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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 | |
|---|---|---|---|---|---|---|
|
TECD
1701
DELISTED
Tech Data Corp
TECD
| $239K | ﹤0.01% |
+3,116
| New | +$214K |
|
1702
Arista Networks
ANET
$242B
| $237K | ﹤0.01% |
60,112
-52,336
| -47% | -$205K |
|
1703
CALL
Broadridge
BR
$18.8B
| $237K | ﹤0.01% |
4,000
-800
| -17% | -$43.6K |
|
|
DVAX
1704
CALL
DELISTED
Dynavax Technologies
DVAX
| $237K | ﹤0.01% |
12,300
-95,200
| -89% | -$1.92M |
|
1705
Marriott Vacations Worldwide
VAC
$4.28B
| $237K | ﹤0.01% |
+3,507
| New | +$198K |
|
1706
Vanguard Morningstar Small-Cap ETF
VB
$81.3B
| $236K | ﹤0.01% |
2,119
+2,118
| +211,800% | +$219K |
|
|
SAVE
1707
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $236K | ﹤0.01% |
+4,900
| New | +$219K |
|
|
MDCO
1708
DELISTED
Medicines Co
MDCO
| $235K | ﹤0.01% |
+7,386
| New | +$241K |
|
|
BEL
1709
DELISTED
Belmond Ltd.
BEL
| $235K | ﹤0.01% |
24,779
+16,653
| +205% | +$148K |
|
1710
CALL
Clean Energy Fuels
CLNE
$410M
| $234K | ﹤0.01% |
80,000
| – | – |
|
1711
T. Rowe Price
TROW
$24.2B
| $234K | ﹤0.01% |
+3,181
| New | +$221K |
|
1712
PUT
Western Union
WU
$2.23B
| $232K | ﹤0.01% |
12,000
-46,000
| -79% | -$827K |
|
|
CSH
1713
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $232K | ﹤0.01% |
6,000
+4,700
| +362% | +$153K |
|
1714
CALL
Analog Devices
ADI
$184B
| $231K | ﹤0.01% |
3,900
-1,200
| -24% | -$64.1K |
|
1715
Abercrombie & Fitch
ANF
$4.91B
| $229K | ﹤0.01% |
7,267
-195,131
| -96% | -$5.48M |
|
1716
CALL
Boston Properties
BXP
$11B
| $229K | ﹤0.01% |
1,800
-1,600
| -47% | -$190K |
|
1717
Pediatrix Medical
MD
$2.15B
| $229K | ﹤0.01% |
3,550
+2,963
| +505% | +$197K |
|
1718
PUT
Sinclair Inc
SBGI
$1.07B
| $229K | ﹤0.01% |
7,400
-447,900
| -98% | -$13.8M |
|
|
AKS
1719
DELISTED
AK Steel Holding Corp
AKS
| $229K | ﹤0.01% |
+55,520
| New | +$159K |
|
1720
PUT
Flex
FLEX
$45.3B
| $228K | ﹤0.01% |
25,213
+21,232
| +533% | +$171K |
|
1721
W.W. Grainger
GWW
$60.4B
| $228K | ﹤0.01% |
975
-3,104
| -76% | -$650K |
|
1722
CALL
Itaú Unibanco
ITUB
$90.2B
| $228K | ﹤0.01% |
60,093
-1,696,469
| -97% | -$5.17M |
|
1723
CALL
Builders FirstSource
BLDR
$7.8B
| $225K | ﹤0.01% |
+20,000
| New | +$173K |
|
|
1724
PUT
Builders FirstSource
BLDR
$7.8B
| $225K | ﹤0.01% |
+20,000
| New | +$173K |
|
1725
Assured Guaranty
AGO
$3.66B
| $221K | ﹤0.01% |
+8,734
| New | +$215K |
|
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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.