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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
AGNC icon
2026
PUT
AGNC Investment
AGNC
$12.5B
$78K ﹤0.01%
4,200
-11,800
-74% -$210K
BEN icon
2027
CALL
Franklin Templeton
BEN
$17.4B
$78K ﹤0.01%
2,000
-44,100
-96% -$1.56M
CLB icon
2028
Core Laboratories
CLB
$579M
$78K ﹤0.01%
698
-773
-53% -$80.3K
CMC icon
2029
Commercial Metals
CMC
$7.63B
$78K ﹤0.01%
+4,608
New +$67.5K
GNRC icon
2030
PUT
Generac Holdings
GNRC
$11B
$78K ﹤0.01%
2,100
+900
+75% +$29K
JCI icon
2031
PUT
Johnson Controls International
JCI
$87.7B
$78K ﹤0.01%
1,910
-88,815
-98% -$3.39M
SWKS icon
2032
Skyworks Solutions
SWKS
$11.4B
$78K ﹤0.01%
995
-4,648
-82% -$315K
VECO icon
2033
CALL
Veeco
VECO
$2.74B
$78K ﹤0.01%
4,000
+3,000
+300% +$55K
WRK
2034
PUT
DELISTED
WestRock Company
WRK
$78K ﹤0.01%
+2,220
New +$72.3K
SNP
2035
CALL
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$78K ﹤0.01%
+1,200
New +$69.2K
WBMD
2036
DELISTED
WebMD Health Corp.
WBMD
$78K ﹤0.01%
+1,243
New +$66.6K
DOC icon
2037
Healthpeak Properties
DOC
$14B
$77K ﹤0.01%
2,589
-6,585
-72% -$198K
DRII
2038
PUT
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$77K ﹤0.01%
+3,200
New +$68.4K
AMP icon
2039
CALL
Ameriprise Financial
AMP
$48.9B
$76K ﹤0.01%
800
-14,800
-95% -$1.33M
MFRM
2040
CALL
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$76K ﹤0.01%
+1,800
New +$73.3K
TSS
2041
PUT
DELISTED
Total System Services, Inc.
TSS
$76K ﹤0.01%
+1,600
New +$70.1K
TTWO icon
2042
PUT
Take-Two Interactive
TTWO
$39.5B
$75K ﹤0.01%
2,000
-5,800
-74% -$201K
GNTX icon
2043
PUT
Gentex
GNTX
$4.79B
$74K ﹤0.01%
4,700
+700
+18% +$10.2K
MANH icon
2044
CALL
Manhattan Associates
MANH
$12B
$74K ﹤0.01%
1,300
-500
-28% -$27.8K
VAC icon
2045
CALL
Marriott Vacations Worldwide
VAC
$3.47B
$74K ﹤0.01%
+1,100
New +$62.2K
ZD icon
2046
PUT
Ziff Davis
ZD
$1.89B
$74K ﹤0.01%
1,380
CERN
2047
DELISTED
Cerner Corp
CERN
$74K ﹤0.01%
1,397
-3,538
-72% -$193K
MDSO
2048
PUT
DELISTED
Medidata Solutions, Inc.
MDSO
$74K ﹤0.01%
1,900
+400
+27% +$15.5K
CAKE icon
2049
Cheesecake Factory
CAKE
$5.16B
$73K ﹤0.01%
1,375
-7,620
-85% -$377K
DUST icon
2050
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$113M
0

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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.