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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $8.42B | 16.62% |
40,199,200
-13,312,600
| -25% | -$2.76B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $3.88B | 7.66% |
18,528,900
+3,128,700
| +20% | +$649M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $3.69B | 7.28% |
32,079,700
+5,323,100
| +20% | +$601M |
|
4
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $1.85B | 3.66% |
13,345,000
+10,908,500
| +448% | +$1.44B |
|
|
5
CALL
SPDR Gold Trust
GLD
$131B
| $1.66B | 3.27% |
13,091,400
+9,377,500
| +252% | +$1.13B |
|
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.19B | 2.35% |
34,656,900
+12,794,600
| +59% | +$430M |
|
|
7
PUT
Apple
AAPL
$4.99T
| $945M | 1.86% |
39,532,000
+26,475,600
| +203% | +$658M |
|
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $854M | 1.68% |
10,080,500
+3,320,700
| +49% | +$276M |
|
|
9
CALL
Apple
AAPL
$4.99T
| $724M | 1.43% |
30,282,400
+11,402,400
| +60% | +$283M |
|
|
10
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $589M | 1.16% |
17,148,200
+2,028,700
| +13% | +$68.1M |
|
|
11
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $578M | 1.14% |
4,161,700
+2,907,700
| +232% | +$383M |
|
|
12
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $479M | 0.95% |
15,888,400
+415,900
| +3% | +$11.5M |
|
|
13
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $466M | 0.92% |
4,050,500
-1,226,900
| -23% | -$138M |
|
|
14
PUT
Invesco QQQ Trust
QQQ
$445B
| $446M | 0.88% |
4,145,000
+1,475,500
| +55% | +$159M |
|
|
15
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $442M | 0.87% |
14,642,000
+1,969,800
| +16% | +$54.4M |
|
16
CALL
Alibaba
BABA
$276B
| $438M | 0.87% |
5,513,400
+981,900
| +22% | +$76.8M |
|
17
PUT
Amazon
AMZN
$2.48T
| $412M | 0.81% |
11,512,000
+6,026,000
| +110% | +$204M |
|
18
PUT
AT&T
T
$169B
| $395M | 0.78% |
12,099,374
-1,223,641
| -9% | -$36.4M |
|
19
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $344M | 0.68% |
10,063,100
+115,500
| +1% | +$3.84M |
|
20
CALL
Citigroup
C
$222B
| $341M | 0.67% |
8,039,700
+1,458,400
| +22% | +$64.5M |
|
|
21
CALL
AT&T
T
$169B
| $319M | 0.63% |
9,762,911
+5,059,269
| +108% | +$151M |
|
22
CALL
GE Aerospace
GE
$377B
| $305M | 0.6% |
2,020,433
-994,359
| -33% | -$145M |
|
23
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $251M | 0.5% |
4,480,300
+3,446,200
| +333% | +$192M |
|
24
CALL
Microsoft
MSFT
$2.92T
| $242M | 0.48% |
4,736,600
-360,800
| -7% | -$18.7M |
|
25
PUT
Tesla
TSLA
$1.21T
| $237M | 0.47% |
16,746,000
+14,877,000
| +796% | +$225M |
|
Similar funds
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.