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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
LLTC
2051
DELISTED
Linear Technology Corp
LLTC
$73K ﹤0.01%
1,639
-24,874
-94% -$1.05M
HOUS
2052
CALL
DELISTED
Anywhere Real Estate
HOUS
$72K ﹤0.01%
2,000
+100
+5% +$3.27K
SGYP
2053
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$72K ﹤0.01%
26,000
ACGL icon
2054
CALL
Arch Capital
ACGL
$32.8B
$71K ﹤0.01%
3,000
-10,500
-78% -$239K
CMP icon
2055
PUT
Compass Minerals
CMP
$1.09B
$71K ﹤0.01%
+1,000
New +$71.5K
DINO icon
2056
PUT
HF Sinclair
DINO
$19.2B
$71K ﹤0.01%
2,000
-8,600
-81% -$296K
FBIN icon
2057
Fortune Brands Innovations
FBIN
$4.94B
$71K ﹤0.01%
1,481
-4,233
-74% -$182K
FIS icon
2058
Fidelity National Information Services
FIS
$19.8B
$71K ﹤0.01%
1,126
+991
+734% +$59.5K
OHI icon
2059
CALL
Omega Healthcare
OHI
$14.2B
$71K ﹤0.01%
+2,000
New +$65.5K
UAA icon
2060
Under Armour
UAA
$2.14B
$71K ﹤0.01%
1,674
-8,032
-83% -$317K
LINE
2061
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$71K ﹤0.01%
200,000
-300,000
-60% -$248K
ES icon
2062
CALL
Eversource Energy
ES
$26.5B
$70K ﹤0.01%
1,200
-400
-25% -$21.8K
GPI icon
2063
CALL
Group 1 Automotive
GPI
$3.39B
$70K ﹤0.01%
1,200
+500
+71% +$28.6K
LAZ icon
2064
PUT
Lazard
LAZ
$4.22B
$70K ﹤0.01%
1,800
+1,000
+125% +$35.9K
RS icon
2065
PUT
Reliance Steel & Aluminium
RS
$20.2B
$69K ﹤0.01%
1,000
-6,300
-86% -$381K
TRMB icon
2066
Trimble
TRMB
$13.6B
$69K ﹤0.01%
2,790
-6,770
-71% -$150K
VMW
2067
DELISTED
VMware, Inc
VMW
$69K ﹤0.01%
+1,317
New +$65.2K
INXN
2068
CALL
DELISTED
Interxion Holding N.V.
INXN
$69K ﹤0.01%
+2,000
New +$62.2K
SHLD
2069
DELISTED
Sears Holding Corporation
SHLD
$69K ﹤0.01%
4,475
+3,699
+477% +$62.7K
IRM icon
2070
PUT
Iron Mountain
IRM
$34.3B
$68K ﹤0.01%
+2,000
New +$57.4K
LAZ icon
2071
Lazard
LAZ
$4.22B
$68K ﹤0.01%
1,756
+1,491
+563% +$53.5K
PNW icon
2072
Pinnacle West Capital
PNW
$11.8B
$68K ﹤0.01%
906
+737
+436% +$50.4K
STLD icon
2073
CALL
Steel Dynamics
STLD
$34.7B
$68K ﹤0.01%
+3,000
New +$56.5K
EXAM
2074
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$68K ﹤0.01%
+2,308
New +$62.7K
CWST icon
2075
CALL
Casella Waste Systems
CWST
$5.76B
$67K ﹤0.01%
10,000

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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.