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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
SCO icon
2301
ProShares UltraShort Bloomberg Crude Oil
SCO
$768M
$16K ﹤0.01%
3
-3
-50% -$19.3K
VALE icon
2302
Vale
VALE
$65.7B
$16K ﹤0.01%
3,752
-2,159,542
-100% -$6.71M
GCP
2303
DELISTED
GCP Applied Technologies Inc.
GCP
$16K ﹤0.01%
+783
New +$14.2K
NBIS
2304
PUT
Nebius Group N.V.
NBIS
$65.7B
$15K ﹤0.01%
1,000
-1,100
-52% -$15K
FRGI
2305
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$15K ﹤0.01%
445
-137
-24% -$4.82K
CCXI
2306
CALL
DELISTED
ChemoCentryx, Inc.
CCXI
$15K ﹤0.01%
6,000
TTPH
2307
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$15K ﹤0.01%
+166
New +$16.6K
BUFF
2308
CALL
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$15K ﹤0.01%
+600
New +$11.5K
TIME
2309
CALL
DELISTED
Time Inc.
TIME
$15K ﹤0.01%
1,000
ASTE icon
2310
Astec Industries
ASTE
$971M
$14K ﹤0.01%
+300
New +$12K
CLDX icon
2311
Celldex Therapeutics
CLDX
$3.06B
$14K ﹤0.01%
250
-13,259
-98% -$1.49M
VSH icon
2312
CALL
Vishay Intertechnology
VSH
$4.86B
$14K ﹤0.01%
+1,200
New +$13.8K
CONN
2313
DELISTED
Conn's Inc.
CONN
$14K ﹤0.01%
1,088
-20,222
-95% -$320K
AAC
2314
DELISTED
AAC Holdings
AAC
$14K ﹤0.01%
700
+654
+1,422% +$12.4K
ILG
2315
CALL
DELISTED
ILG, Inc Common Stock
ILG
$14K ﹤0.01%
+1,000
New +$13K
ILG
2316
PUT
DELISTED
ILG, Inc Common Stock
ILG
$14K ﹤0.01%
+1,000
New +$13K
QLGC
2317
DELISTED
QLOGIC CORP
QLGC
$14K ﹤0.01%
+1,054
New +$13.1K
CRC
2318
CALL
DELISTED
California Resources Corporation
CRC
$14K ﹤0.01%
1,422
-8,978
-86% -$106K
DDD icon
2319
3D Systems Corp
DDD
$558M
$13K ﹤0.01%
840
-30,472
-97% -$314K
NWSA icon
2320
PUT
News Corp Class A
NWSA
$15.9B
$13K ﹤0.01%
+1,000
New +$11.8K
SH icon
2321
ProShares Short S&P500
SH
$872M
$13K ﹤0.01%
+79
New +$13.7K
ISIL
2322
PUT
DELISTED
Intersil Corp
ISIL
$13K ﹤0.01%
1,000
-1,000
-50% -$12.5K
AOSL icon
2323
CALL
Alpha and Omega Semiconductor
AOSL
$773M
$12K ﹤0.01%
+1,000
New +$10.5K
DLX icon
2324
CALL
Deluxe
DLX
$1.09B
$12K ﹤0.01%
+200
New +$11.1K
GIL icon
2325
Gildan
GIL
$9.36B
$12K ﹤0.01%
+381
New +$10.1K

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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.