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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
EFG icon
2701
iShares MSCI EAFE Growth ETF
EFG
$16.7B
$0 ﹤0.01%
1
– –
EFO icon
2702
ProShares Ultra MSCI EAFE
EFO
$30.5M
$0 ﹤0.01%
3
– –
EFU icon
2703
ProShares Trust UltraShort MSCI EAFE
EFU
$1.19M
$0 ﹤0.01%
1
– –
EFV icon
2704
iShares MSCI EAFE Value ETF
EFV
$29B
$0 ﹤0.01%
1
– –
EFZ icon
2705
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
$0 ﹤0.01%
1
– –
EG icon
2706
CALL
Everest Group
EG
$14.4B
– –
-1,000
Closed -$197K
EG icon
2707
Everest Group
EG
$14.4B
– –
-743
Closed -$147K
EG icon
2708
PUT
Everest Group
EG
$14.4B
– –
-3,200
Closed -$632K
EIDO icon
2709
iShares MSCI Indonesia ETF
EIDO
$483M
$0 ﹤0.01%
1
– –
EIRL icon
2710
iShares MSCI Ireland ETF
EIRL
$75.6M
$0 ﹤0.01%
1
– –
EIS icon
2711
iShares MSCI Israel ETF
EIS
$879M
$0 ﹤0.01%
1
– –
EIX icon
2712
CALL
Edison International
EIX
$27.6B
– –
-13,000
Closed -$934K
EL icon
2713
PUT
Estee Lauder
EL
$30.4B
– –
-200
Closed -$19K
ELD icon
2714
WisdomTree Emerging Markets Local Debt Fund
ELD
$141M
$0 ﹤0.01%
1
– –
ELS icon
2715
CALL
Equity Lifestyle Properties
ELS
$12.7B
– –
-100,000
Closed -$3.64M
ELV icon
2716
Elevance Health
ELV
$82.1B
– –
-62
Closed -$9K
ELV icon
2717
PUT
Elevance Health
ELV
$82.1B
– –
-200
Closed -$28K
EMB icon
2718
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$0 ﹤0.01%
1
-8,401
-100% -$937K
EMCB icon
2719
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.7M
$0 ﹤0.01%
1
– –
EMHY icon
2720
iShares JPMorgan EM High Yield Bond ETF
EMHY
$625M
$0 ﹤0.01%
1
– –
EMIF icon
2721
iShares Emerging Markets Infrastructure ETF
EMIF
$13.2M
$0 ﹤0.01%
1
– –
EMLC icon
2722
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$0 ﹤0.01%
1
– –
EMLP icon
2723
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$0 ﹤0.01%
1
– –
ENFR icon
2724
Alerian Energy Infrastructure ETF
ENFR
$515M
$0 ﹤0.01%
1
– –
ENOR icon
2725
iShares MSCI Norway ETF
ENOR
$95.6M
$0 ﹤0.01%
1
– –
107 108
109
110 111

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KBC Group
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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.