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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 | |
|---|---|---|---|---|---|---|
|
JO
651
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $3.93M | 0.01% |
200,000
+100,000
| +100% | +$1.86M |
|
652
PUT
iShares Biotechnology ETF
IBB
$9.18B
| $3.91M | 0.01% |
45,000
-285,000
| -86% | -$25.5M |
|
653
PUT
Chubb
CB
$134B
| $3.91M | 0.01% |
32,800
+21,220
| +183% | +$2.44M |
|
654
PUT
Biogen
BIIB
$29.8B
| $3.9M | 0.01% |
15,000
| – | – |
|
655
CALL
Darden Restaurants
DRI
$23.6B
| $3.89M | 0.01% |
58,700
+42,200
| +256% | +$2.67M |
|
656
PUT
Vanguard FTSE Europe ETF
VGK
$30.8B
| $3.88M | 0.01% |
80,000
| – | – |
|
657
Wynn Resorts
WYNN
$10.2B
| $3.87M | 0.01% |
41,442
+37,582
| +974% | +$2.77M |
|
|
PXD
658
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.87M | 0.01% |
27,500
+8,300
| +43% | +$1.03M |
|
659
CALL
GoPro
GPRO
$131M
| $3.86M | 0.01% |
322,800
+142,500
| +79% | +$1.77M |
|
660
CALL
Bausch Health
BHC
$2.62B
| $3.85M | 0.01% |
146,500
+74,000
| +102% | +$5.47M |
|
661
PUT
Ralph Lauren
RL
$22.6B
| $3.85M | 0.01% |
40,000
-35,100
| -47% | -$3.44M |
|
662
PUT
Norfolk Southern
NSC
$75.6B
| $3.84M | 0.01% |
46,100
+43,400
| +1,607% | +$3.28M |
|
|
SNDK
663
DELISTED
SANDISK CORP
SNDK
| $3.84M | 0.01% |
50,465
-18,923
| -27% | -$1.36M |
|
|
ATVI
664
CALL
DELISTED
Activision Blizzard
ATVI
| $3.83M | 0.01% |
113,100
-2,600
| -2% | -$85.3K |
|
|
JOY
665
PUT
DELISTED
Joy Global Inc
JOY
| $3.83M | 0.01% |
238,300
-83,500
| -26% | -$1.05M |
|
666
ConocoPhillips
COP
$145B
| $3.82M | 0.01% |
94,815
-212,932
| -69% | -$8.1M |
|
667
PUT
Assured Guaranty
AGO
$3.72B
| $3.81M | 0.01% |
150,800
-199,200
| -57% | -$4.9M |
|
668
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$394M
| $3.81M | 0.01% |
+34,200
| New | +$3.7M |
|
669
CALL
DaVita
DVA
$15B
| $3.8M | 0.01% |
51,800
+41,200
| +389% | +$2.78M |
|
670
CALL
Seagate
STX
$189B
| $3.77M | 0.01% |
109,500
-1,200
| -1% | -$38.7K |
|
671
PUT
Skyworks Solutions
SWKS
$9.22B
| $3.76M | 0.01% |
48,300
+41,900
| +655% | +$2.84M |
|
672
PUT
Zillow
ZG
$8.19B
| $3.76M | 0.01% |
147,200
-112,400
| -43% | -$2.5M |
|
673
PUT
iShares MSCI Germany ETF
EWG
$1.6B
| $3.73M | 0.01% |
145,000
-1,150,000
| -89% | -$28M |
|
674
CALL
Capital One
COF
$134B
| $3.73M | 0.01% |
53,800
-62,100
| -54% | -$4.1M |
|
675
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
| $3.71M | 0.01% |
109,500
+50,500
| +86% | +$1.57M |
|
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.