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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 | |
|---|---|---|---|---|---|---|
1476
PUT
Analog Devices
ADI
$184B
| $461K | ﹤0.01% |
7,800
-1,200
| -13% | -$64.1K |
|
|
DNY
1477
DELISTED
DONNELLEY R R & SONS CO
DNY
| $457K | ﹤0.01% |
+27,843
| New | +$457K |
|
|
ETFC
1478
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $455K | ﹤0.01% |
18,600
-600,600
| -97% | -$14.5M |
|
1479
PUT
Polaris
PII
$4.16B
| $453K | ﹤0.01% |
4,600
-7,100
| -61% | -$616K |
|
1480
Allstate
ALL
$68.1B
| $451K | ﹤0.01% |
+6,701
| New | +$421K |
|
|
CBI
1481
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $451K | ﹤0.01% |
12,300
-5,700
| -32% | -$204K |
|
|
KEM
1482
DELISTED
KEMET Corporation
KEM
| $450K | ﹤0.01% |
233,040
-94,994
| -29% | -$167K |
|
|
HAPN
1483
Happen Inc
HAPN
$2.36B
| $445K | ﹤0.01% |
+10,729
| New | +$450K |
|
1484
Sherwin-Williams
SHW
$89.7B
| $445K | ﹤0.01% |
4,692
+438
| +10% | +$38.3K |
|
1485
PUT
KB Home
KBH
$3.61B
| $443K | ﹤0.01% |
31,000
+13,400
| +76% | +$156K |
|
1486
CALL
MBIA
MBI
$268M
| $443K | ﹤0.01% |
50,000
| – | – |
|
|
OA
1487
PUT
DELISTED
Orbital ATK, Inc.
OA
| $443K | ﹤0.01% |
5,100
+4,700
| +1,175% | +$399K |
|
|
SYT
1488
DELISTED
Syngenta Ag
SYT
| $443K | ﹤0.01% |
+5,348
| New | +$421K |
|
1489
Simon Property Group
SPG
$72.9B
| $441K | ﹤0.01% |
+2,123
| New | +$408K |
|
|
FRC
1490
PUT
DELISTED
First Republic Bank
FRC
| $440K | ﹤0.01% |
+6,600
| New | +$423K |
|
|
TSRO
1491
CALL
DELISTED
TESARO, Inc.
TSRO
| $440K | ﹤0.01% |
+10,000
| New | +$401K |
|
1492
CALL
Cadence Design Systems
CDNS
$92.8B
| $439K | ﹤0.01% |
+18,600
| New | +$390K |
|
1493
CALL
UnitedHealth
UNH
$375B
| $439K | ﹤0.01% |
3,400
-72,400
| -96% | -$8.56M |
|
|
LLL
1494
PUT
DELISTED
L3 Technologies, Inc.
LLL
| $439K | ﹤0.01% |
3,700
+3,500
| +1,750% | +$408K |
|
1495
PUT
WEC Energy
WEC
$35.3B
| $438K | ﹤0.01% |
7,300
-2,600
| -26% | -$146K |
|
1496
Navient
NAVI
$880M
| $437K | ﹤0.01% |
36,534
-42,889
| -54% | -$446K |
|
1497
CALL
Sprouts Farmers Market
SFM
$7.94B
| $435K | ﹤0.01% |
15,000
+12,300
| +456% | +$317K |
|
1498
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $435K | ﹤0.01% |
11,000
-478,600
| -98% | -$17.8M |
|
|
ZOES
1499
CALL
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $433K | ﹤0.01% |
+11,100
| New | +$349K |
|
|
TERP
1500
PUT
DELISTED
TerraForm Power, Inc
TERP
| $433K | ﹤0.01% |
50,000
-249,000
| -83% | -$2.32M |
|
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.