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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 | |
|---|---|---|---|---|---|---|
26
PUT
AbbVie
ABBV
$435B
| $232M | 0.46% |
+3,745,400
| New | +$228M |
|
27
PUT
Microsoft
MSFT
$3.71T
| $226M | 0.45% |
4,417,700
+2,597,000
| +143% | +$135M |
|
28
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
| $224M | 0.44% |
4,010,500
-1,351,700
| -25% | -$77.8M |
|
29
PUT
Morgan Stanley
MS
$340B
| $220M | 0.43% |
8,483,300
+599,400
| +8% | +$15.7M |
|
|
30
PUT
Walt Disney
DIS
$181B
| $211M | 0.42% |
2,153,500
+1,082,900
| +101% | +$108M |
|
31
PUT
Goldman Sachs
GS
$303B
| $206M | 0.41% |
1,383,200
+83,500
| +6% | +$13M |
|
|
32
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
| $199M | 0.39% |
3,567,000
+2,224,000
| +166% | +$128M |
|
|
33
CALL
Invesco QQQ Trust
QQQ
$484B
| $197M | 0.39% |
1,832,400
-592,800
| -24% | -$64.1M |
|
34
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $196M | 0.39% |
5,715,000
+807,800
| +16% | +$26.8M |
|
35
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $187M | 0.37% |
1,731,500
+1,701,500
| +5,672% | +$188M |
|
36
CALL
United Parcel Service
UPS
$88.9B
| $184M | 0.36% |
1,706,700
+865,800
| +103% | +$90.1M |
|
37
CALL
Meta Platforms (Facebook)
META
$1.51T
| $183M | 0.36% |
1,600,500
-1,847,900
| -54% | -$213M |
|
38
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $181M | 0.36% |
5,253,788
+1,105,567
| +27% | +$37.1M |
|
|
39
CALL
AbbVie
ABBV
$435B
| $178M | 0.35% |
2,867,400
+2,790,400
| +3,624% | +$170M |
|
40
PUT
Alibaba
BABA
$308B
| $174M | 0.34% |
2,184,400
+909,400
| +71% | +$71.2M |
|
41
CALL
Comcast
CMCSA
$90B
| $167M | 0.33% |
5,109,800
+1,658,000
| +48% | +$51.5M |
|
42
CALL
Delta Air Lines
DAL
$60.1B
| $167M | 0.33% |
4,570,700
+2,205,100
| +93% | +$93.8M |
|
43
CALL
Cisco
CSCO
$479B
| $165M | 0.33% |
5,764,500
+1,901,100
| +49% | +$53.4M |
|
44
PUT
IBM
IBM
$224B
| $163M | 0.32% |
1,120,475
+703,853
| +169% | +$101M |
|
|
45
PUT
SPDR Gold Trust
GLD
$141B
| $155M | 0.31% |
1,228,800
-333,000
| -21% | -$40.1M |
|
|
46
Apple
AAPL
$4.57T
| $153M | 0.3% |
6,391,988
+5,093,240
| +392% | +$127M |
|
47
PUT
JPMorgan Chase
JPM
$950B
| $151M | 0.3% |
2,431,500
-175,600
| -7% | -$11M |
|
48
CALL
Mondelez International
MDLZ
$79.9B
| $150M | 0.3% |
3,300,000
+822,100
| +33% | +$35.8M |
|
49
PUT
Oracle
ORCL
$423B
| $150M | 0.3% |
3,653,300
+2,775,600
| +316% | +$111M |
|
|
50
CALL
American Airlines Group
AAL
$10.6B
| $140M | 0.28% |
4,953,100
+1,769,000
| +56% | +$59.8M |
|
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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.