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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 | |
|---|---|---|---|---|---|---|
|
CIT
1501
CALL
DELISTED
CIT Group Inc.
CIT
| $432K | ﹤0.01% |
13,900
+9,500
| +216% | +$299K |
|
|
FIT
1502
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $430K | ﹤0.01% |
28,354
+28,238
| +24,343% | +$448K |
|
1503
Banco Bradesco
BBD
$37.9B
| $428K | ﹤0.01% |
122,238
-491,480
| -80% | -$1.28M |
|
1504
CALL
Cardinal Health
CAH
$56B
| $426K | ﹤0.01% |
5,200
-16,800
| -76% | -$1.37M |
|
1505
Signet Jewelers
SIG
$3.75B
| $425K | ﹤0.01% |
+3,424
| New | +$389K |
|
1506
iShares US Transportation ETF
IYT
$2.28B
| $423K | ﹤0.01% |
11,872
-9,504
| -44% | -$311K |
|
1507
PUT
Burlington
BURL
$23.2B
| $422K | ﹤0.01% |
7,500
+7,400
| +7,400% | +$387K |
|
|
SANW
1508
CALL
DELISTED
S&W Seed Co
SANW
| $418K | ﹤0.01% |
+5,263
| New | +$426K |
|
1509
ProShares UltraShort Real Estate
SRS
$15.2M
| $418K | ﹤0.01% |
1,327
+428
| +48% | +$162K |
|
1510
CALL
Ferrari
RACE
$71.5B
| $417K | ﹤0.01% |
+10,000
| New | +$404K |
|
|
XL
1511
PUT
DELISTED
XL Group Ltd.
XL
| $417K | ﹤0.01% |
11,300
-5,000
| -31% | -$178K |
|
1512
Westlake Corp
WLK
$10.1B
| $415K | ﹤0.01% |
8,971
+6,914
| +336% | +$314K |
|
|
DS
1513
DELISTED
Drive Shack Inc.
DS
| $415K | ﹤0.01% |
+95,745
| New | +$349K |
|
1514
Domino's
DPZ
$12.1B
| $410K | ﹤0.01% |
3,107
-2,548
| -45% | -$304K |
|
|
GRUB
1515
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $410K | ﹤0.01% |
8,166
+8,016
| +5,344% | +$354K |
|
1516
CALL
Crown Holdings
CCK
$13.3B
| $408K | ﹤0.01% |
8,200
+6,100
| +290% | +$286K |
|
1517
PUT
Eversource Energy
ES
$27.3B
| $408K | ﹤0.01% |
7,000
| – | – |
|
1518
PUT
Televisa
TV
$1.44B
| $407K | ﹤0.01% |
14,900
+8,000
| +116% | +$210K |
|
1519
PUT
Viatris
VTRS
$20.6B
| $407K | ﹤0.01% |
8,800
+1,100
| +14% | +$53.1K |
|
1520
PUT
Ameren
AEE
$30.2B
| $406K | ﹤0.01% |
8,100
+6,100
| +305% | +$281K |
|
1521
Pentair
PNR
$11B
| $406K | ﹤0.01% |
11,142
-10,440
| -48% | -$338K |
|
1522
PUT
Rambus
RMBS
$10.6B
| $405K | ﹤0.01% |
29,400
+17,000
| +137% | +$211K |
|
|
LNKD
1523
DELISTED
LinkedIn Corporation
LNKD
| $405K | ﹤0.01% |
3,539
+2,487
| +236% | +$365K |
|
1524
Cracker Barrel
CBRL
$1.31B
| $401K | ﹤0.01% |
2,627
+1,854
| +240% | +$256K |
|
1525
PUT
Pilgrim's Pride
PPC
$6.33B
| $401K | ﹤0.01% |
15,700
+12,600
| +406% | +$292K |
|
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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.