We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
K
1726
DELISTED
Kellanova
K
| $220K | ﹤0.01% |
3,057
-2
| -0.1% | -$138 |
|
1727
CALL
TransDigm Group
TDG
$69.8B
| $220K | ﹤0.01% |
1,000
+800
| +400% | +$175K |
|
1728
CALL
Rambus
RMBS
$10.6B
| $219K | ﹤0.01% |
15,900
+7,400
| +87% | +$91.7K |
|
1729
Ametek
AME
$57.6B
| $218K | ﹤0.01% |
+4,360
| New | +$208K |
|
|
SOHU
1730
CALL
Sohu.com
SOHU
$368M
| $218K | ﹤0.01% |
4,400
-1,000
| -19% | -$48.4K |
|
1731
CALL
Tronox
TROX
$1.11B
| $218K | ﹤0.01% |
34,100
+23,100
| +210% | +$103K |
|
1732
CALL
Western Union
WU
$2.23B
| $218K | ﹤0.01% |
11,300
+7,500
| +197% | +$135K |
|
1733
CALL
KeyCorp
KEY
$24.3B
| $217K | ﹤0.01% |
19,700
-6,400
| -25% | -$71.5K |
|
1734
PUT
SAP
SAP
$230B
| $217K | ﹤0.01% |
2,700
+1,800
| +200% | +$140K |
|
1735
PUT
FirstEnergy
FE
$27.4B
| $216K | ﹤0.01% |
6,000
-10,000
| -63% | -$336K |
|
|
WP
1736
PUT
DELISTED
Worldpay, Inc.
WP
| $216K | ﹤0.01% |
4,000
+700
| +21% | +$34.3K |
|
1737
PUT
Cinemark Holdings
CNK
$4.4B
| $215K | ﹤0.01% |
6,000
+4,100
| +216% | +$130K |
|
|
WFT
1738
DELISTED
Weatherford International plc
WFT
| $215K | ﹤0.01% |
27,630
-120,923
| -81% | -$816K |
|
1739
CALL
Meritage Homes
MTH
$4.71B
| $214K | ﹤0.01% |
11,800
-2,000
| -14% | -$31.8K |
|
1740
TG Therapeutics
TGTX
$7.59B
| $213K | ﹤0.01% |
25,000
+5,803
| +30% | +$50.8K |
|
|
1741
PUT
TG Therapeutics
TGTX
$7.59B
| $213K | ﹤0.01% |
25,000
| – | – |
|
1742
CALL
CMS Energy
CMS
$22.3B
| $212K | ﹤0.01% |
5,000
| – | – |
|
|
1743
PUT
CMS Energy
CMS
$22.3B
| $212K | ﹤0.01% |
5,000
| – | – |
|
|
SONC
1744
PUT
DELISTED
Sonic Corp
SONC
| $211K | ﹤0.01% |
6,000
+1,500
| +33% | +$44.8K |
|
|
CDK
1745
CALL
DELISTED
CDK Global, Inc.
CDK
| $210K | ﹤0.01% |
+4,500
| New | +$200K |
|
|
SODA
1746
DELISTED
SodaStream International Ltd
SODA
| $210K | ﹤0.01% |
14,896
+14,895
| +1,489,500% | +$207K |
|
1747
Visteon
VC
$2.75B
| $207K | ﹤0.01% |
2,607
+2,544
| +4,038% | +$200K |
|
|
TEN
1748
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $206K | ﹤0.01% |
+4,000
| New | +$175K |
|
|
FISV
1749
CALL
Fiserv Inc
FISV
$28.9B
| $205K | ﹤0.01% |
4,000
+1,400
| +54% | +$66.4K |
|
1750
Douglas Dynamics
PLOW
$1.04B
| $205K | ﹤0.01% |
+8,948
| New | +$180K |
|
Similar funds
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.