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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
SPYV icon
3601
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
$0 ﹤0.01%
4
SQQQ icon
3602
ProShares UltraPro Short QQQ
SQQQ
$2.1B
0
SRE icon
3603
CALL
Sempra
SRE
$55.9B
-6,000
Closed -$282K
SRE icon
3604
PUT
Sempra
SRE
$55.9B
-2,800
Closed -$132K
SRLN icon
3605
State Street Blackstone Senior Loan ETF
SRLN
$5.56B
$0 ﹤0.01%
1
SRPT icon
3606
CALL
Sarepta Therapeutics
SRPT
$2.21B
-20,000
Closed -$772K
SRPT icon
3607
PUT
Sarepta Therapeutics
SRPT
$2.21B
-15,000
Closed -$579K
SRTY icon
3608
ProShares UltraPro Short Russell2000
SRTY
$72.7M
0
SSO icon
3609
ProShares Ultra S&P500
SSO
$9.01B
$0 ﹤0.01%
16
STIP icon
3610
iShares 0-5 Year TIPS Bond ETF
STIP
$16.3B
$0 ﹤0.01%
1
STLA icon
3611
Stellantis
STLA
$15.6B
-6,281
Closed -$45.4K
STPZ icon
3612
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$540M
$0 ﹤0.01%
1
STX icon
3613
Seagate
STX
$205B
-13,231
Closed -$426K
STWD icon
3614
Starwood Property Trust
STWD
$5.88B
-384
Closed -$8K
STWD icon
3615
PUT
Starwood Property Trust
STWD
$5.88B
-600
Closed -$12K
SU icon
3616
Suncor Energy
SU
$79.4B
-81,690
Closed -$1.98M
SU icon
3617
PUT
Suncor Energy
SU
$79.4B
-94,400
Closed -$2.44M
SUB icon
3618
iShares Short-Term National Muni Bond ETF
SUB
$11.6B
$0 ﹤0.01%
1
SURE icon
3619
AdvisorShares Insider Advantage ETF
SURE
$56.6M
$0 ﹤0.01%
1
SUSA icon
3620
iShares ESG Optimized MSCI USA ETF
SUSA
$4.07B
$0 ﹤0.01%
2
SVC
3621
CALL
Service Properties Trust
SVC
$955M
-1,840
Closed -$241K
SVC
3622
PUT
Service Properties Trust
SVC
$955M
-1,200
Closed -$157K
SYF icon
3623
Synchrony
SYF
$25.6B
-71,222
Closed -$1.98M
SYLD icon
3624
Cambria Shareholder Yield ETF
SYLD
$1.02B
$0 ﹤0.01%
1
SYK icon
3625
CALL
Stryker
SYK
$106B
-20,000
Closed -$1.86M

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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.