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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 | |
|---|---|---|---|---|---|---|
101
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $57.4M | 0.13% |
1,034,100
+501,500
| +94% | +$25.9M |
|
102
CALL
PepsiCo
PEP
$191B
| $56.6M | 0.12% |
552,000
-12,900
| -2% | -$1.27M |
|
103
CALL
IBM
IBM
$209B
| $56M | 0.12% |
387,020
-237,965
| -38% | -$30.4M |
|
|
104
CALL
Qualcomm
QCOM
$159B
| $56M | 0.12% |
1,095,500
-1,877,300
| -63% | -$91.5M |
|
105
CALL
Verizon
VZ
$193B
| $55.4M | 0.12% |
1,024,100
-761,500
| -43% | -$38.1M |
|
106
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
| $53.5M | 0.12% |
1,157,500
+928,800
| +406% | +$39.4M |
|
|
107
CALL
Morgan Stanley
MS
$330B
| $53.3M | 0.12% |
2,129,400
-1,362,400
| -39% | -$34.8M |
|
108
PUT
General Motors
GM
$80B
| $53M | 0.12% |
1,685,000
-285,500
| -14% | -$8.59M |
|
109
CALL
iShares MSCI South Korea ETF
EWY
$22.5B
| $52.8M | 0.12% |
1,000,000
-33,200
| -3% | -$1.6M |
|
110
Sprott Physical Gold and Silver Trust
CEF
$7.56B
| $52.6M | 0.12% |
4,385,701
| – | – |
|
111
PUT
GE Aerospace
GE
$368B
| $52.4M | 0.11% |
343,854
+30,590
| +10% | +$4.32M |
|
112
CALL
Walt Disney
DIS
$167B
| $51.3M | 0.11% |
516,100
+156,000
| +43% | +$15.1M |
|
113
PUT
United Parcel Service
UPS
$89.5B
| $50M | 0.11% |
473,900
-504,500
| -52% | -$49M |
|
114
CALL
Tesla
TSLA
$1.22T
| $50M | 0.11% |
3,261,000
+2,472,000
| +313% | +$32.5M |
|
115
PUT
Sysco
SYY
$40.6B
| $49.8M | 0.11% |
1,066,200
-1,197,400
| -53% | -$51.7M |
|
116
PUT
Wheaton Precious Metals
WPM
$51.5B
| $49.5M | 0.11% |
2,982,800
+2,701,800
| +961% | +$39.1M |
|
|
117
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $49.4M | 0.11% |
240,405
-345,301
| -59% | -$67.4M |
|
|
118
Invesco QQQ Trust
QQQ
$450B
| $49.1M | 0.11% |
449,266
+449,265
| +44,926,500% | +$46.7M |
|
119
CALL
CVS Health
CVS
$134B
| $47.8M | 0.1% |
460,700
+149,600
| +48% | +$14.5M |
|
120
CALL
Caterpillar
CAT
$373B
| $46.8M | 0.1% |
611,700
-42,100
| -6% | -$2.82M |
|
121
CALL
Goldman Sachs
GS
$302B
| $45.9M | 0.1% |
292,300
-1,439,900
| -83% | -$223M |
|
122
CALL
lululemon athletica
LULU
$13.6B
| $45.4M | 0.1% |
671,200
+373,400
| +125% | +$22.4M |
|
|
BNY
123
CALL
Bank of New York Mellon
BNY
$106B
| $45.4M | 0.1% |
1,233,700
+260,100
| +27% | +$9.43M |
|
124
CALL
Starbucks
SBUX
$121B
| $45.3M | 0.1% |
758,300
+506,600
| +201% | +$29.5M |
|
125
CALL
United Airlines
UAL
$40.1B
| $45.2M | 0.1% |
754,600
+470,900
| +166% | +$25M |
|
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.