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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 | |
|---|---|---|---|---|---|---|
76
PUT
American Airlines Group
AAL
$10.2B
| $78.4M | 0.17% |
1,912,100
-1,172,000
| -38% | -$47.2M |
|
77
PUT
Caterpillar
CAT
$373B
| $77.7M | 0.17% |
1,014,800
-165,200
| -14% | -$11.1M |
|
78
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
| $76.8M | 0.17% |
1,343,000
-2,654,400
| -66% | -$146M |
|
79
PUT
iShares MSCI Australia ETF
EWA
$1.41B
| $74M | 0.16% |
3,831,200
-1,160,000
| -23% | -$20.9M |
|
80
SPDR Gold Trust
GLD
$133B
| $73.7M | 0.16% |
626,585
-265,128
| -30% | -$30M |
|
81
CALL
Target
TGT
$65.6B
| $72.7M | 0.16% |
883,200
+699,000
| +379% | +$52.8M |
|
82
PUT
Alphabet (Google) Class C
GOOG
$4.08T
| $71.7M | 0.16% |
1,926,000
+1,098,000
| +133% | +$39.3M |
|
83
CALL
Oracle
ORCL
$367B
| $71.6M | 0.16% |
1,751,000
+8,400
| +0.5% | +$311K |
|
84
PUT
Verizon
VZ
$193B
| $67.6M | 0.15% |
1,250,100
-1,754,100
| -58% | -$87.7M |
|
|
MON
85
CALL
DELISTED
Monsanto Co
MON
| $65.6M | 0.14% |
747,600
-2,206,700
| -75% | -$199M |
|
86
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $65.6M | 0.14% |
2,642,800
+942,000
| +55% | +$21.7M |
|
87
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $65.1M | 0.14% |
1,490,122
-30,056
| -2% | -$1.33M |
|
88
CALL
ExxonMobil
XOM
$651B
| $65.1M | 0.14% |
778,800
+336,300
| +76% | +$26.9M |
|
89
PUT
United Rentals
URI
$66.5B
| $64.9M | 0.14% |
1,043,400
+977,800
| +1,491% | +$54.4M |
|
90
CALL
United States Oil Fund
USO
$2.12B
| $63.7M | 0.14% |
821,000
-77,575
| -9% | -$5.79M |
|
91
CALL
3M
MMM
$90.8B
| $63.5M | 0.14% |
455,915
+271,013
| +147% | +$34.8M |
|
92
PUT
Johnson & Johnson
JNJ
$617B
| $62M | 0.14% |
573,300
+567,900
| +10,517% | +$58.8M |
|
|
93
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $62M | 0.14% |
1,418,800
-956,200
| -40% | -$42.2M |
|
|
94
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $61.4M | 0.13% |
347,428
+347,387
| +847,285% | +$57.9M |
|
95
PUT
IBM
IBM
$209B
| $60.3M | 0.13% |
416,622
-204,284
| -33% | -$26.1M |
|
96
CALL
Home Depot
HD
$332B
| $60.2M | 0.13% |
451,100
+39,100
| +9% | +$4.87M |
|
97
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $59.6M | 0.13% |
3,052,500
-823,000
| -21% | -$15M |
|
98
CALL
JPMorgan Chase
JPM
$933B
| $59.1M | 0.13% |
998,300
-1,006,600
| -50% | -$58.8M |
|
99
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $59M | 0.13% |
486,000
+30,050
| +7% | +$3.25M |
|
100
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $58.1M | 0.13% |
1,878,400
-3,574,800
| -66% | -$104M |
|
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.