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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 | |
|---|---|---|---|---|---|---|
501
CALL
Intercontinental Exchange
ICE
$85.2B
| $6.21M | 0.01% |
132,000
-671,000
| -84% | -$32.6M |
|
502
PUT
Air Products & Chemicals
APD
$65.2B
| $6.21M | 0.01% |
46,591
+1,081
| +2% | +$131K |
|
|
AGU
503
PUT
DELISTED
Agrium
AGU
| $6.17M | 0.01% |
69,900
+54,300
| +348% | +$4.69M |
|
504
CALL
Hilton Worldwide
HLT
$70.7B
| $6.17M | 0.01% |
91,233
+85,900
| +1,611% | +$5.11M |
|
505
CALL
Apollo Global Management
APO
$74.6B
| $6.16M | 0.01% |
359,800
+305,800
| +566% | +$4.58M |
|
|
NUAN
506
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $6.11M | 0.01% |
377,685
+370,293
| +5,009% | +$5.98M |
|
507
CALL
Chubb
CB
$134B
| $6.1M | 0.01% |
51,200
+10,900
| +27% | +$1.25M |
|
508
Nike
NKE
$63.3B
| $6.09M | 0.01% |
99,032
+56,661
| +134% | +$3.42M |
|
509
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $6.08M | 0.01% |
50,115
+40,603
| +427% | +$4.4M |
|
510
CALL
Primoris Services
PRIM
$4.77B
| $6.08M | 0.01% |
+250,000
| New | +$5.33M |
|
511
eBay
EBAY
$47.6B
| $6.06M | 0.01% |
253,904
-165,268
| -39% | -$4.02M |
|
|
INFN
512
DELISTED
Infinera Corporation Common Stock
INFN
| $6.05M | 0.01% |
376,899
+369,646
| +5,096% | +$5.67M |
|
513
PUT
Black Hills Corp
BKH
$5.42B
| $6.01M | 0.01% |
+100,000
| New | +$5.34M |
|
514
PUT
CME Group
CME
$95.7B
| $6.01M | 0.01% |
62,600
+11,200
| +22% | +$1.02M |
|
515
Freeport-McMoran
FCX
$91.5B
| $6M | 0.01% |
+580,404
| New | +$4.08M |
|
516
CALL
NextEra Energy
NEE
$181B
| $5.96M | 0.01% |
201,600
-138,000
| -41% | -$3.87M |
|
517
PUT
Tapestry
TPR
$31.4B
| $5.93M | 0.01% |
148,000
+8,800
| +6% | +$319K |
|
|
HES
518
PUT
DELISTED
Hess
HES
| $5.92M | 0.01% |
112,500
-112,900
| -50% | -$4.99M |
|
519
CALL
Agnico Eagle Mines
AEM
$74.6B
| $5.89M | 0.01% |
162,900
-220,500
| -58% | -$7.24M |
|
520
CALL
Nucor
NUE
$59.5B
| $5.89M | 0.01% |
124,500
-423,400
| -77% | -$17.2M |
|
521
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $5.88M | 0.01% |
301,519
-60,771
| -17% | -$1.11M |
|
522
PUT
Exelon
EXC
$47B
| $5.87M | 0.01% |
229,648
+89,448
| +64% | +$2M |
|
|
LNKD
523
PUT
DELISTED
LinkedIn Corporation
LNKD
| $5.87M | 0.01% |
51,300
-6,200
| -11% | -$911K |
|
|
GOLD
524
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $5.86M | 0.01% |
64,500
-20,560
| -24% | -$1.65M |
|
525
CALL
Valero Energy
VLO
$88.5B
| $5.85M | 0.01% |
91,300
-645,400
| -88% | -$41M |
|
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.