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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 | |
|---|---|---|---|---|---|---|
1001
PUT
NOV
NOV
$7.13B
| $1.56M | ﹤0.01% |
50,300
-15,600
| -24% | -$477K |
|
1002
Vornado Realty Trust
VNO
$7.7B
| $1.56M | ﹤0.01% |
+20,423
| New | +$1.48M |
|
1003
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $1.56M | ﹤0.01% |
+60,000
| New | +$1.52M |
|
1004
CALL
InterDigital
IDCC
$8.34B
| $1.55M | ﹤0.01% |
27,900
+25,900
| +1,295% | +$1.25M |
|
1005
Corning
GLW
$137B
| $1.55M | ﹤0.01% |
74,264
-432,141
| -85% | -$8.01M |
|
1006
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $1.55M | ﹤0.01% |
18,000
-37,000
| -67% | -$3.11M |
|
1007
PUT
Open Text
OTEX
$6.41B
| $1.54M | ﹤0.01% |
59,400
+34,000
| +134% | +$819K |
|
|
UN
1008
CALL
DELISTED
Unilever NV New York Registry Shares
UN
| $1.54M | ﹤0.01% |
+34,400
| New | +$1.48M |
|
|
STI
1009
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $1.53M | ﹤0.01% |
42,500
-167,900
| -80% | -$6.05M |
|
1010
CALL
American Water Works
AWK
$26.6B
| $1.53M | ﹤0.01% |
22,200
+18,800
| +553% | +$1.22M |
|
|
1011
PUT
InterDigital
IDCC
$8.34B
| $1.53M | ﹤0.01% |
+27,500
| New | +$1.33M |
|
1012
Trip.com Group
TCOM
$29.5B
| $1.52M | ﹤0.01% |
34,416
-374,097
| -92% | -$15.6M |
|
1013
CALL
NetEase
NTES
$83.6B
| $1.52M | ﹤0.01% |
53,000
-66,500
| -56% | -$1.99M |
|
1014
CALL
D.R. Horton
DHI
$42.1B
| $1.52M | ﹤0.01% |
50,300
-144,400
| -74% | -$3.97M |
|
1015
Mondelez International
MDLZ
$79.2B
| $1.51M | ﹤0.01% |
37,751
-14,300
| -27% | -$582K |
|
1016
CALL
Bunge Global
BG
$20.5B
| $1.51M | ﹤0.01% |
26,700
-54,700
| -67% | -$3.12M |
|
1017
CALL
FirstEnergy
FE
$27.9B
| $1.5M | ﹤0.01% |
41,800
-123,700
| -75% | -$4.16M |
|
|
SAND
1018
DELISTED
Sandstorm Gold
SAND
| $1.49M | ﹤0.01% |
453,825
+424,725
| +1,460% | +$1.17M |
|
1019
PUT
Targa Resources
TRGP
$56.4B
| $1.49M | ﹤0.01% |
+50,000
| New | +$1.19M |
|
1020
PUT
Archer Daniels Midland
ADM
$38.5B
| $1.49M | ﹤0.01% |
41,000
+6,600
| +19% | +$230K |
|
1021
PUT
Southern Company
SO
$107B
| $1.49M | ﹤0.01% |
28,800
-57,000
| -66% | -$2.78M |
|
1022
CALL
Enovis
ENOV
$1.78B
| $1.49M | ﹤0.01% |
+30,212
| New | +$1.28M |
|
|
STI
1023
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $1.49M | ﹤0.01% |
41,200
-150,200
| -78% | -$5.41M |
|
|
GRMN
1024
CALL
Garmin
GRMN
$59.3B
| $1.48M | ﹤0.01% |
37,100
+23,400
| +171% | +$869K |
|
|
AMTD
1025
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.48M | ﹤0.01% |
47,000
-219,600
| -82% | -$6.47M |
|
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.