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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 | |
|---|---|---|---|---|---|---|
401
Campbell Soup
CPB
$6.63B
| $8.75M | 0.02% |
137,142
+46,868
| +52% | +$2.75M |
|
402
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.1M
| $8.71M | 0.02% |
5,000
| – | – |
|
403
PUT
Harley-Davidson
HOG
$2.65B
| $8.71M | 0.02% |
169,600
+29,000
| +21% | +$1.27M |
|
404
PUT
Nucor
NUE
$59B
| $8.69M | 0.02% |
183,800
-227,700
| -55% | -$9.27M |
|
405
CALL
Tenet Healthcare
THC
$20.1B
| $8.68M | 0.02% |
300,000
| – | – |
|
406
CALL
First Solar
FSLR
$25.7B
| $8.67M | 0.02% |
126,600
-69,700
| -36% | -$4.67M |
|
407
PUT
Micron Technology
MU
$936B
| $8.63M | 0.02% |
824,700
-3,222,600
| -80% | -$36M |
|
|
408
iShares China Large-Cap ETF
FXI
$4.35B
| $8.6M | 0.02% |
254,820
-1,753,988
| -87% | -$55M |
|
409
CALL
Las Vegas Sands
LVS
$30.3B
| $8.59M | 0.02% |
166,200
-159,600
| -49% | -$7.3M |
|
410
CALL
Cheniere Energy
LNG
$54.1B
| $8.58M | 0.02% |
253,600
+173,100
| +215% | +$5.61M |
|
|
HOT
411
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $8.57M | 0.02% |
102,800
+67,000
| +187% | +$4.57M |
|
412
PUT
Infosys
INFY
$49.5B
| $8.56M | 0.02% |
900,000
-562,800
| -38% | -$4.9M |
|
413
CALL
Marathon Petroleum
MPC
$91B
| $8.55M | 0.02% |
230,100
+42,500
| +23% | +$1.62M |
|
414
OneMain Financial
OMF
$7.44B
| $8.39M | 0.02% |
305,999
+281,673
| +1,158% | +$7.62M |
|
415
CALL
ConocoPhillips
COP
$145B
| $8.38M | 0.02% |
208,100
+97,800
| +89% | +$3.72M |
|
416
Alphabet (Google) Class A
GOOGL
$4.59T
| $8.32M | 0.02% |
218,120
-397,820
| -65% | -$14.6M |
|
|
NRF
417
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
| $8.27M | 0.02% |
630,000
+530,000
| +530% | +$6.5M |
|
418
CALL
Lockheed Martin
LMT
$134B
| $8.26M | 0.02% |
37,300
-19,200
| -34% | -$4.13M |
|
419
PUT
PPG Industries
PPG
$25B
| $8.23M | 0.02% |
73,800
+61,900
| +520% | +$6.09M |
|
420
CALL
Hewlett Packard
HPE
$66.1B
| $8.21M | 0.02% |
796,618
+82,931
| +12% | +$695K |
|
421
Netflix
NFLX
$303B
| $8.13M | 0.02% |
795,540
+794,770
| +103,217% | +$7.8M |
|
422
PUT
TSMC
TSM
$2.11T
| $8.12M | 0.02% |
310,000
+267,600
| +631% | +$6.26M |
|
423
CALL
Williams-Sonoma
WSM
$27.8B
| $8.12M | 0.02% |
296,600
-112,800
| -28% | -$3.06M |
|
|
GMLP
424
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $8.11M | 0.02% |
+552,300
| New | +$7.4M |
|
|
X
425
CALL
DELISTED
US Steel
X
| $8.09M | 0.02% |
504,400
+424,400
| +531% | +$4.23M |
|
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.