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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 | |
|---|---|---|---|---|---|---|
51
CALL
RTX Corp
RTX
$301B
| $136M | 0.27% |
2,113,847
-2,630,430
| -55% | -$168M |
|
|
VXX
52
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $133M | 0.26% |
600,706
+214,831
| +56% | +$53.6M |
|
|
VXX
53
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $133M | 0.26% |
600,163
+78,969
| +15% | +$19.7M |
|
54
PUT
United States Oil Fund
USO
$1.84B
| $132M | 0.26% |
1,429,613
-136,762
| -9% | -$12.2M |
|
55
CALL
Constellation Brands
STZ
$23.2B
| $131M | 0.26% |
794,300
+572,900
| +259% | +$89.7M |
|
56
PUT
Citigroup
C
$226B
| $127M | 0.25% |
3,000,100
-931,500
| -24% | -$41.2M |
|
|
57
CALL
Walt Disney
DIS
$181B
| $126M | 0.25% |
1,283,500
+767,400
| +149% | +$76.7M |
|
58
CALL
Intel
INTC
$513B
| $125M | 0.25% |
3,817,100
-3,150,600
| -45% | -$98.7M |
|
59
CALL
Oracle
ORCL
$423B
| $122M | 0.24% |
2,983,100
+1,232,100
| +70% | +$49.2M |
|
60
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $110M | 0.22% |
4,198,600
+1,555,800
| +59% | +$38.3M |
|
61
PUT
iShares Biotechnology ETF
IBB
$9.77B
| $107M | 0.21% |
1,252,500
+1,207,500
| +2,683% | +$108M |
|
|
62
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $104M | 0.21% |
3,965,000
+2,882,000
| +266% | +$71M |
|
63
CALL
Danaher
DHR
$144B
| $103M | 0.2% |
1,511,786
+1,486,344
| +5,842% | +$97.2M |
|
64
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $101M | 0.2% |
1,197,800
-1,295,100
| -52% | -$108M |
|
65
CALL
Amazon
AMZN
$2.96T
| $101M | 0.2% |
2,820,000
+1,410,000
| +100% | +$47.7M |
|
66
CALL
PepsiCo
PEP
$190B
| $101M | 0.2% |
949,100
+397,100
| +72% | +$41M |
|
67
PUT
Bank of America
BAC
$442B
| $98.4M | 0.19% |
7,414,000
-503,800
| -6% | -$7.08M |
|
68
PUT
Caterpillar
CAT
$387B
| $97.9M | 0.19% |
1,291,800
+277,000
| +27% | +$20.8M |
|
|
69
CALL
United States Oil Fund
USO
$1.84B
| $96.7M | 0.19% |
1,045,000
+224,000
| +27% | +$20.1M |
|
70
PUT
Wells Fargo
WFC
$264B
| $95.9M | 0.19% |
2,026,600
-301,200
| -13% | -$14.7M |
|
|
B
71
CALL
Barrick Mining
B
$73.2B
| $93.9M | 0.19% |
4,400,100
+1,422,100
| +48% | +$25.3M |
|
72
CALL
JD.com
JD
$44.5B
| $93.8M | 0.19% |
4,417,100
-262,000
| -6% | -$6.33M |
|
73
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $93.2M | 0.18% |
+1,300,000
| New | +$91.6M |
|
74
PUT
Qualcomm
QCOM
$176B
| $92.5M | 0.18% |
1,726,600
-402,200
| -19% | -$21.2M |
|
75
PUT
Energizer
ENR
$1.55B
| $92.4M | 0.18% |
+1,795,000
| New | +$82.1M |
|
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.