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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
TZA icon
1426
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$537K ﹤0.01%
31
MHFI
1427
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$537K ﹤0.01%
+5,424
New +$486K
WKC icon
1428
PUT
World Kinect Corp
WKC
$1.82B
$534K ﹤0.01%
11,000
+9,800
+817% +$420K
EXC icon
1429
CALL
Exelon
EXC
$45B
$532K ﹤0.01%
20,750
-245,069
-92% -$5.49M
AGNC icon
1430
CALL
AGNC Investment
AGNC
$12.5B
$526K ﹤0.01%
28,200
+6,200
+28% +$110K
COL
1431
PUT
DELISTED
Rockwell Collins
COL
$525K ﹤0.01%
5,700
+4,700
+470% +$408K
SNI
1432
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$524K ﹤0.01%
8,000
-3,100
-28% -$184K
IBB icon
1433
CALL
iShares Biotechnology ETF
IBB
$10.4B
$522K ﹤0.01%
6,000
-294,000
-98% -$26.3M
JBHT icon
1434
PUT
JB Hunt Transport Services
JBHT
$25.2B
$521K ﹤0.01%
6,200
-11,900
-66% -$901K
LH icon
1435
Labcorp
LH
$26B
$521K ﹤0.01%
+5,177
New +$496K
DLX icon
1436
Deluxe
DLX
$1.08B
$520K ﹤0.01%
+8,322
New +$464K
FTR
1437
DELISTED
Frontier Communications Corp.
FTR
$519K ﹤0.01%
6,185
+6,184
+618,400% +$450K
LAMR icon
1438
Lamar Advertising Co
LAMR
$15.1B
$514K ﹤0.01%
+8,359
New +$477K
IDTI
1439
DELISTED
Integrated Device Technology I
IDTI
$508K ﹤0.01%
24,841
+16,321
+192% +$343K
MIC
1440
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$506K ﹤0.01%
+7,500
New +$476K
PFG icon
1441
CALL
Principal Financial Group
PFG
$24.4B
$505K ﹤0.01%
12,800
-700
-5% -$26.9K
AET
1442
PUT
DELISTED
Aetna Inc
AET
$505K ﹤0.01%
4,500
-23,800
-84% -$2.55M
RPTP
1443
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$501K ﹤0.01%
108,975
+95,000
+680% +$382K
GEN icon
1444
CALL
Gen Digital
GEN
$17.8B
$499K ﹤0.01%
27,100
-1,523,900
-98% -$29.3M
PLCE icon
1445
CALL
Children's Place
PLCE
$56.5M
$499K ﹤0.01%
6,000
+1,500
+33% +$102K
TM icon
1446
CALL
Toyota
TM
$226B
$499K ﹤0.01%
4,700
-19,500
-81% -$2.15M
IMOS
1447
ChipMOS TECHNOLOGIES
IMOS
$2.03B
$496K ﹤0.01%
+25,888
New +$497K
SDRL
1448
DELISTED
Seadrill Limited Common Stock
SDRL
$494K ﹤0.01%
559
+64
+13% +$46.1K
CCI icon
1449
PUT
Crown Castle
CCI
$32B
$493K ﹤0.01%
5,700
+100
+2% +$8.48K
SSYS icon
1450
Stratasys
SSYS
$672M
$488K ﹤0.01%
18,809
+4,149
+28% +$84.6K

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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.