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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 | |
|---|---|---|---|---|---|---|
126
CALL
iShares Silver Trust
SLV
$28B
| $44.9M | 0.1% |
3,061,800
-457,600
| -13% | -$6.5M |
|
|
CTXS
127
CALL
DELISTED
Citrix Systems Inc
CTXS
| $44.5M | 0.1% |
711,536
+645,230
| +973% | +$36.5M |
|
|
128
Morgan Stanley
MS
$331B
| $43.8M | 0.1% |
1,751,873
+1,748,002
| +45,156% | +$44.6M |
|
|
GOLD
129
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $43.6M | 0.1% |
479,900
+165,632
| +53% | +$13.3M |
|
130
PUT
Campbell Soup
CPB
$6.55B
| $43.1M | 0.09% |
674,900
+571,000
| +550% | +$33.6M |
|
131
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $43M | 0.09% |
2,153,400
-299,100
| -12% | -$5.15M |
|
132
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $43M | 0.09% |
4,565,000
-875,000
| -16% | -$8.32M |
|
|
133
CALL
DuPont de Nemours
DD
$18.5B
| $42.9M | 0.09% |
333,280
-258,449
| -44% | -$31M |
|
134
CALL
Lowe's Companies
LOW
$117B
| $42.4M | 0.09% |
559,500
+445,800
| +392% | +$31.5M |
|
135
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $41.9M | 0.09% |
617,600
+519,500
| +530% | +$34.8M |
|
136
CALL
Amazon
AMZN
$2.92T
| $41.9M | 0.09% |
1,410,000
-802,000
| -36% | -$22.8M |
|
|
137
PUT
VanEck Gold Miners ETF
GDX
$22.7B
| $41.7M | 0.09% |
2,090,400
+37,700
| +2% | +$649K |
|
|
MON
138
PUT
DELISTED
Monsanto Co
MON
| $40.7M | 0.09% |
464,000
-635,200
| -58% | -$57.3M |
|
|
139
Qualcomm
QCOM
$155B
| $40.7M | 0.09% |
795,392
+791,933
| +22,895% | +$38.6M |
|
|
B
140
CALL
Barrick Mining
B
$61.5B
| $40.4M | 0.09% |
2,978,000
+512,600
| +21% | +$5.97M |
|
141
PUT
Delta Air Lines
DAL
$57.5B
| $39.7M | 0.09% |
815,400
-668,100
| -45% | -$31.2M |
|
142
PUT
Lam Research
LRCX
$367B
| $39.7M | 0.09% |
4,805,000
-1,887,000
| -28% | -$13.7M |
|
|
AET
143
CALL
DELISTED
Aetna Inc
AET
| $39.6M | 0.09% |
352,500
+321,000
| +1,019% | +$34.3M |
|
144
PUT
Ford
F
$58.5B
| $39.5M | 0.09% |
2,928,000
-336,700
| -10% | -$4.24M |
|
|
WBA
145
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $39.4M | 0.09% |
468,200
-1,600
| -0.3% | -$128K |
|
146
PUT
United Airlines
UAL
$39.4B
| $39.2M | 0.09% |
655,100
+545,700
| +499% | +$29M |
|
|
147
Amazon
AMZN
$2.92T
| $38.6M | 0.08% |
1,299,560
-1,013,760
| -44% | -$28.8M |
|
148
PUT
Target
TGT
$65.6B
| $38.4M | 0.08% |
467,100
+135,300
| +41% | +$10.2M |
|
149
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $38M | 0.08% |
487,900
+305,600
| +168% | +$22.2M |
|
150
CALL
Merck
MRK
$322B
| $38M | 0.08% |
752,150
+469,924
| +167% | +$23M |
|
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.