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 | |
|---|---|---|---|---|---|---|
2076
IMAX
IMAX
$2.73B
| $67K | ﹤0.01% |
2,161
+2,159
| +107,950% | +$66.1K |
|
|
ABB
2077
DELISTED
ABB Ltd
ABB
| $67K | ﹤0.01% |
+3,474
| New | +$61.4K |
|
2078
CALL
Credicorp
BAP
$31.2B
| $66K | ﹤0.01% |
500
-1,100
| -69% | -$121K |
|
2079
CALL
Amdocs
DOX
$6.28B
| $66K | ﹤0.01% |
1,100
-2,300
| -68% | -$129K |
|
2080
iShares Russell Mid-Cap ETF
IWR
$56.7B
| $66K | ﹤0.01% |
1,624
+1,620
| +40,500% | +$61.6K |
|
|
CSOD
2081
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $66K | ﹤0.01% |
2,000
-8,700
| -81% | -$262K |
|
2082
PUT
Global Payments
GPN
$23.2B
| $65K | ﹤0.01% |
+1,000
| New | +$59.3K |
|
2083
CALL
Pediatrix Medical
MD
$2.15B
| $65K | ﹤0.01% |
1,000
-2,100
| -68% | -$139K |
|
2084
PUT
Ryder
R
$10.1B
| $65K | ﹤0.01% |
1,000
+900
| +900% | +$51.1K |
|
|
WCN
2085
CALL
Waste Connections
WCN
$42.2B
| $65K | ﹤0.01% |
1,500
-1,650
| -52% | -$66.5K |
|
2086
WEC Energy
WEC
$35.2B
| $65K | ﹤0.01% |
1,082
-3,912
| -78% | -$219K |
|
|
CY
2087
CALL
DELISTED
Cypress Semiconductor
CY
| $65K | ﹤0.01% |
7,500
+7,300
| +3,650% | +$59K |
|
2088
CALL
Arrow Electronics
ARW
$11.4B
| $64K | ﹤0.01% |
1,000
-500
| -33% | -$27.7K |
|
2089
CALL
Boyd Gaming
BYD
$6.11B
| $64K | ﹤0.01% |
3,100
-49,600
| -94% | -$877K |
|
2090
CALL
Red Robin
RRGB
$156M
| $64K | ﹤0.01% |
1,000
-700
| -41% | -$43.6K |
|
2091
CALL
Tyler Technologies
TYL
$12.5B
| $64K | ﹤0.01% |
+500
| New | +$69.5K |
|
2092
Ziff Davis
ZD
$1.88B
| $64K | ﹤0.01% |
1,193
+1,084
| +994% | +$65.6K |
|
|
SFUN
2093
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $64K | ﹤0.01% |
+214
| New | +$60.7K |
|
2094
PUT
Trane Technologies
TT
$105B
| $62K | ﹤0.01% |
1,000
-6,400
| -86% | -$349K |
|
2095
CALL
Unum
UNM
$14.2B
| $62K | ﹤0.01% |
2,000
-13,300
| -87% | -$390K |
|
|
INXN
2096
PUT
DELISTED
Interxion Holding N.V.
INXN
| $62K | ﹤0.01% |
1,800
-400
| -18% | -$12.4K |
|
|
CRZO
2097
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $62K | ﹤0.01% |
+2,000
| New | +$50.4K |
|
|
CIE
2098
DELISTED
Cobalt International Energy, Inc
CIE
| $62K | ﹤0.01% |
+1,391
| New | +$66.2K |
|
|
CA
2099
CALL
DELISTED
CA, Inc.
CA
| $62K | ﹤0.01% |
2,000
-2,200
| -52% | -$63.2K |
|
2100
CALL
Belden
BDC
$5.05B
| $61K | ﹤0.01% |
+1,000
| New | +$49.3K |
|
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.