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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
SHOP icon
2326
Shopify
SHOP
$167B
$12K ﹤0.01%
+4,170
New +$9.88K
SGI
2327
PUT
Somnigroup International
SGI
$14.5B
$12K ﹤0.01%
+800
New +$11.8K
WBMD
2328
CALL
DELISTED
WebMD Health Corp.
WBMD
$12K ﹤0.01%
+200
New +$10.7K
BOKF icon
2329
PUT
BOK Financial
BOKF
$8.16B
$11K ﹤0.01%
+200
New +$10.4K
CACI icon
2330
PUT
CACI
CACI
$13.5B
$11K ﹤0.01%
+100
New +$9.35K
FNF icon
2331
Fidelity National Financial
FNF
$11.9B
$11K ﹤0.01%
+480
New +$10.7K
HRTX icon
2332
Heron Therapeutics
HRTX
$63.4M
$11K ﹤0.01%
599
-2,100
-78% -$41.4K
SFUN
2333
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$11K ﹤0.01%
+36
New +$10.2K
ASNA
2334
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
$11K ﹤0.01%
50
-1,450
-97% -$256K
KMI.WS
2335
DELISTED
Kinder Morgan Inc
KMI.WS
$11K ﹤0.01%
300,095
MKC icon
2336
CALL
McCormick & Company Non-Voting
MKC
$13.8B
$10K ﹤0.01%
200
-4,200
-95% -$189K
SCCO icon
2337
Southern Copper
SCCO
$178B
$10K ﹤0.01%
400
-5,141
-93% -$120K
FLG
2338
Flagstar Bank National Association
FLG
$5.48B
$10K ﹤0.01%
199
-623
-76% -$28.9K
FRGI
2339
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$10K ﹤0.01%
300
-1,100
-79% -$38.7K
INFO
2340
DELISTED
IHS Markit Ltd. Common Shares
INFO
$10K ﹤0.01%
273
-352
-56% -$10.2K
CY
2341
DELISTED
Cypress Semiconductor
CY
$10K ﹤0.01%
1,105
-70,357
-98% -$568K
ELV icon
2342
Elevance Health
ELV
$87B
$9K ﹤0.01%
+62
New +$8.29K
MBI icon
2343
PUT
MBIA
MBI
$236M
$9K ﹤0.01%
1,000
-689,300
-100% -$5.02M
VGR
2344
CALL
DELISTED
Vector Group Ltd.
VGR
$9K ﹤0.01%
+686
New +$9.14K
DBD
2345
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
$9K ﹤0.01%
300
-5,500
-95% -$144K
ISIL
2346
DELISTED
Intersil Corp
ISIL
$9K ﹤0.01%
+693
New +$8.67K
LINE
2347
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$9K ﹤0.01%
25,081
-200,000
-89% -$165K
XL
2348
DELISTED
XL Group Ltd.
XL
$9K ﹤0.01%
+242
New +$8.61K
AL
2349
DELISTED
Air Lease Corp
AL
$8K ﹤0.01%
+257
New +$7.3K
GDOT icon
2350
Green Dot
GDOT
$743M
$8K ﹤0.01%
+356
New +$6.91K

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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.