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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
1276
PUT
SBA Communications
SBAC
$18.9B
| $800K | ﹤0.01% |
8,000
+7,500
| +1,500% | +$717K |
|
|
STMP
1277
CALL
DELISTED
Stamps.com, Inc.
STMP
| $796K | ﹤0.01% |
7,500
+5,300
| +241% | +$542K |
|
1278
CALL
Allstate
ALL
$68.1B
| $795K | ﹤0.01% |
11,800
-1,500
| -11% | -$94.2K |
|
1279
PUT
Healthpeak Properties
DOC
$15B
| $795K | ﹤0.01% |
26,791
-18,556
| -41% | -$557K |
|
1280
CALL
Prologis
PLD
$131B
| $794K | ﹤0.01% |
18,000
+15,000
| +500% | +$602K |
|
1281
PUT
Helmerich & Payne
HP
$3.33B
| $793K | ﹤0.01% |
+13,500
| New | +$714K |
|
1282
PUT
Neurocrine Biosciences
NBIX
$16.4B
| $791K | ﹤0.01% |
+20,000
| New | +$794K |
|
1283
PUT
Gold Fields
GFI
$33.4B
| $788K | ﹤0.01% |
+200,000
| New | +$747K |
|
|
CIT
1284
DELISTED
CIT Group Inc.
CIT
| $779K | ﹤0.01% |
25,120
+22,280
| +785% | +$702K |
|
|
GIMO
1285
CALL
DELISTED
Gigamon Inc.
GIMO
| $776K | ﹤0.01% |
25,000
+24,300
| +3,471% | +$634K |
|
1286
NOV
NOV
$6.95B
| $774K | ﹤0.01% |
24,893
-10,112
| -29% | -$309K |
|
|
ULTI
1287
PUT
DELISTED
Ultimate Software Group Inc
ULTI
| $774K | ﹤0.01% |
4,000
+2,800
| +233% | +$487K |
|
1288
Hecla Mining
HL
$11.1B
| $769K | ﹤0.01% |
276,636
+34,549
| +14% | +$78.1K |
|
1289
PUT
XPO
XPO
$23.4B
| $768K | ﹤0.01% |
+72,285
| New | +$630K |
|
1290
PUT
Gen Digital
GEN
$16.7B
| $767K | ﹤0.01% |
41,700
-1,368,100
| -97% | -$26.3M |
|
1291
PUT
Ambarella
AMBA
$3.59B
| $766K | ﹤0.01% |
17,100
+11,700
| +217% | +$484K |
|
1292
PUT
Shake Shack
SHAK
$3B
| $766K | ﹤0.01% |
+20,500
| New | +$738K |
|
1293
CALL
Lincoln National
LNC
$8.98B
| $765K | ﹤0.01% |
19,500
+6,400
| +49% | +$250K |
|
1294
CALL
Rockwell Automation
ROK
$50.1B
| $764K | ﹤0.01% |
6,700
-4,400
| -40% | -$446K |
|
1295
CALL
Wolfspeed
WOLF
$1.31B
| $757K | ﹤0.01% |
26,000
-37,400
| -59% | -$1.07M |
|
1296
CALL
Travel + Leisure Co
TNL
$4.77B
| $755K | ﹤0.01% |
21,929
-9,524
| -30% | -$302K |
|
1297
CALL
Core Laboratories
CLB
$502M
| $752K | ﹤0.01% |
6,700
+4,100
| +158% | +$426K |
|
|
AMTD
1298
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $752K | ﹤0.01% |
23,800
-67,500
| -74% | -$1.99M |
|
1299
PUT
Aptiv
APTV
$9.95B
| $751K | ﹤0.01% |
10,000
+100
| +1% | +$6.84K |
|
1300
CALL
Palo Alto Networks
PANW
$296B
| $751K | ﹤0.01% |
27,600
-46,200
| -63% | -$1.14M |
|
Similar funds
HF
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.