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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
THD icon
3526
iShares MSCI Thailand ETF
THD
$369M
$0 ﹤0.01%
1
– –
THS
3527
DELISTED
Treehouse Foods
THS
– –
-1,103
Closed -$96K
TILT icon
3528
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.19B
$0 ﹤0.01%
1
– –
TIP icon
3529
iShares TIPS Bond ETF
TIP
$14.5B
$0 ﹤0.01%
1
– –
TIPX icon
3530
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.01B
$0 ﹤0.01%
1
– –
TIPZ icon
3531
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.8M
$0 ﹤0.01%
1
– –
TKR icon
3532
CALL
Timken Company
TKR
$9.56B
– –
-7,800
Closed -$260K
TLH icon
3533
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
1
– –
TLTD icon
3534
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$668M
$0 ﹤0.01%
1
– –
TLT icon
3535
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$0 ﹤0.01%
1
– –
TLTE icon
3536
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$336M
$0 ﹤0.01%
1
– –
TM icon
3537
Toyota
TM
$224B
– –
-60,650
Closed -$6.23M
TMV icon
3538
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
– –
0
– –
TNA icon
3539
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$0 ﹤0.01%
2
– –
TNL icon
3540
Travel + Leisure Co
TNL
$4.66B
– –
-28,332
Closed -$907K
TOK icon
3541
iShares MSCI Kokusai Fund
TOK
$249M
$0 ﹤0.01%
1
– –
TOLZ icon
3542
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$176M
$0 ﹤0.01%
1
– –
TQQQ icon
3543
ProShares UltraPro QQQ
TQQQ
$32.1B
$0 ﹤0.01%
48
– –
TRN icon
3544
PUT
Trinity Industries
TRN
$2.49B
– –
-2,778
Closed -$37K
TROW icon
3545
T. Rowe Price
TROW
$23.9B
– –
-3,181
Closed -$237K
TTT icon
3546
ProShares UltraPro Short 20+ Year Treasury
TTT
$19.5M
– –
0
– –
TTWO icon
3547
PUT
Take-Two Interactive
TTWO
$45.4B
– –
-2,000
Closed -$75K
TUR icon
3548
iShares MSCI Turkey ETF
TUR
$200M
$0 ﹤0.01%
1
-18,480
-100% -$767K
TUR icon
3549
PUT
iShares MSCI Turkey ETF
TUR
$200M
– –
-350,000
Closed -$15.3M
TV icon
3550
Televisa
TV
$1.48B
– –
-11,972
Closed -$316K
140 141
142
143 144

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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.