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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
IDU icon
3026
iShares US Utilities ETF
IDU
$1.32B
$0 ﹤0.01%
2
IDV icon
3027
iShares International Select Dividend ETF
IDV
$8.74B
$0 ﹤0.01%
1
IDX icon
3028
VanEck Indonesia Index ETF
IDX
$39M
$0 ﹤0.01%
1
IEF icon
3029
iShares 7-10 Year Treasury Bond ETF
IEF
$42B
$0 ﹤0.01%
1
-1,122
-100% -$122K
IEF icon
3030
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$42B
-254,000
Closed -$26.8M
IEFA icon
3031
iShares Core MSCI EAFE ETF
IEFA
$195B
$0 ﹤0.01%
1
IEI icon
3032
iShares 3-7 Year Treasury Bond ETF
IEI
$17.5B
$0 ﹤0.01%
1
IEO icon
3033
iShares US Oil & Gas Exploration & Production ETF
IEO
$641M
$0 ﹤0.01%
1
IEMG icon
3034
iShares Core MSCI Emerging Markets ETF
IEMG
$165B
$0 ﹤0.01%
1
IEUR icon
3035
iShares Core MSCI Europe ETF
IEUR
$9.31B
$0 ﹤0.01%
1
IEUS icon
3036
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
$0 ﹤0.01%
1
IEV icon
3037
iShares Europe ETF
IEV
$1.66B
$0 ﹤0.01%
1
IEZ icon
3038
iShares US Oil Equipment & Services ETF
IEZ
$394M
$0 ﹤0.01%
1
IFGL icon
3039
iShares International Developed Real Estate ETF
IFGL
$80.2M
$0 ﹤0.01%
1
IFV icon
3040
First Trust Dorsey Wright International Focus 5 ETF
IFV
$233M
$0 ﹤0.01%
1
IGE icon
3041
iShares North American Natural Resources ETF
IGE
$789M
$0 ﹤0.01%
1
IGF icon
3042
iShares Global Infrastructure ETF
IGF
$10.5B
$0 ﹤0.01%
1
IGHG icon
3043
ProShares Investment Grade-Interest Rate Hedged
IGHG
$347M
$0 ﹤0.01%
1
IGIB icon
3044
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$0 ﹤0.01%
2
IGLB icon
3045
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.91B
$0 ﹤0.01%
1
IGM icon
3046
iShares Expanded Tech Sector ETF
IGM
$10.7B
$0 ﹤0.01%
6
IGOV icon
3047
iShares International Treasury Bond ETF
IGOV
$1.56B
$0 ﹤0.01%
2
IGPT icon
3048
Invesco AI and Next Gen Software ETF
IGPT
$1.27B
$0 ﹤0.01%
3
IGSB icon
3049
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$0 ﹤0.01%
2
BRSL
3050
CALL
Brightstar Lottery PLC
BRSL
$2.01B
-35,700
Closed -$578K

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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.