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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 | |
|---|---|---|---|---|---|---|
176
CALL
Ball Corp
BALL
$17.2B
| $32.2M | 0.07% |
902,000
+899,200
| +32,114% | +$30.6M |
|
177
CALL
American Express
AXP
$228B
| $32M | 0.07% |
520,800
-616,600
| -54% | -$35.9M |
|
178
CALL
Alphabet (Google) Class C
GOOG
$4.31T
| $32M | 0.07% |
858,000
+366,000
| +74% | +$13.1M |
|
179
PUT
VanEck Oil Services ETF
OIH
$2.04B
| $31.8M | 0.07% |
59,750
-17,675
| -23% | -$8.66M |
|
180
CALL
HCA Healthcare
HCA
$86.6B
| $31.3M | 0.07% |
+401,200
| New | +$28M |
|
|
DFS
181
PUT
DELISTED
Discover Financial Services
DFS
| $31.3M | 0.07% |
614,200
+600,600
| +4,416% | +$28.9M |
|
182
CALL
SLB Ltd
SLB
$73.1B
| $30.4M | 0.07% |
412,800
+289,100
| +234% | +$20.3M |
|
|
DFS
183
CALL
DELISTED
Discover Financial Services
DFS
| $30.3M | 0.07% |
595,900
+579,600
| +3,556% | +$27.9M |
|
184
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$225M
| $30.3M | 0.07% |
+600,000
| New | +$24.1M |
|
185
PUT
3M
MMM
$90.9B
| $29.7M | 0.07% |
213,366
+25,116
| +13% | +$3.23M |
|
186
CALL
Casey's General Stores
CASY
$32.4B
| $28.9M | 0.06% |
+255,000
| New | +$28.6M |
|
187
PUT
Tesla
TSLA
$1.22T
| $28.6M | 0.06% |
1,869,000
-4,846,500
| -72% | -$63.8M |
|
|
TWTR
188
CALL
DELISTED
Twitter, Inc.
TWTR
| $28.5M | 0.06% |
1,722,300
-1,530,900
| -47% | -$26.8M |
|
189
iShares MSCI Japan ETF
EWJ
$21.8B
| $28.3M | 0.06% |
620,290
+560,488
| +937% | +$25.2M |
|
190
CALL
Vulcan Materials
VMC
$35.3B
| $28.1M | 0.06% |
265,800
+236,100
| +795% | +$22.4M |
|
191
PUT
Alcoa
AA
$11.9B
| $27.9M | 0.06% |
1,212,484
-706,617
| -37% | -$14.4M |
|
192
PUT
Netflix
NFLX
$298B
| $27.8M | 0.06% |
2,718,000
+1,202,000
| +79% | +$11.8M |
|
|
193
CALL
Alcoa
AA
$11.9B
| $27.6M | 0.06% |
1,200,000
+644,777
| +116% | +$13.1M |
|
|
DRII
194
CALL
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $27.4M | 0.06% |
+1,128,000
| New | +$24.1M |
|
195
PUT
Newmont
NEM
$98.3B
| $27.3M | 0.06% |
1,027,200
-716,000
| -41% | -$16.6M |
|
|
196
PUT
iShares MSCI Japan ETF
EWJ
$21.8B
| $27.1M | 0.06% |
593,750
+371,250
| +167% | +$16.7M |
|
197
PUT
D.R. Horton
DHI
$40.3B
| $27M | 0.06% |
891,700
+141,400
| +19% | +$3.88M |
|
198
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $26.9M | 0.06% |
1,083,000
-586,400
| -35% | -$13.5M |
|
199
iShares MSCI Australia ETF
EWA
$1.39B
| $26.8M | 0.06% |
1,385,622
-225,110
| -14% | -$4.05M |
|
|
XLNX
200
PUT
DELISTED
Xilinx Inc
XLNX
| $26.4M | 0.06% |
556,400
-811,100
| -59% | -$38.1M |
|
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.