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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 | |
|---|---|---|---|---|---|---|
|
FTR
1301
CALL
DELISTED
Frontier Communications Corp.
FTR
| $751K | ﹤0.01% |
8,953
+8,760
| +4,539% | +$637K |
|
1302
PUT
Public Service Enterprise Group
PEG
$37.6B
| $749K | ﹤0.01% |
15,900
+11,900
| +298% | +$505K |
|
1303
Urban Outfitters
URBN
$6.67B
| $747K | ﹤0.01% |
22,566
+10,071
| +81% | +$266K |
|
|
NGD
1304
PUT
DELISTED
New Gold Inc
NGD
| $746K | ﹤0.01% |
+200,000
| New | +$595K |
|
|
ENOC
1305
PUT
DELISTED
EnerNOC, Inc.
ENOC
| $741K | ﹤0.01% |
+99,000
| New | +$547K |
|
|
CATM
1306
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $738K | ﹤0.01% |
+20,500
| New | +$670K |
|
1307
CALL
Owens Corning
OC
$12.3B
| $737K | ﹤0.01% |
15,600
-664,300
| -98% | -$29.5M |
|
|
CHL
1308
CALL
DELISTED
China Mobile Limited
CHL
| $732K | ﹤0.01% |
13,200
-6,300
| -32% | -$340K |
|
1309
PUT
Agnico Eagle Mines
AEM
$83.8B
| $729K | ﹤0.01% |
20,200
-50,200
| -71% | -$1.65M |
|
1310
CALL
PG&E
PCG
$37.9B
| $729K | ﹤0.01% |
12,200
-66,400
| -84% | -$3.7M |
|
1311
Travelers Companies
TRV
$79.8B
| $721K | ﹤0.01% |
6,178
-6,273
| -50% | -$685K |
|
1312
CALL
HP
HPQ
$26.1B
| $719K | ﹤0.01% |
58,300
-425,600
| -88% | -$4.55M |
|
1313
PUT
Moody's
MCO
$83.8B
| $715K | ﹤0.01% |
7,400
+5,500
| +289% | +$494K |
|
|
NBL
1314
DELISTED
Noble Energy, Inc.
NBL
| $715K | ﹤0.01% |
+22,748
| New | +$695K |
|
1315
PUT
Blackrock
BLK
$176B
| $714K | ﹤0.01% |
2,100
-9,800
| -82% | -$3.11M |
|
1316
CALL
Burlington
BURL
$23.2B
| $714K | ﹤0.01% |
12,700
+11,000
| +647% | +$575K |
|
|
GGP
1317
PUT
DELISTED
GGP Inc.
GGP
| $713K | ﹤0.01% |
24,000
+15,600
| +186% | +$429K |
|
|
LVLT
1318
DELISTED
Level 3 Communications Inc
LVLT
| $712K | ﹤0.01% |
13,480
+2,729
| +25% | +$135K |
|
1319
Entergy
ETR
$49.9B
| $711K | ﹤0.01% |
17,928
-1,850
| -9% | -$67.2K |
|
1320
PUT
Autoliv
ALV
$9.02B
| $710K | ﹤0.01% |
+8,328
| New | +$659K |
|
|
FL
1321
CALL
DELISTED
Foot Locker
FL
| $703K | ﹤0.01% |
10,900
+5,700
| +110% | +$370K |
|
|
CIT
1322
PUT
DELISTED
CIT Group Inc.
CIT
| $702K | ﹤0.01% |
22,600
+18,100
| +402% | +$570K |
|
1323
PUT
iShares US Financials ETF
IYF
$4.63B
| $701K | ﹤0.01% |
+16,600
| New | +$673K |
|
1324
CALL
Graphic Packaging
GPK
$3.52B
| $700K | ﹤0.01% |
+54,500
| New | +$662K |
|
|
1325
PUT
Urban Outfitters
URBN
$6.67B
| $698K | ﹤0.01% |
21,100
+20,500
| +3,417% | +$542K |
|
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.