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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $11B | 24.11% |
53,511,800
+8,287,200
| +18% | +$1.62B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $3.17B | 6.94% |
15,400,200
-18,000,900
| -54% | -$3.51B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $2.96B | 6.49% |
26,756,600
+934,100
| +4% | +$96.7M |
|
4
PUT
McDonald's
MCD
$191B
| $795M | 1.74% |
6,326,300
+6,247,200
| +7,898% | +$747M |
|
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $749M | 1.64% |
21,862,300
+1,613,400
| +8% | +$50M |
|
|
6
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $584M | 1.28% |
5,277,400
-3,784,300
| -42% | -$392M |
|
7
CALL
Pfizer
PFE
$142B
| $562M | 1.23% |
19,996,066
+19,644,241
| +5,584% | +$561M |
|
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $552M | 1.21% |
6,759,800
-336,900
| -5% | -$26.7M |
|
|
9
PUT
Pfizer
PFE
$142B
| $542M | 1.19% |
19,267,120
+18,307,242
| +1,907% | +$523M |
|
|
10
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $518M | 1.14% |
15,119,500
+3,439,400
| +29% | +$107M |
|
11
CALL
Apple
AAPL
$4.9T
| $514M | 1.13% |
18,880,000
+9,172,400
| +94% | +$229M |
|
12
CALL
GE Aerospace
GE
$368B
| $459M | 1.01% |
3,014,792
+2,664,824
| +761% | +$376M |
|
13
CALL
SPDR Gold Trust
GLD
$133B
| $437M | 0.96% |
3,713,900
-110,800
| -3% | -$12.6M |
|
14
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
| $407M | 0.89% |
15,472,500
-1,055,900
| -6% | -$22.7M |
|
|
15
CALL
McDonald's
MCD
$191B
| $398M | 0.87% |
3,168,300
+2,932,000
| +1,241% | +$350M |
|
16
PUT
AT&T
T
$159B
| $394M | 0.86% |
13,323,015
+8,556,747
| +180% | +$237M |
|
|
17
CALL
Meta Platforms (Facebook)
META
$1.37T
| $393M | 0.86% |
3,448,400
-94,200
| -3% | -$9.94M |
|
18
CALL
Alibaba
BABA
$279B
| $358M | 0.79% |
4,531,500
+2,744,400
| +154% | +$193M |
|
|
19
PUT
Apple
AAPL
$4.9T
| $356M | 0.78% |
13,056,400
-1,267,600
| -9% | -$31.6M |
|
|
20
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $336M | 0.74% |
9,947,600
-1,570,300
| -14% | -$49.3M |
|
|
21
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
| $333M | 0.73% |
12,672,200
-6,153,100
| -33% | -$132M |
|
22
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $318M | 0.7% |
2,436,500
+1,781,100
| +272% | +$228M |
|
23
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $307M | 0.67% |
5,362,200
-9,427,500
| -64% | -$520M |
|
24
CALL
RTX Corp
RTX
$289B
| $299M | 0.66% |
4,744,277
+23,676
| +0.5% | +$1.37M |
|
|
25
PUT
Invesco QQQ Trust
QQQ
$450B
| $292M | 0.64% |
2,669,500
-1,352,000
| -34% | -$140M |
|
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.