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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 | |
|---|---|---|---|---|---|---|
1926
CALL
State Street
STT
$50.8B
| $118K | ﹤0.01% |
2,000
-1,000
| -33% | -$56.8K |
|
|
IMMU
1927
CALL
DELISTED
Immunomedics Inc
IMMU
| $118K | ﹤0.01% |
+47,000
| New | +$106K |
|
1928
Gen Digital
GEN
$16.8B
| $117K | ﹤0.01% |
+6,381
| New | +$123K |
|
1929
PUT
Group 1 Automotive
GPI
$3.23B
| $117K | ﹤0.01% |
+2,000
| New | +$114K |
|
|
BKS
1930
DELISTED
Barnes & Noble
BKS
| $117K | ﹤0.01% |
9,498
-9,447
| -50% | -$92.5K |
|
|
CAB
1931
CALL
DELISTED
Cabela's Inc
CAB
| $117K | ﹤0.01% |
+2,400
| New | +$108K |
|
|
NSR
1932
PUT
DELISTED
Neustar Inc
NSR
| $116K | ﹤0.01% |
+4,700
| New | +$112K |
|
1933
CALL
Equifax
EFX
$20.7B
| $114K | ﹤0.01% |
1,000
+500
| +100% | +$52.6K |
|
1934
Celanese
CE
$4.82B
| $113K | ﹤0.01% |
+1,718
| New | +$107K |
|
1935
PUT
BorgWarner
BWA
$13.5B
| $112K | ﹤0.01% |
3,294
-114
| -3% | -$3.38K |
|
1936
CALL
IMAX
IMAX
$2.73B
| $112K | ﹤0.01% |
3,600
+2,700
| +300% | +$82.6K |
|
1937
CALL
Global Payments
GPN
$24B
| $111K | ﹤0.01% |
+1,700
| New | +$101K |
|
1938
Xylem
XYL
$28.2B
| $111K | ﹤0.01% |
+2,702
| New | +$99.5K |
|
|
EBIX
1939
DELISTED
Ebix Inc
EBIX
| $111K | ﹤0.01% |
+2,709
| New | +$94.6K |
|
|
CHL
1940
PUT
DELISTED
China Mobile Limited
CHL
| $111K | ﹤0.01% |
2,000
-4,300
| -68% | -$232K |
|
|
CNL
1941
CALL
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $110K | ﹤0.01% |
+2,000
| New | +$102K |
|
1942
Goodyear
GT
$1.94B
| $109K | ﹤0.01% |
3,307
-2,591
| -44% | -$78.1K |
|
1943
PUT
HCA Healthcare
HCA
$88.5B
| $109K | ﹤0.01% |
1,400
-70,800
| -98% | -$4.94M |
|
|
NTRI
1944
DELISTED
NutriSystem, Inc.
NTRI
| $109K | ﹤0.01% |
+5,211
| New | +$103K |
|
1945
PUT
Genesco
GCO
$428M
| $108K | ﹤0.01% |
+1,500
| New | +$96.8K |
|
1946
PUT
iShares US Home Construction ETF
ITB
$2.28B
| $108K | ﹤0.01% |
4,000
+2,800
| +233% | +$68.9K |
|
1947
Verisk Analytics
VRSK
$24.7B
| $108K | ﹤0.01% |
1,348
-6,172
| -82% | -$451K |
|
1948
Coty
COTY
$2.39B
| $107K | ﹤0.01% |
3,860
+3,733
| +2,939% | +$97.7K |
|
1949
Designer Brands
DBI
$336M
| $107K | ﹤0.01% |
3,880
-3,422
| -47% | -$85.6K |
|
1950
PUT
Huntington Bancshares
HBAN
$35.1B
| $107K | ﹤0.01% |
11,200
-177,800
| -94% | -$1.64M |
|
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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.