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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
HYEM icon
3001
VanEck Emerging Markets High Yield Bond ETF
HYEM
$518M
-1
Closed
HYG icon
3002
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$0 ﹤0.01%
1
-317,624
-100% -$25.2M
HYGH icon
3003
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$635M
$0 ﹤0.01%
1
HYHG icon
3004
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$263M
$0 ﹤0.01%
1
HYLS icon
3005
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.64B
$0 ﹤0.01%
1
HYMB icon
3006
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.42B
$0 ﹤0.01%
2
HYS icon
3007
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.79B
$0 ﹤0.01%
1
EUHY
3008
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$254M
$0 ﹤0.01%
1
PPLI
3009
People Inc
PPLI
$2.84B
-9,915
Closed -$85.3K
IAI icon
3010
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.39B
$0 ﹤0.01%
1
IAG icon
3011
PUT
IAMGOLD
IAG
$11.8B
-375,000
Closed -$533K
IAK icon
3012
iShares US Insurance ETF
IAK
$505M
$0 ﹤0.01%
1
IAT icon
3013
iShares US Regional Banks ETF
IAT
$644M
$0 ﹤0.01%
1
IAU icon
3014
iShares Gold Trust
IAU
$65.5B
$0 ﹤0.01%
1
IBB icon
3015
iShares Biotechnology ETF
IBB
$10.4B
$0 ﹤0.01%
3
-149,805
-100% -$13.4M
IBN icon
3016
CALL
ICICI Bank
IBN
$104B
-4,400
Closed -$32K
IBN icon
3017
ICICI Bank
IBN
$104B
-10,458
Closed -$74K
IBN icon
3018
PUT
ICICI Bank
IBN
$104B
-12,100
Closed -$86K
IBND icon
3019
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$458M
$0 ﹤0.01%
1
ICE icon
3020
Intercontinental Exchange
ICE
$88B
-4,050
Closed -$197K
ICLN icon
3021
iShares Global Clean Energy ETF
ICLN
$2.13B
$0 ﹤0.01%
1
ICSH icon
3022
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.65B
$0 ﹤0.01%
1
IDGT icon
3023
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$515M
$0 ﹤0.01%
1
IDLV icon
3024
Invesco S&P International Developed Low Volatility ETF
IDLV
$336M
$0 ﹤0.01%
1
IDOG icon
3025
ALPS International Sector Dividend Dogs ETF
IDOG
$578M
$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.