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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
JJP
4001
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
4002
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
JJC
4003
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$0 ﹤0.01%
1
– –
GRN
4004
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
JO
4005
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
$0 ﹤0.01%
1
– –
JO
4006
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
– –
-200,000
Closed -$3.93M
AYT
4007
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
SGG
4008
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$0 ﹤0.01%
1
– –
CTNN
4009
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
1
– –
NINI
4010
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
1
– –
IBLN
4011
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
1
– –
SPXH
4012
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
– –
-1
Closed –
TRSK
4013
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
1
– –
DXJC
4014
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
1
– –
DXJH
4015
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
1
– –
CNDA
4016
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
1
– –
IOIL
4017
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
1
– –
DXPS
4018
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
1
– –
CPN
4019
DELISTED
Calpine Corporation
CPN
– –
-37,299
Closed -$566K
RGC
4020
CALL
DELISTED
Regal Entertainment Group
RGC
– –
-80,000
Closed -$1.69M
NASH
4021
DELISTED
Nashville Area ETF
NASH
$0 ﹤0.01%
1
– –
TIME
4022
CALL
DELISTED
Time Inc.
TIME
– –
-1,000
Closed -$15K
SYT
4023
DELISTED
Syngenta Ag
SYT
– –
-5,348
Closed -$433K
HSNI
4024
PUT
DELISTED
HSN, Inc.
HSNI
– –
-700
Closed -$37K
POT
4025
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-274,350
Closed -$4.59M
159 160
161
162 163

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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.