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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
LULU icon
3201
lululemon athletica
LULU
$11.4B
-277
Closed -$16.6K
LYB icon
3202
LyondellBasell Industries
LYB
$20.9B
-58,630
Closed -$4.71M
LYV icon
3203
CALL
Live Nation Entertainment
LYV
$39.7B
-2,700
Closed -$66K
MA icon
3204
Mastercard
MA
$500B
-37,682
Closed -$3.33M
MAC icon
3205
CALL
Macerich
MAC
$6.69B
-120,000
Closed -$9.68M
MANH icon
3206
Manhattan Associates
MANH
$12.1B
-775
Closed -$43.1K
MANH icon
3207
PUT
Manhattan Associates
MANH
$12.1B
-2,100
Closed -$140K
MAS icon
3208
Masco
MAS
$14B
-323
Closed -$8.9K
MAT icon
3209
Mattel
MAT
$4.04B
-21,788
Closed -$662K
MBB icon
3210
iShares MBS ETF
MBB
$39.4B
$0 ﹤0.01%
1
MCD icon
3211
McDonald's
MCD
$181B
-3,350
Closed -$400K
MCHI icon
3212
iShares MSCI China ETF
MCHI
$6.22B
$0 ﹤0.01%
1
MCRI icon
3213
Monarch Casino & Resort
MCRI
$2.14B
$0 ﹤0.01%
17
-55
-76% -$1.1K
MDIV icon
3214
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$432M
$0 ﹤0.01%
1
MDY icon
3215
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$0 ﹤0.01%
1
MDYG icon
3216
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.85B
$0 ﹤0.01%
3
MDYV icon
3217
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.82B
$0 ﹤0.01%
2
MEI icon
3218
Methode Electronics
MEI
$501M
-3,028
Closed -$82.3K
MELI icon
3219
CALL
Mercado Libre
MELI
$97.7B
-3,500
Closed -$400K
MEOH icon
3220
CALL
Methanex
MEOH
$4.67B
-1,300
Closed -$43K
MEOH icon
3221
Methanex
MEOH
$4.67B
-30
Closed -$892
MET icon
3222
MetLife
MET
$60.7B
-488,600
Closed -$18.3M
META icon
3223
Meta Platforms (Facebook)
META
$1.56T
-487,710
Closed -$51.5M
MGC icon
3224
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
MGK icon
3225
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.5B
$0 ﹤0.01%
5

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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.