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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 | |
|---|---|---|---|---|---|---|
|
AKS
701
PUT
DELISTED
AK Steel Holding Corp
AKS
| $3.51M | 0.01% |
850,000
+300,200
| +55% | +$861K |
|
|
GAP
702
PUT
The Gap Inc
GAP
$7.38B
| $3.49M | 0.01% |
118,600
-6,200
| -5% | -$163K |
|
703
CALL
Akamai
AKAM
$17.8B
| $3.48M | 0.01% |
62,700
-26,300
| -30% | -$1.34M |
|
704
PUT
Travelers Companies
TRV
$78.5B
| $3.46M | 0.01% |
29,700
-39,900
| -57% | -$4.36M |
|
705
PUT
General Dynamics
GD
$104B
| $3.43M | 0.01% |
26,100
-21,600
| -45% | -$2.86M |
|
706
PUT
Occidental Petroleum
OXY
$54.9B
| $3.43M | 0.01% |
50,100
-6,296
| -11% | -$422K |
|
|
PX
707
PUT
DELISTED
Praxair Inc
PX
| $3.42M | 0.01% |
29,900
-20,900
| -41% | -$2.18M |
|
708
PUT
JD.com
JD
$44.3B
| $3.41M | 0.01% |
128,700
-11,200
| -8% | -$294K |
|
709
PUT
HSBC
HSBC
$369B
| $3.4M | 0.01% |
122,675
+30,977
| +34% | +$916K |
|
710
PUT
Automatic Data Processing
ADP
$106B
| $3.38M | 0.01% |
37,700
+29,300
| +349% | +$2.46M |
|
711
CALL
Diageo
DEO
$48.9B
| $3.38M | 0.01% |
31,300
+29,200
| +1,390% | +$3.09M |
|
712
CALL
Vodafone
VOD
$36.1B
| $3.37M | 0.01% |
105,000
-85,100
| -45% | -$2.65M |
|
713
PUT
Lennar Class A
LEN
$20.6B
| $3.35M | 0.01% |
72,909
-17,859
| -20% | -$733K |
|
714
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $3.33M | 0.01% |
30,000
-1,095,200
| -97% | -$118M |
|
|
RTN
715
CALL
DELISTED
Raytheon Company
RTN
| $3.33M | 0.01% |
27,200
+17,700
| +186% | +$2.18M |
|
716
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $3.31M | 0.01% |
25,000
-51,600
| -67% | -$6.44M |
|
717
PUT
VanEck Semiconductor ETF
SMH
$71.6B
| $3.31M | 0.01% |
120,000
+109,800
| +1,076% | +$2.77M |
|
718
PUT
W.W. Grainger
GWW
$60.9B
| $3.29M | 0.01% |
14,100
+6,100
| +76% | +$1.28M |
|
719
Vanguard FTSE Europe ETF
VGK
$31B
| $3.27M | 0.01% |
67,304
+6,920
| +11% | +$324K |
|
|
FISV
720
PUT
Fiserv Inc
FISV
$29.1B
| $3.26M | 0.01% |
63,600
+51,000
| +405% | +$2.42M |
|
721
PUT
Merck
MRK
$317B
| $3.24M | 0.01% |
64,242
-108,783
| -63% | -$5.33M |
|
|
ARRY
722
PUT
DELISTED
Array Biopharma Inc
ARRY
| $3.24M | 0.01% |
1,097,500
+467,500
| +74% | +$1.4M |
|
723
CALL
Duke Energy
DUK
$96.2B
| $3.23M | 0.01% |
40,100
-14,800
| -27% | -$1.12M |
|
724
CALL
Macy's
M
$6.91B
| $3.22M | 0.01% |
73,100
-325,700
| -82% | -$13.5M |
|
725
CALL
TJX Companies
TJX
$174B
| $3.22M | 0.01% |
82,200
+25,600
| +45% | +$929K |
|
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.