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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
KRE icon
3176
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
-263,200
Closed -$11M
KRE icon
3177
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
-308,300
Closed -$12.9M
KWEB icon
3178
KraneShares CSI China Internet ETF
KWEB
$4.89B
$0 ﹤0.01%
1
KXI icon
3179
iShares Global Consumer Staples ETF
KXI
$1.08B
$0 ﹤0.01%
2
LAD icon
3180
Lithia Motors
LAD
$8.11B
-14,432
Closed -$1.54M
LAD icon
3181
PUT
Lithia Motors
LAD
$8.11B
-33,600
Closed -$3.58M
LDOS icon
3182
CALL
Leidos
LDOS
$16.2B
-3,000
Closed -$169K
LDOS icon
3183
Leidos
LDOS
$16.2B
-5,397
Closed -$304K
LDOS icon
3184
PUT
Leidos
LDOS
$16.2B
-10,200
Closed -$574K
LDUR icon
3185
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.34B
$0 ﹤0.01%
1
LE icon
3186
Lands' End
LE
$321M
-15,302
Closed -$359K
LE icon
3187
PUT
Lands' End
LE
$321M
-55,000
Closed -$1.29M
LEA icon
3188
Lear
LEA
$6.36B
-155
Closed -$16.4K
LEA icon
3189
PUT
Lear
LEA
$6.36B
-400
Closed -$49K
LEMB icon
3190
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$727M
$0 ﹤0.01%
1
LGLV icon
3191
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.21B
$0 ﹤0.01%
1
LLY icon
3192
PUT
Eli Lilly
LLY
$1T
-263,600
Closed -$22.2M
LMT icon
3193
Lockheed Martin
LMT
$124B
-6,850
Closed -$1.47M
LNC icon
3194
Lincoln National
LNC
$8.29B
-24,890
Closed -$972K
LNG icon
3195
Cheniere Energy
LNG
$57B
-122,080
Closed -$3.96M
LOW icon
3196
Lowe's Companies
LOW
$113B
-13,240
Closed -$934K
LPX icon
3197
CALL
Louisiana-Pacific
LPX
$4.69B
-1,000
Closed -$18K
LQD icon
3198
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$0 ﹤0.01%
1
LQDH icon
3199
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$555M
$0 ﹤0.01%
1
LTPZ icon
3200
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$893M
$0 ﹤0.01%
1

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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.