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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
ISCV icon
3026
iShares Morningstar Small-Cap Value ETF
ISCV
$692M
$0 ﹤0.01%
3
– –
ISHG icon
3027
iShares 1-3 Year International Treasury Bond ETF
ISHG
$837M
$0 ﹤0.01%
1
– –
ISRA icon
3028
VanEck Israel ETF
ISRA
$152M
$0 ﹤0.01%
+1
New +$27
ISTB icon
3029
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.11B
$0 ﹤0.01%
2
– –
ITA icon
3030
iShares US Aerospace & Defense ETF
ITA
$14.2B
$0 ﹤0.01%
2
– –
ITB icon
3031
iShares US Home Construction ETF
ITB
$2.26B
$0 ﹤0.01%
1
-2,931
-100% -$79.5K
ITB icon
3032
PUT
iShares US Home Construction ETF
ITB
$2.26B
– –
-4,000
Closed -$108K
ITM icon
3033
VanEck Intermediate Muni ETF
ITM
$2.14B
$0 ﹤0.01%
1
– –
ITOT icon
3034
iShares Core S&P Total US Stock Market ETF
ITOT
$94.3B
$0 ﹤0.01%
2
– –
ITUB icon
3035
PUT
Itaú Unibanco
ITUB
$93.2B
– –
-4,309
Closed -$16K
IUSB icon
3036
iShares Core Universal USD Bond ETF
IUSB
$42.9B
$0 ﹤0.01%
2
– –
IUSV icon
3037
iShares Core S&P US Value ETF
IUSV
$27.2B
$0 ﹤0.01%
3
– –
IUSG icon
3038
iShares Core S&P US Growth ETF
IUSG
$31.7B
$0 ﹤0.01%
2
– –
IVE icon
3039
iShares S&P 500 Value ETF
IVE
$49B
$0 ﹤0.01%
1
– –
IVOG icon
3040
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.62B
$0 ﹤0.01%
2
– –
IVOO icon
3041
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$0 ﹤0.01%
2
– –
IVOV icon
3042
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
$0 ﹤0.01%
2
– –
IVV icon
3043
iShares Core S&P 500 ETF
IVV
$878B
$0 ﹤0.01%
1
-5,226
-100% -$1.09M
IVW icon
3044
iShares S&P 500 Growth ETF
IVW
$73.8B
$0 ﹤0.01%
4
– –
IWB icon
3045
iShares Russell 1000 ETF
IWB
$48.2B
$0 ﹤0.01%
1
-776
-100% -$89.5K
IWC icon
3046
iShares Micro-Cap ETF
IWC
$1.44B
$0 ﹤0.01%
1
– –
IWD icon
3047
iShares Russell 1000 Value ETF
IWD
$82.2B
$0 ﹤0.01%
1
– –
IWF icon
3048
iShares Russell 1000 Growth ETF
IWF
$121B
$0 ﹤0.01%
4
– –
IWL icon
3049
iShares Russell Top 200 ETF
IWL
$2.19B
$0 ﹤0.01%
1
– –
IWM icon
3050
iShares Russell 2000 ETF
IWM
$79.8B
$0 ﹤0.01%
1
– –
120 121
122
123 124

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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.