01% |
5
| – | – |
|
|
1217
DuPont de Nemours
DD
$19.8B
| $922K | ﹤0.01% |
7,161
-318,371
| -98% | -$38.2M |
|
1218
PUT
Republic Services
RSG
$63.8B
| $919K | ﹤0.01% |
19,300
+6,800
| +54% | +$309K |
|
|
CMA
1219
PUT
DELISTED
Comerica
CMA
| $916K | ﹤0.01% |
24,200
+22,000
| +1,000% | +$793K |
|
|
SCG
1220
PUT
DELISTED
Scana
SCG
| $912K | ﹤0.01% |
+13,000
| New | +$840K |
|
1221
PUT
Sherwin-Williams
SHW
$89.3B
| $910K | ﹤0.01% |
9,600
+3,300
| +52% | +$289K |
|
1222
PUT
PACCAR
PCAR
$70.4B
| $907K | ﹤0.01% |
24,900
-23,850
| -49% | -$799K |
|
1223
Papa John's
PZZA
$983M
| $907K | ﹤0.01% |
+16,732
| New | +$879K |
|
|
PX
1224
DELISTED
Praxair Inc
PX
| $906K | ﹤0.01% |
7,915
-2,540
| -24% | -$265K |
|
|
ANDV
1225
PUT
DELISTED
Andeavor
ANDV
| $903K | ﹤0.01% |
10,500
-11,400
| -52% | -$979K |
|
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.