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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.85%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$50.7B
AUM Growth
+$5.06B
Cap. Flow
+$393M
Cap. Flow %
0.78%
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 Miscellaneous 96.93%
2 Technology 0.7%
3 Consumer Discretionary 0.5%
4 Financials 0.48%
5 Industrials 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
$8.42B 16.62%
40,199,200
-13,312,600
-25% -$2.76B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
$3.88B 7.66%
18,528,900
+3,128,700
+20% +$649M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
$3.69B 7.28%
32,079,700
+5,323,100
+20% +$601M
TLT icon
4
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$1.85B 3.66%
13,345,000
+10,908,500
+448% +$1.44B
GLD icon
5
CALL
SPDR Gold Trust
GLD
$149B
$1.66B 3.27%
13,091,400
+9,377,500
+252% +$1.13B
EEM icon
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.9B
$1.19B 2.35%
34,656,900
+12,794,600
+59% +$430M
AAPL icon
7
PUT
Apple
AAPL
$4.61T
$945M 1.86%
39,532,000
+26,475,600
+203% +$658M
HYG icon
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$854M 1.68%
10,080,500
+3,320,700
+49% +$276M
AAPL icon
9
CALL
Apple
AAPL
$4.61T
$724M 1.43%
30,282,400
+11,402,400
+60% +$283M
EEM icon
10
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.9B
$589M 1.16%
17,148,200
+2,028,700
+13% +$68.1M
TLT icon
11
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$578M 1.14%
4,161,700
+2,907,700
+232% +$383M
EWZ icon
12
CALL
iShares MSCI Brazil ETF
EWZ
$8.65B
$479M 0.95%
15,888,400
+415,900
+3% +$11.5M
IWM icon
13
CALL
iShares Russell 2000 ETF
IWM
$79.1B
$466M 0.92%
4,050,500
-1,226,900
-23% -$138M
QQQ icon
14
PUT
Invesco QQQ Trust
QQQ
$489B
$446M 0.88%
4,145,000
+1,475,500
+55% +$159M
EWZ icon
15
PUT
iShares MSCI Brazil ETF
EWZ
$8.65B
$442M 0.87%
14,642,000
+1,969,800
+16% +$54.4M
BABA icon
16
CALL
Alibaba
BABA
$273B
$438M 0.87%
5,513,400
+981,900
+22% +$76.8M
AMZN icon
17
PUT
Amazon
AMZN
$2.72T
$412M 0.81%
11,512,000
+6,026,000
+110% +$204M
T icon
18
PUT
AT&T
T
$173B
$395M 0.78%
12,099,374
-1,223,641
-9% -$36.4M
FXI icon
19
PUT
iShares China Large-Cap ETF
FXI
$4.13B
$344M 0.68%
10,063,100
+115,500
+1% +$3.84M
C icon
20
CALL
Citigroup
C
$232B
$341M 0.67%
8,039,700
+1,458,400
+22% +$64.5M
T icon
21
CALL
AT&T
T
$173B
$319M 0.63%
9,762,911
+5,059,269
+108% +$151M
GE icon
22
CALL
GE Aerospace
GE
$339B
$305M 0.6%
2,020,433
-994,359
-33% -$145M
XLI icon
23
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$251M 0.5%
4,480,300
+3,446,200
+333% +$192M
MSFT icon
24
CALL
Microsoft
MSFT
$3.65T
$242M 0.48%
4,736,600
-360,800
-7% -$18.7M
TSLA icon
25
PUT
Tesla
TSLA
$1.46T
$237M 0.47%
16,746,000
+14,877,000
+796% +$225M
1
2 3 4 5

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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's Q2 2016 filing shows 721 new, 861 increased, 813 reduced and 649 closed positions. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M. The largest sale was SPDR Gold Trust, an estimated $75.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.