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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 | |
|---|---|---|---|---|---|---|
501
PUT
Eaton
ETN
$174B
| $7.3M | 0.01% |
122,200
-50,400
| -29% | -$3.1M |
|
502
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $7.28M | 0.01% |
211,100
+32,500
| +18% | +$1.08M |
|
|
PSXP
503
CALL
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $7.26M | 0.01% |
+130,000
| New | +$7.3M |
|
504
CALL
Visa
V
$677B
| $7.25M | 0.01% |
97,800
-210,700
| -68% | -$16.5M |
|
505
Alphabet (Google) Class C
GOOG
$4.32T
| $7.24M | 0.01% |
209,340
+30,000
| +17% | +$1.08M |
|
|
EBIX
506
CALL
DELISTED
Ebix Inc
EBIX
| $7.18M | 0.01% |
150,000
+149,000
| +14,900% | +$6.85M |
|
507
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $7.17M | 0.01% |
58,400
-1,433,200
| -96% | -$172M |
|
508
BP
BP
$107B
| $7.14M | 0.01% |
238,845
+227,830
| +2,068% | +$6.14M |
|
509
CALL
Mastercard
MA
$493B
| $7.13M | 0.01% |
81,000
-45,100
| -36% | -$4.31M |
|
510
The Mosaic Company
MOS
$7.33B
| $7.11M | 0.01% |
271,543
+240,937
| +787% | +$6.39M |
|
511
PUT
Canadian National Railway
CNI
$76.6B
| $7.09M | 0.01% |
+120,000
| New | +$7.24M |
|
512
PUT
Tenet Healthcare
THC
$21.1B
| $7.08M | 0.01% |
256,000
| – | – |
|
513
PUT
PNC Financial Services
PNC
$101B
| $7.05M | 0.01% |
86,600
-31,700
| -27% | -$2.73M |
|
514
Trip.com Group
TCOM
$29.1B
| $7.04M | 0.01% |
170,780
+136,364
| +396% | +$5.95M |
|
|
TFCFA
515
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.03M | 0.01% |
260,000
-24,900
| -9% | -$725K |
|
|
LNW
516
CALL
DELISTED
Light & Wonder
LNW
| $7.02M | 0.01% |
763,700
+193,000
| +34% | +$1.82M |
|
517
Hershey
HSY
$36.6B
| $7.01M | 0.01% |
+61,742
| New | +$5.78M |
|
518
PUT
Kimco Realty
KIM
$16.4B
| $7M | 0.01% |
+223,000
| New | +$6.42M |
|
519
PUT
HSBC
HSBC
$356B
| $6.97M | 0.01% |
249,952
+127,277
| +104% | +$3.6M |
|
520
CALL
Regions Financial
RF
$26.8B
| $6.97M | 0.01% |
819,000
+317,700
| +63% | +$2.88M |
|
521
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $6.96M | 0.01% |
50,000
-149,375
| -75% | -$20.5M |
|
522
CALL
Advance Auto Parts
AAP
$3.49B
| $6.95M | 0.01% |
43,000
-89,700
| -68% | -$13.8M |
|
523
iShares MSCI Mexico ETF
EWW
$1.99B
| $6.95M | 0.01% |
137,928
+137,927
| +13,792,700% | +$7.02M |
|
|
APC
524
DELISTED
Anadarko Petroleum
APC
| $6.93M | 0.01% |
130,160
+10,757
| +9% | +$545K |
|
|
DD
525
DELISTED
Du Pont De Nemours E I
DD
| $6.91M | 0.01% |
+106,598
| New | +$7M |
|
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.