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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 | |
|---|---|---|---|---|---|---|
151
PUT
Costco
COST
$420B
| $44.9M | 0.09% |
285,800
+172,900
| +153% | +$26.2M |
|
152
CALL
Qualcomm
QCOM
$176B
| $44.8M | 0.09% |
836,000
-259,500
| -24% | -$13.7M |
|
153
PUT
Constellation Brands
STZ
$23.2B
| $43.6M | 0.09% |
263,800
+227,300
| +623% | +$35.6M |
|
154
PUT
Cummins
CMI
$88.7B
| $43.4M | 0.09% |
385,800
+294,400
| +322% | +$33.3M |
|
|
155
American Airlines Group
AAL
$10.6B
| $43.3M | 0.09% |
1,529,097
+1,209,745
| +379% | +$40.9M |
|
156
PUT
Intel
INTC
$513B
| $43.2M | 0.09% |
1,316,700
-1,297,900
| -50% | -$40.7M |
|
157
CALL
Masco
MAS
$15.3B
| $43.2M | 0.09% |
1,395,100
+1,262,200
| +950% | +$39.8M |
|
158
PUT
RTX Corp
RTX
$301B
| $43.1M | 0.09% |
667,857
-1,865,804
| -74% | -$119M |
|
159
PUT
BP
BP
$107B
| $42.6M | 0.08% |
1,425,483
+1,073,331
| +305% | +$28.9M |
|
|
MON
160
CALL
DELISTED
Monsanto Co
MON
| $41.9M | 0.08% |
404,800
-342,800
| -46% | -$34M |
|
161
IBM
IBM
$224B
| $41.4M | 0.08% |
285,112
+137,483
| +93% | +$19.7M |
|
162
CALL
Alphabet (Google) Class C
GOOG
$4.32T
| $41.2M | 0.08% |
1,192,000
+334,000
| +39% | +$12M |
|
163
PUT
Walmart Inc
WMT
$890B
| $41.2M | 0.08% |
1,693,800
+842,400
| +99% | +$19.5M |
|
|
YHOO
164
CALL
DELISTED
Yahoo Inc
YHOO
| $41.1M | 0.08% |
1,095,300
+110,300
| +11% | +$4.07M |
|
165
CALL
Capri Holdings
CPRI
$1.74B
| $41M | 0.08% |
829,100
+515,800
| +165% | +$25.3M |
|
166
Goldman Sachs
GS
$303B
| $40.8M | 0.08% |
274,869
+109,438
| +66% | +$17.1M |
|
|
167
Qualcomm
QCOM
$176B
| $40.6M | 0.08% |
758,745
-36,647
| -5% | -$1.93M |
|
168
iShares MSCI Australia ETF
EWA
$1.45B
| $40.3M | 0.08% |
2,071,618
+685,996
| +50% | +$13.4M |
|
169
Wells Fargo
WFC
$264B
| $40.1M | 0.08% |
847,056
+630,858
| +292% | +$30.8M |
|
170
PUT
Starbucks
SBUX
$120B
| $40.1M | 0.08% |
701,800
+390,200
| +125% | +$22.2M |
|
171
CALL
LyondellBasell Industries
LYB
$19.2B
| $39.6M | 0.08% |
532,300
+494,800
| +1,319% | +$40.8M |
|
172
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $39.4M | 0.08% |
144,800
+4,500
| +3% | +$1.2M |
|
|
173
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $39.4M | 0.08% |
+220,000
| New | +$39.1M |
|
174
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $39M | 0.08% |
+300,000
| New | +$42.1M |
|
175
PUT
Energy Transfer Partners
ET
$69.3B
| $39M | 0.08% |
2,716,300
+2,696,300
| +13,482% | +$32.1M |
|
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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.