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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
WEN icon
3676
Wendy's
WEN
$1.4B
– –
-676
Closed -$7K
WHR icon
3677
Whirlpool
WHR
$2.43B
– –
-8,168
Closed -$1.44M
WIP icon
3678
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$0 ﹤0.01%
1
– –
WKC icon
3679
CALL
World Kinect Corp
WKC
$2.04B
– –
-900
Closed -$44K
WLK icon
3680
CALL
Westlake Corp
WLK
$9.03B
– –
-600
Closed -$28K
WMT icon
3681
Walmart Inc
WMT
$885B
– –
-5,259
Closed -$122K
WOOD icon
3682
iShares Global Timber & Forestry ETF
WOOD
$268M
$0 ﹤0.01%
1
– –
WOR icon
3683
CALL
Worthington Enterprises
WOR
$2.77B
– –
-1,622
Closed -$36K
WPC icon
3684
W.P. Carey
WPC
$16.8B
– –
-2,606
Closed -$164K
WSM icon
3685
PUT
Williams-Sonoma
WSM
$26.9B
– –
-7,400
Closed -$203K
WTMF icon
3686
WisdomTree Managed Futures Strategy Fund
WTMF
$245M
$0 ﹤0.01%
1
– –
WTRE icon
3687
WisdomTree New Economy Real Estate Fund
WTRE
$15.6M
$0 ﹤0.01%
1
– –
WTV icon
3688
WisdomTree US Value Fund
WTV
$3.2B
$0 ﹤0.01%
2
– –
XAR icon
3689
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.93B
$0 ﹤0.01%
2
– –
XBI icon
3690
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$0 ﹤0.01%
3
– –
XES icon
3691
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$374M
– –
0
– –
XHE icon
3692
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$0 ﹤0.01%
2
– –
XHS icon
3693
State Street SPDR S&P Health Care Services ETF
XHS
$206M
$0 ﹤0.01%
2
– –
XLB icon
3694
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$0 ﹤0.01%
2
– –
XLE icon
3695
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$0 ﹤0.01%
2
– –
XLF icon
3696
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$0 ﹤0.01%
1
– –
XLG icon
3697
Invesco S&P 500 Top 50 ETF
XLG
$10.6B
$0 ﹤0.01%
10
– –
XLI icon
3698
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$0 ﹤0.01%
1
-9,925
-100% -$553K
XLK icon
3699
State Street Technology Select Sector SPDR ETF
XLK
$115B
$0 ﹤0.01%
2
-163,256
-100% -$3.54M
XLP icon
3700
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$0 ﹤0.01%
1
– –
146 147
148
149 150

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.