We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+0.85%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$50.7B
AUM Growth
+$5.06B
Cap. Flow
+$4.02B
Cap. Flow %
7.93%
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
DIS icon
Walt Disney
DIS
+$67.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$45.4M
4
VZ icon
Verizon
VZ
+$43.9M
5
AAL icon
American Airlines Group
AAL
+$40.9M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$75.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$48.5M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$32.7M
5
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$30.8M

Sector Composition

Rank Sector Weight
1 Technology 0.7%
2 Consumer Discretionary 0.49%
3 Financials 0.48%
4 Industrials 0.41%
5 Communication Services 0.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CVY icon
2601
Invesco Zacks Multi-Asset Income ETF
CVY
$125M
$0 ﹤0.01%
1
– –
CWB icon
2602
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.66B
$0 ﹤0.01%
1
– –
CWI icon
2603
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.79B
$0 ﹤0.01%
2
– –
CWST icon
2604
CALL
Casella Waste Systems
CWST
$5.85B
– –
-10,000
Closed -$67K
CWST icon
2605
Casella Waste Systems
CWST
$5.85B
$0 ﹤0.01%
+3
New +$22
CX icon
2606
CALL
Cemex
CX
$17.1B
– –
-787,405
Closed -$5.3M
CXSE icon
2607
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$493M
$0 ﹤0.01%
2
– –
CXW icon
2608
CALL
CoreCivic
CXW
$3B
– –
-1,000
Closed -$32K
CZA icon
2609
Invesco Zacks Mid-Cap ETF
CZA
$191M
$0 ﹤0.01%
1
– –
D icon
2610
PUT
Dominion Energy
D
$60.5B
– –
-4,600
Closed -$345K
DBC icon
2611
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$0 ﹤0.01%
1
– –
DBB icon
2612
Invesco DB Base Metals Fund
DBB
$312M
$0 ﹤0.01%
1
– –
DBE icon
2613
Invesco DB Energy Fund
DBE
$86.7M
$0 ﹤0.01%
1
– –
DBEF icon
2614
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
$0 ﹤0.01%
1
– –
DBEU icon
2615
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$776M
$0 ﹤0.01%
1
– –
DBJP icon
2616
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$673M
$0 ﹤0.01%
1
– –
DBO icon
2617
Invesco DB Oil Fund
DBO
$380M
$0 ﹤0.01%
1
– –
DBP icon
2618
Invesco DB Precious Metals Fund
DBP
$237M
$0 ﹤0.01%
1
– –
DCI icon
2619
Donaldson
DCI
$11.1B
$0 ﹤0.01%
+3
New +$100
DDM icon
2620
ProShares Ultra Dow30
DDM
$529M
$0 ﹤0.01%
12
– –
DDS icon
2621
PUT
Dillards
DDS
$9.57B
– –
-1,600
Closed -$136K
DEEP icon
2622
Acquirers Small and Micro Deep Value ETF
DEEP
$28.2M
$0 ﹤0.01%
1
– –
DEM icon
2623
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.92B
$0 ﹤0.01%
1
– –
DEO icon
2624
Diageo
DEO
$49.2B
– –
-10,754
Closed -$1.16M
DES icon
2625
WisdomTree US SmallCap Dividend Fund
DES
$2.21B
$0 ﹤0.01%
3
– –
103 104
105
106 107

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

Parallax Volatility Advisers's Q2 2016 Portfolio in Review

As of Q2 2016, Parallax Volatility Advisers held 4,393 positions worth $50.7B, up 11% from $45.6B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $4.02B of net new capital in Q2 2016, opening 721 new positions and adding to 861 existing holdings. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M.

By sector, the portfolio is most concentrated in Technology at 0.7% of assets, up from 0.36% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was SPDR Gold Trust, an estimated $75.4M trimmed.

  • Parallax Volatility Advisers's largest Q2 2016 buy was Walt Disney: 672,483 shares worth $65.8M.
  • Parallax Volatility Advisers added most to Apple in Q2 2016, an estimated $127M increase.
  • Parallax Volatility Advisers's biggest Q2 2016 reduction was SPDR Gold Trust, cutting an estimated $75.4M.
  • Parallax Volatility Advisers fully exited Express Scripts Holding Company in Q2 2016, selling an estimated $17M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $50.7B portfolio in Q2 2016.
  • Parallax Volatility Advisers opened 721 new positions and closed 649 in Q2 2016.
  • Parallax Volatility Advisers's portfolio value rose 11% quarter-over-quarter to $50.7B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2016, filed 15 Aug 2016.