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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
SMOG icon
3451
VanEck Low Carbon Energy ETF
SMOG
$129M
$0 ﹤0.01%
+1
New +$51
SMTC icon
3452
Semtech
SMTC
$11B
– –
-6,733
Closed -$148K
SNPS icon
3453
Synopsys
SNPS
$74.4B
– –
-3,191
Closed -$155K
SNPS icon
3454
PUT
Synopsys
SNPS
$74.4B
– –
-1,100
Closed -$53K
SNX icon
3455
CALL
TD Synnex
SNX
$20.4B
– –
-37,000
Closed -$1.71M
SOCL icon
3456
Global X Social Media ETF
SOCL
$90.4M
$0 ﹤0.01%
1
– –
SOHU
3457
CALL
Sohu.com
SOHU
$362M
– –
-4,400
Closed -$218K
SOXL icon
3458
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
$0 ﹤0.01%
60
– –
SOXX icon
3459
PUT
iShares Semiconductor ETF
SOXX
$41.7B
– –
-3,300
Closed -$101K
SPAB icon
3460
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$0 ﹤0.01%
2
– –
SPBO icon
3461
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
$0 ﹤0.01%
1
– –
SPDW icon
3462
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
$0 ﹤0.01%
1
– –
SPEM icon
3463
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
$0 ﹤0.01%
2
– –
SPEU icon
3464
State Street SPDR Portfolio Europe ETF
SPEU
$729M
$0 ﹤0.01%
1
– –
SPFF icon
3465
Global X SuperIncome Preferred ETF
SPFF
$140M
$0 ﹤0.01%
1
– –
SPG icon
3466
Simon Property Group
SPG
$74.4B
– –
-2,123
Closed -$433K
SPGM icon
3467
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.72B
$0 ﹤0.01%
2
– –
SPGP icon
3468
Invesco S&P 500 GARP ETF
SPGP
$2.25B
$0 ﹤0.01%
1
– –
SPHB icon
3469
Invesco S&P 500 High Beta ETF
SPHB
$971M
$0 ﹤0.01%
1
– –
SPHD icon
3470
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.34B
$0 ﹤0.01%
1
– –
SPHY icon
3471
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.5B
$0 ﹤0.01%
1
– –
SPIP icon
3472
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$0 ﹤0.01%
2
– –
SPIB icon
3473
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
3474
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.18B
$0 ﹤0.01%
2
– –
SPYM
3475
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$0 ﹤0.01%
4
– –
137 138
139
140 141

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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.