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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
RPM icon
3351
PUT
RPM International
RPM
$13.7B
– –
-2,000
Closed -$95K
RPV icon
3352
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$0 ﹤0.01%
1
– –
RS icon
3353
CALL
Reliance Steel & Aluminium
RS
$20.7B
– –
-2,000
Closed -$138K
RSP icon
3354
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$0 ﹤0.01%
1
– –
RSPD icon
3355
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$317M
$0 ﹤0.01%
3
– –
RSPG icon
3356
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$563M
$0 ﹤0.01%
1
– –
RSPF icon
3357
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$306M
$0 ﹤0.01%
1
– –
RSPH icon
3358
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$764M
$0 ﹤0.01%
10
– –
RSPM icon
3359
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$183M
$0 ﹤0.01%
5
– –
RSPN icon
3360
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$0 ﹤0.01%
5
– –
RSPS icon
3361
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
$0 ﹤0.01%
5
– –
RSPU icon
3362
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$535M
$0 ﹤0.01%
2
– –
RSPT icon
3363
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.49B
$0 ﹤0.01%
10
– –
RTH icon
3364
VanEck Retail ETF
RTH
$258M
$0 ﹤0.01%
1
– –
RVNU icon
3365
Xtrackers Municipal Infrastructure Revenue Bond ETF
RVNU
$142M
$0 ﹤0.01%
1
– –
RWJ icon
3366
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.05B
$0 ﹤0.01%
3
– –
RWK icon
3367
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWO icon
3368
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
RWL icon
3369
Invesco S&P 500 Revenue ETF
RWL
$9.62B
$0 ﹤0.01%
1
– –
RWR icon
3370
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
$0 ﹤0.01%
1
– –
RXI icon
3371
iShares Global Consumer Discretionary ETF
RXI
$260M
$0 ﹤0.01%
1
– –
RWX icon
3372
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$0 ﹤0.01%
1
– –
RXL icon
3373
ProShares Ultra Health Care
RXL
$84.3M
$0 ﹤0.01%
8
– –
RZG icon
3374
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$142M
$0 ﹤0.01%
3
– –
RZV icon
3375
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
$0 ﹤0.01%
1
– –
133 134
135
136 137

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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.