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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
SILJ icon
3426
Amplify Junior Silver Miners ETF
SILJ
$3.18B
$0 ﹤0.01%
1
– –
SIVR icon
3427
abrdn Physical Silver Shares ETF
SIVR
$4.02B
$0 ﹤0.01%
1
– –
SIZE icon
3428
iShares MSCI USA Size Factor ETF
SIZE
$428M
$0 ﹤0.01%
1
– –
SJB icon
3429
ProShares Short High Yield
SJB
$51.8M
$0 ﹤0.01%
1
– –
SJNK icon
3430
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$0 ﹤0.01%
1
– –
SKYY icon
3431
First Trust Cloud Computing ETF
SKYY
$2.92B
$0 ﹤0.01%
1
– –
SLG icon
3432
CALL
SL Green Realty
SLG
$3.76B
– –
-5,165
Closed -$485K
SLGN icon
3433
Silgan Holdings
SLGN
$4.23B
$0 ﹤0.01%
6
-23,022
-100% -$592K
SLGN icon
3434
PUT
Silgan Holdings
SLGN
$4.23B
– –
-9,000
Closed -$239K
SLVO icon
3435
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.3M
– –
0
– –
SLVP icon
3436
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$775M
$0 ﹤0.01%
1
– –
SLX icon
3437
VanEck Steel ETF
SLX
$169M
$0 ﹤0.01%
1
– –
SLYG icon
3438
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.07B
$0 ﹤0.01%
4
– –
SLYV icon
3439
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.89B
$0 ﹤0.01%
2
– –
SMB icon
3440
VanEck Short Muni ETF
SMB
$312M
$0 ﹤0.01%
1
– –
SMCI icon
3441
Super Micro Computer
SMCI
$18.4B
– –
-59,850
Closed -$164K
SMDD icon
3442
ProShares UltraPro Short MidCap400
SMDD
$2.1M
– –
0
– –
SMFG icon
3443
Sumitomo Mitsui Financial
SMFG
$164B
– –
-427,921
Closed -$2.57M
SMFG icon
3444
PUT
Sumitomo Mitsui Financial
SMFG
$164B
– –
-500,000
Closed -$3M
SMH icon
3445
VanEck Semiconductor ETF
SMH
$65.2B
$0 ﹤0.01%
2
-13,674
-100% -$375K
SMH icon
3446
PUT
VanEck Semiconductor ETF
SMH
$65.2B
– –
-120,000
Closed -$3.31M
SMIN icon
3447
iShares MSCI India Small-Cap ETF
SMIN
$756M
$0 ﹤0.01%
1
– –
SMLV icon
3448
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
$0 ﹤0.01%
1
– –
SMMU icon
3449
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
$0 ﹤0.01%
1
– –
SMN icon
3450
ProShares UltraShort Materials
SMN
$4.17M
– –
0
– –
136 137
138
139 140

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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.