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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 | |
|---|---|---|---|---|---|---|
451
CALL
Colgate-Palmolive
CL
$74.4B
| $9.05M | 0.02% |
123,700
+59,200
| +92% | +$4.22M |
|
|
WBA
452
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $8.94M | 0.02% |
107,400
-360,800
| -77% | -$29.1M |
|
453
PUT
Vodafone
VOD
$37.4B
| $8.88M | 0.02% |
287,500
-14,700
| -5% | -$477K |
|
454
Campbell Soup
CPB
$6.87B
| $8.88M | 0.02% |
133,415
-3,727
| -3% | -$234K |
|
455
CALL
Bausch Health
BHC
$2.34B
| $8.86M | 0.02% |
440,000
+293,500
| +200% | +$8.31M |
|
456
PUT
Prudential Financial
PRU
$41.8B
| $8.85M | 0.02% |
124,000
-47,500
| -28% | -$3.59M |
|
|
TIF
457
PUT
DELISTED
Tiffany & Co.
TIF
| $8.78M | 0.02% |
144,700
+67,500
| +87% | +$4.49M |
|
458
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $8.73M | 0.02% |
25,000
| – | – |
|
459
PUT
Accenture
ACN
$108B
| $8.67M | 0.02% |
76,500
+40,100
| +110% | +$4.65M |
|
460
CALL
Cencora
COR
$61.2B
| $8.65M | 0.02% |
109,000
| – | – |
|
461
CALL
Monster Beverage
MNST
$88.5B
| $8.65M | 0.02% |
322,800
+275,400
| +581% | +$6.64M |
|
462
PUT
Mastercard
MA
$493B
| $8.63M | 0.02% |
98,000
+55,000
| +128% | +$5.25M |
|
463
Boeing
BA
$185B
| $8.57M | 0.02% |
65,956
+12,929
| +24% | +$1.69M |
|
464
CALL
Dollar General
DG
$27.9B
| $8.56M | 0.02% |
91,100
-29,100
| -24% | -$2.51M |
|
465
CALL
Wheaton Precious Metals
WPM
$60.9B
| $8.44M | 0.02% |
358,800
-80,300
| -18% | -$1.55M |
|
466
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $8.44M | 0.02% |
31,000
+5,000
| +19% | +$1.34M |
|
467
CALL
APA Corp
APA
$13.2B
| $8.44M | 0.02% |
151,600
-110,200
| -42% | -$5.99M |
|
468
PUT
Post Holdings
POST
$3.57B
| $8.43M | 0.02% |
+155,856
| New | +$7.54M |
|
469
CALL
Tenet Healthcare
THC
$21.1B
| $8.29M | 0.02% |
300,000
| – | – |
|
|
NBL
470
PUT
DELISTED
Noble Energy, Inc.
NBL
| $8.25M | 0.02% |
230,000
| – | – |
|
471
CALL
MGM Resorts International
MGM
$11.2B
| $8.23M | 0.02% |
363,700
+192,200
| +112% | +$4.37M |
|
472
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $8.22M | 0.02% |
267,376
+246,966
| +1,210% | +$7.84M |
|
473
PUT
Ulta Beauty
ULTA
$24.3B
| $8.21M | 0.02% |
33,700
+7,600
| +29% | +$1.65M |
|
474
PUT
Southwest Airlines
LUV
$23B
| $8.17M | 0.02% |
208,500
+43,500
| +26% | +$1.86M |
|
|
LSI
475
PUT
DELISTED
Life Storage, Inc.
LSI
| $8.16M | 0.02% |
+116,700
| New | +$8.47M |
|
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.