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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 | |
|---|---|---|---|---|---|---|
51
PUT
United States Oil Fund
USO
$2.12B
| $122M | 0.27% |
1,566,375
+428,625
| +38% | +$32M |
|
52
CALL
Delta Air Lines
DAL
$58.3B
| $115M | 0.25% |
2,365,600
+1,434,700
| +154% | +$67M |
|
53
PUT
Wells Fargo
WFC
$258B
| $113M | 0.25% |
2,327,800
-1,187,700
| -34% | -$58.2M |
|
|
54
CALL
Wells Fargo
WFC
$258B
| $112M | 0.24% |
2,309,200
+520,300
| +29% | +$25.5M |
|
55
CALL
Cisco
CSCO
$448B
| $110M | 0.24% |
3,863,400
-672,900
| -15% | -$17.3M |
|
|
56
PUT
Qualcomm
QCOM
$160B
| $109M | 0.24% |
2,128,800
+804,400
| +61% | +$39.2M |
|
|
VXX
57
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $109M | 0.24% |
385,875
+78,400
| +25% | +$29.5M |
|
58
PUT
iShares US Real Estate ETF
IYR
$4.69B
| $108M | 0.24% |
1,388,800
+1,101,200
| +383% | +$79.9M |
|
59
PUT
Bank of America
BAC
$433B
| $107M | 0.23% |
7,917,800
+2,317,900
| +41% | +$31.3M |
|
60
PUT
Walt Disney
DIS
$167B
| $106M | 0.23% |
1,070,600
+178,700
| +20% | +$17.3M |
|
61
CALL
Comcast
CMCSA
$84B
| $105M | 0.23% |
3,451,800
-462,800
| -12% | -$13.3M |
|
62
PUT
Coca-Cola
KO
$381B
| $104M | 0.23% |
2,236,200
-752,600
| -25% | -$32.8M |
|
63
PUT
Alibaba
BABA
$279B
| $101M | 0.22% |
1,275,000
-37,500
| -3% | -$2.64M |
|
|
64
PUT
Microsoft
MSFT
$3.35T
| $101M | 0.22% |
1,820,700
-5,145,600
| -74% | -$270M |
|
65
CALL
Mondelez International
MDLZ
$80.5B
| $99.4M | 0.22% |
2,477,900
+2,430,900
| +5,172% | +$99M |
|
66
CALL
General Motors
GM
$80B
| $99.2M | 0.22% |
3,157,300
+2,717,000
| +617% | +$81.7M |
|
67
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
| $95.4M | 0.21% |
2,502,000
+1,024,000
| +69% | +$37.7M |
|
68
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
| $92.7M | 0.2% |
3,776,000
+1,455,800
| +63% | +$36.8M |
|
69
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $91M | 0.2% |
2,941,200
+124,200
| +4% | +$3.6M |
|
70
CALL
United Parcel Service
UPS
$89.5B
| $88.7M | 0.19% |
840,900
+600,800
| +250% | +$58.4M |
|
71
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $87M | 0.19% |
1,684,600
+1,584,600
| +1,585% | +$82.3M |
|
72
CALL
Kinder Morgan
KMI
$70.5B
| $86.7M | 0.19% |
4,852,500
+581,900
| +14% | +$9.52M |
|
73
PUT
Intel
INTC
$460B
| $84.6M | 0.19% |
2,614,600
-1,081,600
| -29% | -$33.2M |
|
|
74
PUT
Cisco
CSCO
$448B
| $83.5M | 0.18% |
2,931,100
-141,600
| -5% | -$3.64M |
|
75
PUT
Chipotle Mexican Grill
CMG
$49.4B
| $83.3M | 0.18% |
8,840,000
-4,590,000
| -34% | -$43.7M |
|
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.