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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 | |
|---|---|---|---|---|---|---|
276
CALL
Enterprise Products Partners
EPD
$82.3B
| $16M | 0.04% |
648,100
+643,900
| +15,331% | +$15M |
|
277
US Bancorp
USB
$98.2B
| $15.9M | 0.03% |
+392,705
| New | +$15.7M |
|
278
CALL
Estee Lauder
EL
$30.4B
| $15.9M | 0.03% |
169,000
+101,200
| +149% | +$9.02M |
|
|
ESRX
279
DELISTED
Express Scripts Holding Company
ESRX
| $15.8M | 0.03% |
230,533
+174,609
| +312% | +$12.6M |
|
280
Abbott
ABT
$183B
| $15.7M | 0.03% |
376,252
+16,130
| +4% | +$639K |
|
|
ADT
281
CALL
DELISTED
ADT Corp
ADT
| $15.6M | 0.03% |
377,500
+362,400
| +2,400% | +$12.7M |
|
|
SCTY
282
PUT
DELISTED
SolarCity Corporation
SCTY
| $15.4M | 0.03% |
627,700
+342,100
| +120% | +$9.76M |
|
283
PUT
MetLife
MET
$61.9B
| $15.3M | 0.03% |
391,802
-1,005,761
| -72% | -$37.6M |
|
284
PUT
iShares MSCI Turkey ETF
TUR
$200M
| $15.3M | 0.03% |
+350,000
| New | +$13.3M |
|
285
CALL
Occidental Petroleum
OXY
$56.8B
| $15.2M | 0.03% |
222,600
-430,009
| -66% | -$28.8M |
|
286
CALL
Salesforce
CRM
$151B
| $15.1M | 0.03% |
205,200
-501,000
| -71% | -$34.5M |
|
287
CALL
General Dynamics
GD
$104B
| $15M | 0.03% |
114,500
+87,300
| +321% | +$11.6M |
|
288
CALL
Intuitive Surgical
ISRG
$127B
| $15M | 0.03% |
+225,000
| New | +$13.9M |
|
289
Yum! Brands
YUM
$41.8B
| $15M | 0.03% |
255,212
+249,476
| +4,349% | +$13.1M |
|
290
CALL
Tyson Foods
TSN
$20.4B
| $15M | 0.03% |
224,700
-38,100
| -14% | -$2.29M |
|
|
AVP
291
PUT
DELISTED
Avon Products, Inc.
AVP
| $14.9M | 0.03% |
3,100,000
+2,935,600
| +1,786% | +$10.5M |
|
|
GRA
292
CALL
DELISTED
W.R. Grace & Co.
GRA
| $14.9M | 0.03% |
208,700
+167,100
| +402% | +$12.8M |
|
293
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $14.8M | 0.03% |
659,800
+222,200
| +51% | +$4.6M |
|
294
CALL
BHP
BHP
$215B
| $14.7M | 0.03% |
637,513
+538,753
| +546% | +$11.4M |
|
295
CALL
Union Pacific
UNP
$174B
| $14.7M | 0.03% |
184,900
-183,000
| -50% | -$14.1M |
|
296
PUT
Expedia Group
EXPE
$35.4B
| $14.6M | 0.03% |
135,200
+14,500
| +12% | +$1.55M |
|
297
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
| $14.5M | 0.03% |
733,040
-998,120
| -58% | -$19M |
|
298
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
| $14.3M | 0.03% |
257,200
+167,700
| +187% | +$8.67M |
|
299
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
| $14.1M | 0.03% |
425,000
+27,400
| +7% | +$879K |
|
300
PUT
Toyota
TM
$224B
| $13.9M | 0.03% |
130,900
-22,100
| -14% | -$2.44M |
|
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.