We are live on
!
Find out more
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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$50.7B
AUM Growth
+$5.06B
(+11%)
Cap. Flow
+$4.02B
Cap. Flow
% of AUM
7.93%
Top 10 Holdings %
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$127M |
| 2 |
Walt Disney
DIS
|
+$67.3M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$45.4M |
| 4 |
Verizon
VZ
|
+$43.9M |
| 5 |
American Airlines Group
AAL
|
+$40.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$75.4M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$49.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$48.5M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$32.7M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
CALL
AutoZone
AZO
$51.1B
| $28.4M | 0.06% |
35,800
+29,200
| +442% | +$22.5M |
|
227
Citigroup
C
$226B
| $28.3M | 0.06% |
667,215
+120,182
| +22% | +$5.31M |
|
|
MON
228
PUT
DELISTED
Monsanto Co
MON
| $28.2M | 0.06% |
272,900
-191,100
| -41% | -$18.9M |
|
229
General Mills
GIS
$19.7B
| $28.1M | 0.06% |
394,665
+125,476
| +47% | +$7.99M |
|
|
DD
230
PUT
DELISTED
Du Pont De Nemours E I
DD
| $27.9M | 0.06% |
431,100
+355,500
| +470% | +$23.3M |
|
231
CALL
McDonald's
MCD
$195B
| $27.9M | 0.06% |
231,600
-2,936,700
| -93% | -$368M |
|
232
CALL
Alcoa
AA
$13.2B
| $27.4M | 0.05% |
1,231,710
+31,710
| +3% | +$742K |
|
|
WWAV
233
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $27.3M | 0.05% |
581,400
+509,000
| +703% | +$21.9M |
|
234
CALL
Starbucks
SBUX
$120B
| $27.2M | 0.05% |
475,600
-282,700
| -37% | -$16.1M |
|
235
CALL
Marathon Petroleum
MPC
$83.7B
| $27M | 0.05% |
710,100
+480,000
| +209% | +$17.6M |
|
236
CALL
US Bancorp
USB
$99.6B
| $26.9M | 0.05% |
667,500
+25,800
| +4% | +$1.07M |
|
237
PUT
SLB Ltd
SLB
$75B
| $26.8M | 0.05% |
339,000
+170,100
| +101% | +$13M |
|
238
PUT
Philip Morris
PM
$295B
| $26.8M | 0.05% |
263,400
+66,300
| +34% | +$6.61M |
|
239
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $26.7M | 0.05% |
1,333,029
+599,989
| +82% | +$12.1M |
|
240
PUT
Charter Communications
CHTR
$18.2B
| $26.6M | 0.05% |
116,250
-4,950
| -4% | -$1.06M |
|
241
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
| $26.5M | 0.05% |
752,000
-1,750,000
| -70% | -$64.2M |
|
|
242
CALL
Charter Communications
CHTR
$18.2B
| $25.8M | 0.05% |
113,000
-5,700
| -5% | -$1.22M |
|
243
CALL
AB InBev
BUD
$165B
| $25.6M | 0.05% |
194,600
+177,500
| +1,038% | +$22.3M |
|
244
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $25.3M | 0.05% |
1,000,000
+940,000
| +1,567% | +$24.4M |
|
|
B
245
PUT
Barrick Mining
B
$73.2B
| $24.7M | 0.05% |
1,157,300
+236,800
| +26% | +$4.22M |
|
246
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $24.4M | 0.05% |
450,700
+28,000
| +7% | +$1.53M |
|
|
AMJ
247
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $24.3M | 0.05% |
764,400
+90,300
| +13% | +$2.69M |
|
248
PUT
Ecolab
ECL
$79.9B
| $23.9M | 0.05% |
201,200
+162,100
| +415% | +$18.9M |
|
|
RHT
249
PUT
DELISTED
Red Hat Inc
RHT
| $23.8M | 0.05% |
328,300
+319,200
| +3,508% | +$23.9M |
|
250
PUT
Rio Tinto
RIO
$164B
| $23.8M | 0.05% |
760,700
+63,900
| +9% | +$1.91M |
|
Similar funds
HF
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.