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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
UCI
3851
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
$0 ﹤0.01%
1
– –
TAPR
3852
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
MLPI
3853
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$0 ﹤0.01%
1
– –
FKO
3854
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
$0 ﹤0.01%
1
– –
FHK
3855
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
$0 ﹤0.01%
1
– –
DIVC
3856
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
$0 ﹤0.01%
1
– –
IMMU
3857
CALL
DELISTED
Immunomedics Inc
IMMU
– –
-47,000
Closed -$118K
TRQ
3858
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-4,710
Closed -$120K
KNOW
3859
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$0 ﹤0.01%
2
– –
ZMLP
3860
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
NBL
3861
DELISTED
Noble Energy, Inc.
NBL
– –
-22,748
Closed -$799K
TYBS
3862
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
$0 ﹤0.01%
1
– –
GCE
3863
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
$0 ﹤0.01%
1
– –
VQT
3864
DELISTED
iPath S&P VEQTOR ETN
VQT
$0 ﹤0.01%
1
– –
EUMV
3865
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
$0 ﹤0.01%
1
– –
JPMV
3866
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
$0 ﹤0.01%
1
– –
IFEU
3867
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
$0 ﹤0.01%
1
– –
DTUS
3868
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
$0 ﹤0.01%
1
– –
STPP
3869
DELISTED
iPath US Treasury Steepener ETN
STPP
$0 ﹤0.01%
1
– –
FLAT
3870
DELISTED
iPath US Treasury Flattener ETN
FLAT
$0 ﹤0.01%
1
– –
DTYL
3871
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
$0 ﹤0.01%
1
– –
CROP
3872
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
$0 ﹤0.01%
1
– –
NE
3873
DELISTED
Noble Corporation
NE
– –
-12,652
Closed -$121K
NE
3874
PUT
DELISTED
Noble Corporation
NE
– –
-80,000
Closed -$828K
TTPH
3875
CALL
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-400
Closed -$37K
153 154
155
156 157

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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.