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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
GIII icon
2876
PUT
G-III Apparel Group
GIII
$1.54B
– –
-3,200
Closed -$157K
GILD icon
2877
Gilead Sciences
GILD
$162B
– –
-17,757
Closed -$1.58M
GLD icon
2878
SPDR Gold Trust
GLD
$131B
$0 ﹤0.01%
1
-626,584
-100% -$75.4M
GLDI icon
2879
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$31.1M
– –
0
– –
GLIN icon
2880
VanEck India Growth Leaders ETF
GLIN
$96.2M
$0 ﹤0.01%
+1
New +$40
GLL icon
2881
ProShares UltraShort Gold
GLL
$127M
– –
0
– –
GLPI icon
2882
PUT
Gaming and Leisure Properties
GLPI
$12.7B
– –
-3,000
Closed -$93K
GLTR icon
2883
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.47B
$0 ﹤0.01%
1
– –
GMF icon
2884
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$425M
$0 ﹤0.01%
1
– –
GNMA icon
2885
iShares GNMA Bond ETF
GNMA
$421M
$0 ﹤0.01%
1
– –
GNR icon
2886
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.79B
$0 ﹤0.01%
1
– –
GNRC icon
2887
CALL
Generac Holdings
GNRC
$11.6B
– –
-1,000
Closed -$37K
GNRC icon
2888
PUT
Generac Holdings
GNRC
$11.6B
– –
-2,100
Closed -$78K
GNTX icon
2889
Gentex
GNTX
$4.97B
– –
-220
Closed -$3.5K
GOOGL icon
2890
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
– –
-5,012,000
Closed -$191M
GOVT icon
2891
iShares US Treasury Bond ETF
GOVT
$43.6B
$0 ﹤0.01%
1
– –
GOVI icon
2892
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$0 ﹤0.01%
1
– –
GPI icon
2893
CALL
Group 1 Automotive
GPI
$3.42B
– –
-1,200
Closed -$70K
GPI icon
2894
PUT
Group 1 Automotive
GPI
$3.42B
– –
-2,000
Closed -$117K
GPK icon
2895
CALL
Graphic Packaging
GPK
$3.17B
– –
-54,500
Closed -$700K
GPN icon
2896
CALL
Global Payments
GPN
$23B
– –
-1,700
Closed -$111K
GQRE icon
2897
FlexShares Global Quality Real Estate Index Fund
GQRE
$426M
$0 ﹤0.01%
1
– –
GREK
2898
Global X MSCI Greece ETF
GREK
$300M
– –
0
– –
GRID
2899
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$11.5B
$0 ﹤0.01%
1
– –
GSG icon
2900
iShares S&P GSCI Commodity-Indexed Trust
GSG
$998M
$0 ﹤0.01%
1
– –
114 115
116
117 118

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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.