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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
XLU icon
3701
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$0 ﹤0.01%
2
– –
XLV icon
3702
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$0 ﹤0.01%
1
– –
XLY icon
3703
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$0 ﹤0.01%
2
– –
XME icon
3704
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$0 ﹤0.01%
1
– –
XMLV icon
3705
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
$0 ﹤0.01%
1
– –
XMPT icon
3706
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XNTK icon
3707
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
$0 ﹤0.01%
2
– –
XOP icon
3708
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
– –
-50,115
Closed -$6.88M
XPH icon
3709
State Street SPDR S&P Pharmaceuticals ETF
XPH
$476M
$0 ﹤0.01%
2
– –
XPO icon
3710
CALL
XPO
XPO
$23.6B
– –
-28,914
Closed -$307K
XPP icon
3711
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.78M
$0 ﹤0.01%
1
– –
XSD icon
3712
State Street SPDR S&P Semiconductor ETF
XSD
$2.72B
$0 ﹤0.01%
2
– –
XRT icon
3713
State Street SPDR S&P Retail ETF
XRT
$449M
$0 ﹤0.01%
2
– –
XRT icon
3714
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
– –
-1,157,500
Closed -$53.5M
XSLV icon
3715
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
$0 ﹤0.01%
1
– –
XSW icon
3716
State Street SPDR S&P Software & Services ETF
XSW
$442M
$0 ﹤0.01%
2
– –
XTL icon
3717
State Street SPDR S&P Telecom ETF
XTL
$567M
$0 ﹤0.01%
1
– –
XTN icon
3718
State Street SPDR S&P Transportation ETF
XTN
$387M
$0 ﹤0.01%
2
– –
XYLD icon
3719
Global X S&P 500 Covered Call ETF
XYLD
$3.24B
$0 ﹤0.01%
1
– –
XYL icon
3720
Xylem
XYL
$27.3B
– –
-2,702
Closed -$117K
YCS icon
3721
ProShares UltraShort Yen
YCS
$29.9M
$0 ﹤0.01%
4
– –
YELP icon
3722
Yelp
YELP
$1.45B
– –
-240,723
Closed -$5.86M
YINN icon
3723
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
– –
0
– –
YUM icon
3724
Yum! Brands
YUM
$42.2B
– –
-255,212
Closed -$15M
YXI icon
3725
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.35M
$0 ﹤0.01%
1
– –
147 148
149
150 151

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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.