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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
ICSH icon
2951
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
$0 ﹤0.01%
1
– –
IDCC icon
2952
CALL
InterDigital
IDCC
$7.87B
– –
-27,900
Closed -$1.55M
IDGT icon
2953
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$481M
$0 ﹤0.01%
1
– –
IDLV icon
2954
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$0 ﹤0.01%
1
– –
IDOG icon
2955
ALPS International Sector Dividend Dogs ETF
IDOG
$551M
$0 ﹤0.01%
1
– –
IDU icon
2956
iShares US Utilities ETF
IDU
$1.35B
$0 ﹤0.01%
2
– –
IDV icon
2957
iShares International Select Dividend ETF
IDV
$8.45B
$0 ﹤0.01%
1
– –
IDX icon
2958
VanEck Indonesia Index ETF
IDX
$32.1M
$0 ﹤0.01%
1
– –
IEF icon
2959
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$0 ﹤0.01%
1
– –
IEFA icon
2960
iShares Core MSCI EAFE ETF
IEFA
$190B
$0 ﹤0.01%
1
– –
IEI icon
2961
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$0 ﹤0.01%
1
– –
IEO icon
2962
iShares US Oil & Gas Exploration & Production ETF
IEO
$580M
$0 ﹤0.01%
1
– –
IEMG icon
2963
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$0 ﹤0.01%
1
– –
IEUR icon
2964
iShares Core MSCI Europe ETF
IEUR
$8.97B
$0 ﹤0.01%
1
– –
IEUS icon
2965
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
$0 ﹤0.01%
1
– –
IEV icon
2966
iShares Europe ETF
IEV
$1.67B
$0 ﹤0.01%
1
– –
IEX icon
2967
CALL
IDEX
IEX
$17B
– –
-2,200
Closed -$182K
IEZ icon
2968
iShares US Oil Equipment & Services ETF
IEZ
$361M
$0 ﹤0.01%
1
– –
IFF icon
2969
International Flavors & Fragrances
IFF
$20.2B
– –
-7,197
Closed -$819K
IFF icon
2970
PUT
International Flavors & Fragrances
IFF
$20.2B
– –
-1,600
Closed -$182K
IFGL icon
2971
iShares International Developed Real Estate ETF
IFGL
$83.1M
$0 ﹤0.01%
1
– –
IFV icon
2972
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
$0 ﹤0.01%
1
– –
IGE icon
2973
iShares North American Natural Resources ETF
IGE
$741M
$0 ﹤0.01%
1
– –
IGF icon
2974
iShares Global Infrastructure ETF
IGF
$10.9B
$0 ﹤0.01%
1
– –
IGHG icon
2975
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
$0 ﹤0.01%
1
– –
117 118
119
120 121

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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.