We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-0%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$45.6B
AUM Growth
-$3.59B
Cap. Flow
-$837M
Cap. Flow %
-1.83%
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.91%
2 Consumer Discretionary 0.42%
3 Financials 0.41%
4 Technology 0.37%
5 Industrials 0.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
EQC
3901
PUT
DELISTED
Equity Commonwealth
EQC
-45,000
Closed -$1.25M
CMRX
3902
CALL
DELISTED
Chimerix, Inc.
CMRX
-2,500
Closed -$22K
NVRO
3903
DELISTED
NEVRO CORP.
NVRO
-2,000
Closed -$135K
NVRO
3904
PUT
DELISTED
NEVRO CORP.
NVRO
-8,500
Closed -$574K
INFN
3905
CALL
DELISTED
Infinera Corporation Common Stock
INFN
-41,500
Closed -$752K
IQDE
3906
DELISTED
FlexShares International Quality Dividend Defensive Index Fund
IQDE
$0 ﹤0.01%
1
BSCO
3907
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
$0 ﹤0.01%
1
MRO
3908
DELISTED
Marathon Oil Corporation
MRO
-61,806
Closed -$578K
ROOF
3909
DELISTED
NYLI CBRE NextGen Real Estate ETF
ROOF
$0 ﹤0.01%
1
SAVE
3910
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
-1,100
Closed -$44K
CHUY
3911
CALL
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
-600
Closed -$19K
CHUY
3912
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
-1,703
Closed -$53K
CHUY
3913
PUT
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
-2,100
Closed -$66K
SWN
3914
PUT
DELISTED
Southwestern Energy Company
SWN
-150,000
Closed -$1.07M
HA
3915
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
-101,700
Closed -$3.59M
HA
3916
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
-3,900
Closed -$138K
TUP
3917
CALL
DELISTED
Tupperware Brands Corporation
TUP
-1,200
Closed -$67K
SPWR
3918
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
-171,329
Closed -$3.37M
SPWR
3919
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
-1,527
Closed -$30K
HEWG
3920
DELISTED
iShares Currency Hedged MSCI Germany ETF
HEWG
$0 ﹤0.01%
1
LL
3921
DELISTED
LL Flooring Holdings, Inc.
LL
$0 ﹤0.01%
3
-12,595
-100% -$159K
LL
3922
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
-78,600
Closed -$1.36M
WPS
3923
DELISTED
iShares International Developed Property ETF
WPS
$0 ﹤0.01%
1
CONN
3924
CALL
DELISTED
Conn's Inc.
CONN
-2,600
Closed -$60K
CONN
3925
PUT
DELISTED
Conn's Inc.
CONN
-2,000
Closed -$46K

Similar funds

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's Q1 2016 filing shows 522 new, 870 increased, 980 reduced and 966 closed positions. Its largest new stake was US Bancorp: 392,705 shares worth $15.9M. The largest sale was Microsoft, an estimated $86.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.