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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 | |
|---|---|---|---|---|---|---|
1826
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $161K | ﹤0.01% |
9,700
+8,800
| +978% | +$134K |
|
1827
PUT
MannKind Corp
MNKD
$1.24B
| $161K | ﹤0.01% |
20,000
-57,820
| -74% | -$330K |
|
|
TECD
1828
PUT
DELISTED
Tech Data Corp
TECD
| $161K | ﹤0.01% |
+2,100
| New | +$144K |
|
|
CYB
1829
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $161K | ﹤0.01% |
6,428
+6,427
| +642,700% | +$158K |
|
|
WFM
1830
DELISTED
Whole Foods Market Inc
WFM
| $160K | ﹤0.01% |
5,137
-345,927
| -99% | -$10.8M |
|
1831
CALL
Cheesecake Factory
CAKE
$5.34B
| $159K | ﹤0.01% |
3,000
+2,100
| +233% | +$104K |
|
1832
CALL
Microchip Technology
MCHP
$40.4B
| $159K | ﹤0.01% |
6,600
+800
| +14% | +$17.8K |
|
1833
W.P. Carey
WPC
$16.4B
| $159K | ﹤0.01% |
+2,606
| New | +$148K |
|
|
SWFT
1834
DELISTED
Swift Transportation Company
SWFT
| $159K | ﹤0.01% |
8,509
-72,464
| -89% | -$1.17M |
|
1835
Copart
CPRT
$26.9B
| $158K | ﹤0.01% |
+30,976
| New | +$143K |
|
|
ACAS
1836
DELISTED
American Capital Ltd
ACAS
| $158K | ﹤0.01% |
10,348
-57,248
| -85% | -$798K |
|
1837
CALL
Autodesk
ADSK
$51.2B
| $157K | ﹤0.01% |
2,700
-12,200
| -82% | -$636K |
|
1838
PUT
G-III Apparel Group
GIII
$1.51B
| $157K | ﹤0.01% |
+3,200
| New | +$155K |
|
1839
PUT
America Movil
AMX
$71.8B
| $156K | ﹤0.01% |
+10,000
| New | +$138K |
|
|
IOC
1840
DELISTED
Interoil Corporation
IOC
| $156K | ﹤0.01% |
4,911
+4,866
| +10,813% | +$137K |
|
1841
PUT
Liberty Media Series A
FWONA
$22.9B
| $155K | ﹤0.01% |
+5,949
| New | +$144K |
|
1842
Synopsys
SNPS
$77.7B
| $155K | ﹤0.01% |
3,191
+1,378
| +76% | +$60.8K |
|
|
CCXI
1843
PUT
DELISTED
ChemoCentryx, Inc.
CCXI
| $155K | ﹤0.01% |
62,400
| – | – |
|
|
1844
G-III Apparel Group
GIII
$1.51B
| $154K | ﹤0.01% |
3,141
+3,040
| +3,010% | +$147K |
|
1845
CALL
NetApp
NTAP
$37.6B
| $154K | ﹤0.01% |
5,600
-17,900
| -76% | -$434K |
|
1846
AGCO
AGCO
$7.12B
| $153K | ﹤0.01% |
3,081
-1,386
| -31% | -$66.7K |
|
|
SAVE
1847
DELISTED
Spirit Airlines, Inc.
SAVE
| $153K | ﹤0.01% |
+3,198
| New | +$143K |
|
1848
PUT
Penske Automotive Group
PAG
$14.2B
| $152K | ﹤0.01% |
4,000
+3,500
| +700% | +$125K |
|
|
AUY
1849
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $152K | ﹤0.01% |
50,000
-1,052,500
| -95% | -$2.57M |
|
1850
CALL
OSI Systems
OSIS
$3.91B
| $151K | ﹤0.01% |
2,300
+1,600
| +229% | +$106K |
|
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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.