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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
BEAV
1976
PUT
DELISTED
B/E Aerospace Inc
BEAV
$97K ﹤0.01%
2,100
+800
+62% +$34.2K
ES icon
1977
Eversource Energy
ES
$26.5B
$96K ﹤0.01%
1,648
-1,729
-51% -$94.3K
THS
1978
DELISTED
Treehouse Foods
THS
$96K ﹤0.01%
1,103
+784
+246% +$62.6K
XPO icon
1979
XPO
XPO
$21.6B
$96K ﹤0.01%
+9,004
New +$78.5K
PJT icon
1980
PUT
PJT Partners
PJT
$4.55B
$95K ﹤0.01%
3,926
-2,996
-43% -$77.2K
RPM icon
1981
PUT
RPM International
RPM
$12.8B
$95K ﹤0.01%
+2,000
New +$82.8K
WBMD
1982
PUT
DELISTED
WebMD Health Corp.
WBMD
$94K ﹤0.01%
+1,500
New +$80.4K
EXR icon
1983
PUT
Extra Space Storage
EXR
$28.7B
$93K ﹤0.01%
1,000
-800
-44% -$69.5K
GLPI icon
1984
PUT
Gaming and Leisure Properties
GLPI
$12B
$93K ﹤0.01%
+3,000
New +$81.4K
LKQ icon
1985
CALL
LKQ Corp
LKQ
$6.2B
$93K ﹤0.01%
2,900
-500
-15% -$13.9K
CDK
1986
PUT
DELISTED
CDK Global, Inc.
CDK
$93K ﹤0.01%
+2,000
New +$89K
BOBE
1987
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
$93K ﹤0.01%
2,000
-1,500
-43% -$63.3K
HRI icon
1988
Herc Holdings
HRI
$4.83B
$92K ﹤0.01%
+2,919
New +$85.7K
NTAP icon
1989
PUT
NetApp
NTAP
$36.4B
$92K ﹤0.01%
3,400
-34,300
-91% -$831K
QVCGA
1990
DELISTED
QVC Group Inc Series A
QVCGA
$92K ﹤0.01%
+75
New +$91.4K
FDS icon
1991
CALL
Factset
FDS
$9.98B
$91K ﹤0.01%
600
+100
+20% +$14.9K
FRAN
1992
CALL
DELISTED
Francesca's Holdings Corporation
FRAN
$91K ﹤0.01%
+400
New +$86.3K
LKQ icon
1993
PUT
LKQ Corp
LKQ
$6.2B
$90K ﹤0.01%
+2,800
New +$78.1K
PWR icon
1994
PUT
Quanta Services
PWR
$94.7B
$90K ﹤0.01%
4,000
+3,800
+1,900% +$75.3K
CHDN icon
1995
PUT
Churchill Downs
CHDN
$5.83B
$89K ﹤0.01%
+3,600
New +$82.3K
IWB icon
1996
iShares Russell 1000 ETF
IWB
$48.9B
$89K ﹤0.01%
777
+776
+77,600% +$83.9K
TOL icon
1997
CALL
Toll Brothers
TOL
$12.4B
$89K ﹤0.01%
3,000
-537,600
-99% -$15M
UVXY icon
1998
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$314M
0
HUN icon
1999
Huntsman Corp
HUN
$1.69B
$88K ﹤0.01%
+6,592
New +$68.1K
FINL
2000
CALL
DELISTED
Finish Line
FINL
$88K ﹤0.01%
4,200
-4,500
-52% -$83.3K

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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.