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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 | |
|---|---|---|---|---|---|---|
201
PUT
3M
MMM
$94.3B
| $33.4M | 0.07% |
228,316
+14,950
| +7% | +$2.11M |
|
202
PUT
The Mosaic Company
MOS
$7.33B
| $33.3M | 0.07% |
1,270,200
+1,247,700
| +5,545% | +$33.1M |
|
203
PUT
Target
TGT
$68B
| $33.2M | 0.07% |
475,700
+8,600
| +2% | +$642K |
|
204
CALL
Texas Instruments
TXN
$261B
| $32.9M | 0.06% |
524,500
+167,600
| +47% | +$9.96M |
|
205
CALL
SLB Ltd
SLB
$75B
| $32.4M | 0.06% |
410,100
-2,700
| -0.7% | -$207K |
|
206
PUT
lululemon athletica
LULU
$14.6B
| $32.2M | 0.06% |
436,300
-115,700
| -21% | -$7.67M |
|
207
CALL
Tyson Foods
TSN
$20.4B
| $32.2M | 0.06% |
481,500
+256,800
| +114% | +$16.7M |
|
208
PUT
Kinder Morgan
KMI
$68.7B
| $32M | 0.06% |
1,710,500
+1,700,000
| +16,190% | +$30.3M |
|
209
CALL
General Mills
GIS
$19.7B
| $31.7M | 0.06% |
444,900
+139,100
| +45% | +$8.86M |
|
210
CALL
American Express
AXP
$230B
| $31.5M | 0.06% |
517,900
-2,900
| -0.6% | -$184K |
|
211
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $31.2M | 0.06% |
1,000,000
| – | – |
|
212
CALL
Las Vegas Sands
LVS
$29.6B
| $31.1M | 0.06% |
715,500
+549,300
| +331% | +$25.7M |
|
213
CALL
Honeywell
HON
$78B
| $31.1M | 0.06% |
297,365
+52,194
| +21% | +$5.36M |
|
214
CALL
HCA Healthcare
HCA
$89.5B
| $30.8M | 0.06% |
400,000
-1,200
| -0.3% | -$94.7K |
|
|
DFS
215
CALL
DELISTED
Discover Financial Services
DFS
| $30.7M | 0.06% |
572,200
-23,700
| -4% | -$1.29M |
|
216
PUT
McDonald's
MCD
$195B
| $29.6M | 0.06% |
245,800
-6,080,500
| -96% | -$762M |
|
|
217
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $29.4M | 0.06% |
759,247
-730,875
| -49% | -$30.8M |
|
218
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $29.4M | 0.06% |
600,000
| – | – |
|
|
ESRX
219
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $29.3M | 0.06% |
386,200
-166,500
| -30% | -$12.2M |
|
|
220
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $29.3M | 0.06% |
163,454
-183,974
| -53% | -$32.7M |
|
|
221
CALL
lululemon athletica
LULU
$14.6B
| $28.8M | 0.06% |
390,000
-281,200
| -42% | -$18.7M |
|
222
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $28.8M | 0.06% |
+250,000
| New | +$27.9M |
|
|
223
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $28.8M | 0.06% |
250,000
+200,000
| +400% | +$22.3M |
|
224
PUT
United Airlines
UAL
$42.1B
| $28.6M | 0.06% |
697,200
+42,100
| +6% | +$1.99M |
|
225
CALL
Energy Transfer Partners
ET
$69.3B
| $28.6M | 0.06% |
1,987,800
+1,263,200
| +174% | +$15.1M |
|
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.