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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 | |
|---|---|---|---|---|---|---|
751
PUT
Aptiv
APTV
$10.3B
| $3.38M | 0.01% |
54,000
+44,000
| +440% | +$3.07M |
|
752
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $3.35M | 0.01% |
165,895
-135,624
| -45% | -$2.66M |
|
753
PUT
Cleveland-Cliffs
CLF
$6.99B
| $3.35M | 0.01% |
590,000
+375,000
| +174% | +$1.54M |
|
|
RAI
754
CALL
DELISTED
Reynolds American Inc
RAI
| $3.34M | 0.01% |
+62,000
| New | +$3.12M |
|
755
PUT
Suncor Energy
SU
$70.3B
| $3.34M | 0.01% |
+120,500
| New | +$3.3M |
|
756
PUT
Lumen
LUMN
$6.44B
| $3.33M | 0.01% |
114,700
+36,900
| +47% | +$1.07M |
|
757
PUT
Allstate
ALL
$67.5B
| $3.32M | 0.01% |
47,500
+41,700
| +719% | +$2.79M |
|
|
DISH
758
CALL
DELISTED
DISH Network Corp.
DISH
| $3.32M | 0.01% |
+63,400
| New | +$3.1M |
|
759
PUT
CNX Resources
CNX
$5.2B
| $3.3M | 0.01% |
246,000
+1,200
| +0.5% | +$14K |
|
760
Verisk Analytics
VRSK
$25B
| $3.29M | 0.01% |
40,560
+39,212
| +2,909% | +$3.08M |
|
761
PUT
Yelp
YELP
$1.41B
| $3.29M | 0.01% |
108,300
-118,100
| -52% | -$2.87M |
|
762
PUT
Archer Daniels Midland
ADM
$36.9B
| $3.29M | 0.01% |
76,600
+35,600
| +87% | +$1.42M |
|
763
PUT
Roper Technologies
ROP
$39.8B
| $3.26M | 0.01% |
19,100
+5,400
| +39% | +$944K |
|
764
PUT
W.W. Grainger
GWW
$60.2B
| $3.25M | 0.01% |
14,300
+200
| +1% | +$45.6K |
|
765
Wheaton Precious Metals
WPM
$60.9B
| $3.24M | 0.01% |
137,639
+74,339
| +117% | +$1.43M |
|
766
CALL
Unilever
UL
$136B
| $3.21M | 0.01% |
+59,644
| New | +$3.06M |
|
767
CALL
United States Natural Gas Fund
UNG
$455M
| $3.19M | 0.01% |
23,094
+2,469
| +12% | +$282K |
|
768
PUT
Tapestry
TPR
$32.8B
| $3.17M | 0.01% |
78,000
-70,000
| -47% | -$2.76M |
|
769
iShares MSCI South Korea ETF
EWY
$24.1B
| $3.17M | 0.01% |
60,909
+38,906
| +177% | +$2M |
|
|
RSX
770
DELISTED
VanEck Russia ETF
RSX
| $3.16M | 0.01% |
181,491
+181,490
| +18,149,000% | +$3.1M |
|
771
CALL
Hilton Worldwide
HLT
$71.5B
| $3.16M | 0.01% |
46,733
-44,500
| -49% | -$2.92M |
|
772
PUT
Restaurant Brands International
QSR
$25.8B
| $3.15M | 0.01% |
75,850
-124,800
| -62% | -$5.16M |
|
773
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.46B
| $3.15M | 0.01% |
100,000
| – | – |
|
774
CALL
Prudential Financial
PRU
$41.8B
| $3.14M | 0.01% |
44,000
-261,800
| -86% | -$19.8M |
|
775
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $3.12M | 0.01% |
63,680
-49,515
| -44% | -$2.68M |
|
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.