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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 | |
|---|---|---|---|---|---|---|
601
CALL
Zillow
Z
$7.56B
| $5.46M | 0.01% |
150,600
-29,400
| -16% | -$815K |
|
|
AMJ
602
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $5.41M | 0.01% |
170,000
-70,000
| -29% | -$2.08M |
|
603
CALL
Waste Management
WM
$91B
| $5.4M | 0.01% |
81,500
+35,100
| +76% | +$2.12M |
|
604
CALL
Vodafone
VOD
$37.4B
| $5.39M | 0.01% |
174,500
+69,500
| +66% | +$2.26M |
|
|
JCP
605
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.33M | 0.01% |
600,000
-63,000
| -10% | -$553K |
|
606
PUT
Zillow
ZG
$7.63B
| $5.32M | 0.01% |
145,200
-2,000
| -1% | -$56.8K |
|
607
PUT
Fastenal
FAST
$59.5B
| $5.28M | 0.01% |
475,600
+338,800
| +248% | +$3.87M |
|
608
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $5.25M | 0.01% |
207,880
-49,660
| -19% | -$1.29M |
|
609
CALL
Eldorado Gold
EGO
$9.89B
| $5.22M | 0.01% |
232,020
-72,800
| -24% | -$1.51M |
|
610
Marriott International
MAR
$92.3B
| $5.17M | 0.01% |
77,798
-45,539
| -37% | -$3.05M |
|
611
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$228M
| $5.13M | 0.01% |
1
| – | – |
|
612
PUT
Targa Resources
TRGP
$55.1B
| $5.12M | 0.01% |
121,500
+71,500
| +143% | +$2.8M |
|
613
MetLife
MET
$62.1B
| $5.11M | 0.01% |
+143,817
| New | +$5.61M |
|
614
CALL
State Street SPDR S&P Dividend ETF
SDY
$23.9B
| $5.08M | 0.01% |
60,500
| – | – |
|
615
CALL
Transocean
RIG
$5.82B
| $5.07M | 0.01% |
426,100
-96,400
| -18% | -$986K |
|
616
PUT
General Mills
GIS
$19.7B
| $5.05M | 0.01% |
70,800
+70,700
| +70,700% | +$4.5M |
|
|
ENLC
617
CALL
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $5.04M | 0.01% |
+316,500
| New | +$4.52M |
|
|
LNKD
618
DELISTED
LinkedIn Corporation
LNKD
| $5M | 0.01% |
26,444
+22,905
| +647% | +$3.17M |
|
619
CALL
VF Corp
VFC
$5.89B
| $4.98M | 0.01% |
86,022
| – | – |
|
620
CALL
Aflac
AFL
$62.6B
| $4.98M | 0.01% |
138,000
+65,600
| +91% | +$2.24M |
|
621
United States Oil Fund
USO
$1.84B
| $4.9M | 0.01% |
52,945
-112,837
| -68% | -$10.1M |
|
622
CALL
Red Robin
RRGB
$152M
| $4.9M | 0.01% |
103,300
+102,300
| +10,230% | +$5.91M |
|
|
HSNI
623
CALL
DELISTED
HSN, Inc.
HSNI
| $4.89M | 0.01% |
100,000
| – | – |
|
624
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $4.89M | 0.01% |
154,200
+14,200
| +10% | +$506K |
|
625
DuPont de Nemours
DD
$19.2B
| $4.88M | 0.01% |
38,753
+31,592
| +441% | +$4.16M |
|
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.