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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
SPLV icon
3476
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$0 ﹤0.01%
1
– –
SPMB icon
3477
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.95B
$0 ﹤0.01%
1
– –
SPMD icon
3478
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
$0 ﹤0.01%
3
– –
SPSB icon
3479
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$0 ﹤0.01%
1
– –
SPSM icon
3480
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.1B
$0 ﹤0.01%
3
– –
SPTI icon
3481
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$0 ﹤0.01%
2
– –
SPTL icon
3482
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$0 ﹤0.01%
2
– –
SPTM icon
3483
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$0 ﹤0.01%
6
– –
SPTS icon
3484
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$0 ﹤0.01%
1
– –
SPVM icon
3485
Invesco S&P 500 Value with Momentum ETF
SPVM
$129M
$0 ﹤0.01%
1
– –
SPXS icon
3486
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
– –
0
– –
SPXU icon
3487
ProShares UltraPro Short S&P 500
SPXU
$406M
– –
0
– –
SPY icon
3488
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$0 ﹤0.01%
1
-240,404
-100% -$49.9M
SPYG icon
3489
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.7B
$0 ﹤0.01%
4
– –
SPYV icon
3490
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
$0 ﹤0.01%
4
– –
SQQQ icon
3491
ProShares UltraPro Short QQQ
SQQQ
$2.04B
– –
0
– –
SRLN icon
3492
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$0 ﹤0.01%
1
– –
SRS icon
3493
ProShares UltraShort Real Estate
SRS
$15.3M
– –
-1,327
Closed -$418K
SRS icon
3494
PUT
ProShares UltraShort Real Estate
SRS
$15.3M
– –
-37,500
Closed -$11.8M
SRTY icon
3495
ProShares UltraPro Short Russell2000
SRTY
$79.9M
– –
0
– –
SSO icon
3496
ProShares Ultra S&P500
SSO
$7.87B
$0 ﹤0.01%
16
– –
SSYS icon
3497
Stratasys
SSYS
$679M
– –
-18,809
Closed -$440K
STIP icon
3498
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
$0 ﹤0.01%
1
– –
STLD icon
3499
Steel Dynamics
STLD
$36B
– –
-41,781
Closed -$1.02M
STPZ icon
3500
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
$0 ﹤0.01%
1
– –
138 139
140
141 142

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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.