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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
GRPN icon
2351
PUT
Groupon
GRPN
$735M
$8K ﹤0.01%
100
NSIT icon
2352
Insight Enterprises
NSIT
$4.59B
$8K ﹤0.01%
+268
New +$6.75K
SIRI icon
2353
CALL
SiriusXM
SIRI
$9.64B
$8K ﹤0.01%
200
-61,300
-100% -$2.29M
TGNA
2354
DELISTED
TEGNA Inc
TGNA
$8K ﹤0.01%
516
+210
+69% +$3.19K
MIK
2355
PUT
DELISTED
Michaels Stores, Inc
MIK
$8K ﹤0.01%
+300
New +$6.94K
MSCC
2356
PUT
DELISTED
Microsemi Corp
MSCC
$8K ﹤0.01%
+200
New +$6.63K
NMBL
2357
CALL
DELISTED
Nimble Storage, Inc.
NMBL
$8K ﹤0.01%
+1,000
New +$7.11K
ABG icon
2358
Asbury Automotive
ABG
$3.77B
$7K ﹤0.01%
+119
New +$6.48K
EEFT icon
2359
Euronet Worldwide
EEFT
$2.63B
$7K ﹤0.01%
95
-219
-70% -$15.5K
HBAN icon
2360
Huntington Bancshares
HBAN
$33.5B
$7K ﹤0.01%
784
-1,104
-58% -$10.2K
NTGR icon
2361
NETGEAR
NTGR
$563M
$7K ﹤0.01%
+173
New +$6.65K
SCHL icon
2362
Scholastic
SCHL
$669M
$7K ﹤0.01%
+176
New +$6.27K
SIRI icon
2363
SiriusXM
SIRI
$9.64B
$7K ﹤0.01%
+177
New +$6.61K
TNK icon
2364
Teekay Tankers
TNK
$3.3B
$7K ﹤0.01%
+238
New +$8.21K
WEN icon
2365
Wendy's
WEN
$1.45B
$7K ﹤0.01%
676
-49
-7% -$486
PRFT
2366
DELISTED
Perficient Inc
PRFT
$7K ﹤0.01%
316
-2
-0.6% -$37
CORI
2367
DELISTED
Corium International, Inc.
CORI
$7K ﹤0.01%
1,783
CWEN.A
2368
DELISTED
Clearway Energy Class A
CWEN.A
$6K ﹤0.01%
460
GIS icon
2369
PUT
General Mills
GIS
$19.8B
$6K ﹤0.01%
100
-77,600
-100% -$4.51M
ON icon
2370
PUT
ON Semiconductor
ON
$27.9B
$6K ﹤0.01%
600
-300
-33% -$2.57K
PWR icon
2371
Quanta Services
PWR
$95B
$6K ﹤0.01%
+287
New +$5.68K
SANM icon
2372
Sanmina
SANM
$11B
$6K ﹤0.01%
274
+44
+19% +$884
URI icon
2373
CALL
United Rentals
URI
$64.8B
$6K ﹤0.01%
100
-60,900
-100% -$3.39M
FLG
2374
PUT
Flagstar Bank National Association
FLG
$5.48B
$6K ﹤0.01%
133
-1,534
-92% -$71.1K
ATHX
2375
DELISTED
Athersys, Inc. Common Stock
ATHX
$6K ﹤0.01%
+100
New +$4.06K

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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.