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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
EA icon
2676
Electronic Arts
EA
$53B
– –
-28,477
Closed -$2M
EAT icon
2677
PUT
Brinker International
EAT
$9.46B
– –
-3,000
Closed -$138K
EBND icon
2678
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.25B
$0 ﹤0.01%
1
– –
ECH icon
2679
iShares MSCI Chile ETF
ECH
$1.02B
$0 ﹤0.01%
1
– –
ECNS icon
2680
iShares MSCI China Small-Cap ETF
ECNS
$64.8M
$0 ﹤0.01%
1
– –
ECON icon
2681
Columbia Emerging Markets Consumer ETF
ECON
$328M
$0 ﹤0.01%
1
– –
EDEN icon
2682
iShares MSCI Denmark ETF
EDEN
$201M
$0 ﹤0.01%
1
– –
EDIV icon
2683
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
$0 ﹤0.01%
1
– –
EDOG icon
2684
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.6M
$0 ﹤0.01%
1
– –
EDV icon
2685
Vanguard World Funds Extended Duration ETF
EDV
$3.24B
$0 ﹤0.01%
1
– –
EDZ icon
2686
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.3M
– –
0
– –
EEFT icon
2687
CALL
Euronet Worldwide
EEFT
$2.79B
– –
-1,100
Closed -$82K
EEFT icon
2688
Euronet Worldwide
EEFT
$2.79B
– –
-95
Closed -$7K
EEFT icon
2689
PUT
Euronet Worldwide
EEFT
$2.79B
– –
-1,100
Closed -$82K
EELV icon
2690
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
EEMA icon
2691
iShares MSCI Emerging Markets Asia ETF
EEMA
$834M
$0 ﹤0.01%
1
– –
EEMV icon
2692
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.45B
$0 ﹤0.01%
1
– –
EEMS icon
2693
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$0 ﹤0.01%
1
– –
EES icon
2694
WisdomTree US SmallCap Earnings Fund
EES
$727M
$0 ﹤0.01%
3
– –
EET icon
2695
ProShares Ultra MSCI Emerging Markets
EET
$34.2M
$0 ﹤0.01%
1
– –
EEV icon
2696
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.54M
– –
0
– –
EFAD icon
2697
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.8M
$0 ﹤0.01%
1
– –
EFA icon
2698
iShares MSCI EAFE ETF
EFA
$78.2B
$0 ﹤0.01%
1
– –
EFAV icon
2699
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
$0 ﹤0.01%
1
– –
EFNL icon
2700
iShares MSCI Finland ETF
EFNL
$244M
$0 ﹤0.01%
1
– –
106 107
108
109 110

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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.