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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 | |
|---|---|---|---|---|---|---|
|
26
CALL
Microsoft
MSFT
$3.35T
| $282M | 0.62% |
5,097,400
+675,200
| +15% | +$35.4M |
|
27
CALL
Citigroup
C
$222B
| $275M | 0.6% |
6,581,300
+2,026,900
| +45% | +$84.7M |
|
|
28
CALL
Invesco QQQ Trust
QQQ
$450B
| $265M | 0.58% |
2,425,200
-2,107,300
| -46% | -$219M |
|
29
CALL
Intel
INTC
$460B
| $225M | 0.49% |
6,967,700
+2,819,300
| +68% | +$86.5M |
|
30
PUT
Goldman Sachs
GS
$302B
| $204M | 0.45% |
1,299,700
-598,900
| -32% | -$92.6M |
|
31
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $204M | 0.45% |
2,492,900
-85,100
| -3% | -$6.76M |
|
|
32
PUT
Morgan Stanley
MS
$330B
| $197M | 0.43% |
7,883,900
-1,952,200
| -20% | -$49.8M |
|
33
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
| $191M | 0.42% |
5,012,000
+3,872,000
| +340% | +$143M |
|
34
PUT
SPDR Gold Trust
GLD
$133B
| $184M | 0.4% |
1,561,800
-28,100
| -2% | -$3.18M |
|
35
CALL
Johnson & Johnson
JNJ
$617B
| $182M | 0.4% |
1,686,500
+1,611,000
| +2,134% | +$167M |
|
36
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $177M | 0.39% |
1,491,600
+1,426,600
| +2,195% | +$164M |
|
37
CALL
Coca-Cola
KO
$381B
| $170M | 0.37% |
3,656,700
+1,439,000
| +65% | +$62.6M |
|
|
38
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $166M | 0.36% |
4,907,200
-1,276,800
| -21% | -$40.1M |
|
|
39
PUT
Citigroup
C
$222B
| $164M | 0.36% |
3,931,600
-1,079,200
| -22% | -$45.1M |
|
40
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $164M | 0.36% |
1,254,000
+572,500
| +84% | +$73.3M |
|
41
PUT
Amazon
AMZN
$2.53T
| $163M | 0.36% |
5,486,000
-1,342,000
| -20% | -$38.1M |
|
42
PUT
RTX Corp
RTX
$289B
| $160M | 0.35% |
2,533,661
+156,199
| +7% | +$9.06M |
|
43
PUT
JPMorgan Chase
JPM
$933B
| $154M | 0.34% |
2,607,100
-2,417,900
| -48% | -$141M |
|
44
PUT
US Bancorp
USB
$98B
| $154M | 0.34% |
3,801,400
+2,638,400
| +227% | +$105M |
|
|
VXX
45
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $147M | 0.32% |
521,194
+254,488
| +95% | +$95.8M |
|
|
46
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $142M | 0.31% |
4,148,221
+4,148,220
| +414,822,000% | +$129M |
|
47
CALL
AT&T
T
$159B
| $139M | 0.31% |
4,703,642
-1,341,610
| -22% | -$37.2M |
|
48
CALL
American Airlines Group
AAL
$10.2B
| $131M | 0.29% |
3,184,100
+2,647,800
| +494% | +$107M |
|
|
49
PUT
Meta Platforms (Facebook)
META
$1.37T
| $125M | 0.27% |
1,093,400
-670,500
| -38% | -$70.7M |
|
50
CALL
JD.com
JD
$43.6B
| $124M | 0.27% |
4,679,100
+2,902,200
| +163% | +$76.2M |
|
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.