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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 | |
|---|---|---|---|---|---|---|
|
ELLI
1626
PUT
DELISTED
Ellie Mae Inc
ELLI
| $298K | ﹤0.01% |
+3,300
| New | +$247K |
|
1627
CALL
Akebia Therapeutics
AKBA
$249M
| $297K | ﹤0.01% |
+33,000
| New | +$268K |
|
|
FINL
1628
PUT
DELISTED
Finish Line
FINL
| $297K | ﹤0.01% |
14,100
+8,000
| +131% | +$148K |
|
1629
Cogent Communications
CCOI
$541M
| $296K | ﹤0.01% |
+7,576
| New | +$263K |
|
1630
PUT
Vail Resorts
MTN
$5.27B
| $294K | ﹤0.01% |
2,200
+1,100
| +100% | +$138K |
|
|
1631
PUT
Cogent Communications
CCOI
$541M
| $292K | ﹤0.01% |
7,500
+6,700
| +838% | +$232K |
|
1632
CALL
Compass Minerals
CMP
$1.05B
| $291K | ﹤0.01% |
+4,100
| New | +$293K |
|
|
IRBT
1633
PUT
DELISTED
iRobot
IRBT
| $290K | ﹤0.01% |
8,200
+4,000
| +95% | +$130K |
|
|
ODP
1634
CALL
DELISTED
ODP
ODP
| $290K | ﹤0.01% |
4,080
-40,010
| -91% | -$2.16M |
|
|
SCG
1635
DELISTED
Scana
SCG
| $290K | ﹤0.01% |
+4,137
| New | +$267K |
|
1636
Kohl's
KSS
$2.13B
| $289K | ﹤0.01% |
+6,193
| New | +$291K |
|
|
VMW
1637
PUT
DELISTED
VMware, Inc
VMW
| $288K | ﹤0.01% |
5,500
-73,200
| -93% | -$3.63M |
|
|
MFRM
1638
PUT
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $288K | ﹤0.01% |
+6,800
| New | +$277K |
|
1639
CALL
Synchrony
SYF
$25.7B
| $286K | ﹤0.01% |
10,000
-37,700
| -79% | -$1.05M |
|
1640
Chord Energy
CHRD
$7.43B
| $285K | ﹤0.01% |
39,135
+39,001
| +29,105% | +$233K |
|
1641
PUT
Jabil
JBL
$36.5B
| $285K | ﹤0.01% |
14,800
+300
| +2% | +$6.05K |
|
|
EMWP
1642
CALL
DELISTED
Eros Media World PLC
EMWP
| $285K | ﹤0.01% |
+1,240
| New | +$212K |
|
|
NLSN
1643
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $284K | ﹤0.01% |
5,400
+2,600
| +93% | +$126K |
|
1644
PUT
Jacobs Solutions
J
$16.8B
| $283K | ﹤0.01% |
7,858
-6,891
| -47% | -$225K |
|
1645
CALL
Norwegian Cruise Line
NCLH
$9.05B
| $283K | ﹤0.01% |
5,100
+3,200
| +168% | +$154K |
|
1646
PUT
Omega Healthcare
OHI
$14.7B
| $282K | ﹤0.01% |
8,000
+5,000
| +167% | +$164K |
|
1647
BP
BP
$108B
| $280K | ﹤0.01% |
11,015
-88,662
| -89% | -$2.24M |
|
1648
PUT
Veeva Systems
VEEV
$34.9B
| $280K | ﹤0.01% |
11,200
-4,100
| -27% | -$100K |
|
|
MENT
1649
PUT
DELISTED
Mentor Graphics Corp
MENT
| $280K | ﹤0.01% |
13,800
+13,100
| +1,871% | +$239K |
|
|
CA
1650
DELISTED
CA, Inc.
CA
| $280K | ﹤0.01% |
9,099
+5,187
| +133% | +$149K |
|
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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.