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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 | |
|---|---|---|---|---|---|---|
376
PUT
Vodafone
VOD
$36.6B
| $9.69M | 0.02% |
302,200
-276,500
| -48% | -$8.61M |
|
377
PUT
Rockwell Automation
ROK
$53.8B
| $9.47M | 0.02% |
83,300
+81,100
| +3,686% | +$8.23M |
|
|
MRO
378
CALL
DELISTED
Marathon Oil Corporation
MRO
| $9.44M | 0.02% |
847,400
+727,500
| +607% | +$6.8M |
|
379
CALL
Cencora
COR
$60.4B
| $9.43M | 0.02% |
109,000
| – | – |
|
380
CALL
Air Products & Chemicals
APD
$65.2B
| $9.42M | 0.02% |
70,697
-96,318
| -58% | -$11.6M |
|
|
AGN
381
CALL
DELISTED
Allergan plc
AGN
| $9.38M | 0.02% |
35,000
-6,700
| -16% | -$1.92M |
|
382
PUT
Sonida Senior Living
SNDA
$1.95B
| $9.34M | 0.02% |
33,633
| – | – |
|
383
Starbucks
SBUX
$120B
| $9.34M | 0.02% |
156,416
-274,483
| -64% | -$16M |
|
384
CALL
Ecolab
ECL
$78.6B
| $9.31M | 0.02% |
83,500
+73,800
| +761% | +$7.84M |
|
385
CALL
Abbott
ABT
$186B
| $9.3M | 0.02% |
222,300
+194,600
| +703% | +$7.71M |
|
386
PUT
PayPal
PYPL
$49.4B
| $9.24M | 0.02% |
239,400
-462,100
| -66% | -$16.7M |
|
387
PUT
Herbalife
HLF
$1.3B
| $9.23M | 0.02% |
300,000
+198,600
| +196% | +$5.13M |
|
388
CALL
Emerson Electric
EMR
$85.1B
| $9.22M | 0.02% |
169,500
+45,800
| +37% | +$2.21M |
|
389
CALL
Vail Resorts
MTN
$5.44B
| $9.09M | 0.02% |
68,000
+67,000
| +6,700% | +$8.39M |
|
390
CALL
Lennar Class A
LEN
$20.4B
| $9.08M | 0.02% |
197,190
-81,944
| -29% | -$3.36M |
|
391
PUT
Regeneron Pharmaceuticals
REGN
$78.8B
| $9.01M | 0.02% |
25,000
| – | – |
|
392
PUT
BP
BP
$114B
| $8.94M | 0.02% |
352,152
-149,394
| -30% | -$3.77M |
|
393
CALL
Micron Technology
MU
$897B
| $8.93M | 0.02% |
853,100
-994,200
| -54% | -$11.1M |
|
394
CALL
Booking.com
BKNG
$149B
| $8.9M | 0.02% |
172,500
-395,000
| -70% | -$18.9M |
|
395
CALL
Eaton
ETN
$165B
| $8.9M | 0.02% |
142,300
+100,400
| +240% | +$5.55M |
|
396
PUT
Transocean
RIG
$5.72B
| $8.87M | 0.02% |
969,900
+244,100
| +34% | +$2.43M |
|
|
LNW
397
DELISTED
Light & Wonder
LNW
| $8.79M | 0.02% |
932,285
+891,903
| +2,209% | +$6.66M |
|
398
PUT
Yum! Brands
YUM
$42.3B
| $8.78M | 0.02% |
149,254
-520,513
| -78% | -$27.3M |
|
399
Marriott International
MAR
$92.8B
| $8.78M | 0.02% |
+123,337
| New | +$8.07M |
|
400
PUT
Synchrony
SYF
$25.2B
| $8.77M | 0.02% |
306,000
+79,100
| +35% | +$2.2M |
|
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.