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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
NCLH icon
2101
PUT
Norwegian Cruise Line
NCLH
$6.84B
$61K ﹤0.01%
1,100
-1,100
-50% -$53K
BXP icon
2102
Boston Properties
BXP
$10.3B
$60K ﹤0.01%
+473
New +$56.1K
DVAX
2103
PUT
DELISTED
Dynavax Technologies
DVAX
$60K ﹤0.01%
3,100
-59,400
-95% -$1.2M
KEX icon
2104
CALL
Kirby Corp
KEX
$7.31B
$60K ﹤0.01%
+1,000
New +$54.5K
SHAK icon
2105
CALL
Shake Shack
SHAK
$2.63B
$60K ﹤0.01%
+1,600
New +$57.6K
GNC
2106
CALL
DELISTED
GNC Holdings, Inc.
GNC
$60K ﹤0.01%
1,900
+1,300
+217% +$37.3K
IAU icon
2107
CALL
iShares Gold Trust
IAU
$65.5B
$59K ﹤0.01%
+2,500
New +$57.2K
IJK icon
2108
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$59K ﹤0.01%
1,452
+1,448
+36,200% +$55.3K
ADSK icon
2109
PUT
Autodesk
ADSK
$43.2B
$58K ﹤0.01%
1,000
-10,200
-91% -$532K
VECO icon
2110
PUT
Veeco
VECO
$2.74B
$58K ﹤0.01%
3,000
+1,800
+150% +$33K
DBD
2111
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
$58K ﹤0.01%
2,000
-10,900
-84% -$285K
AZZ icon
2112
CALL
AZZ Inc
AZZ
$4.16B
$57K ﹤0.01%
+1,000
New +$51.9K
EFX icon
2113
PUT
Equifax
EFX
$19.8B
$57K ﹤0.01%
500
-2,500
-83% -$263K
PAG icon
2114
CALL
Penske Automotive Group
PAG
$14.3B
$57K ﹤0.01%
+1,500
New +$53.4K
RNF
2115
CALL
DELISTED
RENTECH NITROGEN PARTNERS, L.P. INT
RNF
$57K ﹤0.01%
+5,000
New +$44.4K
QUNR
2116
PUT
DELISTED
Qunar Cayman Islands Limited
QUNR
$56K ﹤0.01%
1,400
-700
-33% -$27K
AMD icon
2117
Advanced Micro Devices
AMD
$855B
$55K ﹤0.01%
+19,447
New +$44.2K
SA
2118
CALL
Seabridge Gold
SA
$3.5B
$55K ﹤0.01%
+5,000
New +$43.6K
ST icon
2119
Sensata Technologies
ST
$6.13B
$55K ﹤0.01%
1,407
-50,372
-97% -$1.83M
MDC
2120
DELISTED
M.D.C. Holdings, Inc.
MDC
$55K ﹤0.01%
3,022
+2,971
+5,825% +$47.9K
DATA
2121
CALL
DELISTED
Tableau Software, Inc.
DATA
$55K ﹤0.01%
1,200
-8,900
-88% -$516K
JOY
2122
CALL
DELISTED
Joy Global Inc
JOY
$55K ﹤0.01%
3,400
-3,500
-51% -$44.1K
PNR icon
2123
CALL
Pentair
PNR
$9.22B
$54K ﹤0.01%
1,489
-44,074
-97% -$1.42M
WP
2124
CALL
DELISTED
Worldpay, Inc.
WP
$54K ﹤0.01%
1,000
-1,200
-55% -$58.7K
SUNE
2125
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$54K ﹤0.01%
99,700
-74,700
-43% -$172K

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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.