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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 | |
|---|---|---|---|---|---|---|
176
PUT
eBay
EBAY
$49.8B
| $38.8M | 0.08% |
1,656,300
+1,506,600
| +1,006% | +$36.4M |
|
177
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $38.1M | 0.08% |
1,646,000
+986,200
| +149% | +$23M |
|
178
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $37.5M | 0.07% |
1,097,800
-780,600
| -42% | -$25.8M |
|
|
BNY
179
CALL
Bank of New York Mellon
BNY
$107B
| $37.4M | 0.07% |
961,400
-272,300
| -22% | -$10.8M |
|
180
CALL
Procter & Gamble
PG
$339B
| $37M | 0.07% |
437,100
+2,200
| +0.5% | +$181K |
|
181
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $36.7M | 0.07% |
62,750
+3,000
| +5% | +$1.69M |
|
182
PUT
LyondellBasell Industries
LYB
$19.2B
| $36.7M | 0.07% |
493,000
+470,300
| +2,072% | +$38.8M |
|
183
PUT
D.R. Horton
DHI
$42.3B
| $36.4M | 0.07% |
1,156,500
+264,800
| +30% | +$8.08M |
|
184
PUT
Alcoa
AA
$13.2B
| $36.3M | 0.07% |
1,629,463
+416,979
| +34% | +$9.76M |
|
185
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $35.7M | 0.07% |
498,200
-119,400
| -19% | -$8.41M |
|
186
CALL
Cummins
CMI
$88.7B
| $35.5M | 0.07% |
315,500
+148,600
| +89% | +$16.8M |
|
187
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $35.4M | 0.07% |
1,755,000
| – | – |
|
|
TWTR
188
CALL
DELISTED
Twitter, Inc.
TWTR
| $35.4M | 0.07% |
2,094,100
+371,800
| +22% | +$5.81M |
|
189
PUT
Pfizer
PFE
$153B
| $35.2M | 0.07% |
1,054,316
-18,212,804
| -95% | -$581M |
|
190
PUT
Alphabet (Google) Class C
GOOG
$4.32T
| $34.7M | 0.07% |
1,004,000
-922,000
| -48% | -$33.1M |
|
|
DRII
191
CALL
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $34.7M | 0.07% |
1,159,100
+31,100
| +3% | +$704K |
|
192
CALL
Alarm.com
ALRM
$2.85B
| $34.6M | 0.07% |
+1,349,800
| New | +$30.4M |
|
|
DFS
193
PUT
DELISTED
Discover Financial Services
DFS
| $34.6M | 0.07% |
645,500
+31,300
| +5% | +$1.7M |
|
194
PUT
Freeport-McMoran
FCX
$97.5B
| $34.6M | 0.07% |
3,104,200
-45,400
| -1% | -$503K |
|
195
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $34.5M | 0.07% |
1,590,000
+1,390,000
| +695% | +$30.1M |
|
196
CALL
DuPont de Nemours
DD
$19.2B
| $34.3M | 0.07% |
272,547
-60,733
| -18% | -$7.99M |
|
197
CALL
Amgen
AMGN
$222B
| $34.1M | 0.07% |
224,100
+204,100
| +1,021% | +$31.7M |
|
198
CALL
Ball Corp
BALL
$16.8B
| $34M | 0.07% |
940,000
+38,000
| +4% | +$1.38M |
|
199
PUT
AB InBev
BUD
$165B
| $33.9M | 0.07% |
257,500
+221,900
| +623% | +$27.9M |
|
200
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $33.5M | 0.07% |
1,000,000
+890,500
| +813% | +$30.1M |
|
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.