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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.85%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$50.7B
AUM Growth
+$5.06B
Cap. Flow
+$393M
Cap. Flow %
0.78%
Top 10 Hldgs %
46.97%
Holding
4,393
New
721
Increased
861
Reduced
813
Closed
649

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
DIS icon
Walt Disney
DIS
+$67.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$45.4M
4
VZ icon
Verizon
VZ
+$43.9M
5
AAL icon
American Airlines Group
AAL
+$40.9M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$75.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$49.9M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$48.5M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$32.7M
5
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$30.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.93%
2 Technology 0.7%
3 Consumer Discretionary 0.5%
4 Financials 0.48%
5 Industrials 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CAT icon
301
Caterpillar
CAT
$375B
$18.7M 0.04%
246,266
+235,504
+2,188% +$17.6M
IYR icon
302
CALL
iShares US Real Estate ETF
IYR
$4.27B
$18.7M 0.04%
226,400
-261,500
-54% -$20.5M
MMM icon
303
CALL
3M
MMM
$84.8B
$18.6M 0.04%
127,135
-328,780
-72% -$46.4M
WCG
304
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
$18.5M 0.04%
172,500
– –
TWX
305
PUT
DELISTED
Time Warner Inc
TWX
$18.4M 0.04%
250,700
+100,000
+66% +$7.4M
DXJ icon
306
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$18.4M 0.04%
+475,000
New +$20M
USB icon
307
PUT
US Bancorp
USB
$96.8B
$18.4M 0.04%
455,000
-3,346,400
-88% -$139M
URI icon
308
United Rentals
URI
$64B
$18.3M 0.04%
273,403
+73,941
+37% +$4.83M
MET icon
309
CALL
MetLife
MET
$60.8B
$18.3M 0.04%
516,681
-365,099
-41% -$14.2M
IYR icon
310
PUT
iShares US Real Estate ETF
IYR
$4.27B
$18.3M 0.04%
222,500
-1,166,300
-84% -$91.4M
EOG icon
311
CALL
EOG Resources
EOG
$77.1B
$18.3M 0.04%
219,100
-15,800
-7% -$1.27M
F icon
312
PUT
Ford
F
$53.6B
$18.2M 0.04%
1,444,300
-1,483,700
-51% -$19.6M
ENR icon
313
Energizer
ENR
$1.38B
$18.1M 0.04%
+352,324
New +$16.1M
V icon
314
PUT
Visa
V
$686B
$17.8M 0.04%
239,700
-255,800
-52% -$20M
MET icon
315
PUT
MetLife
MET
$60.8B
$17.8M 0.04%
500,524
+108,722
+28% +$4.24M
CPRI icon
316
PUT
Capri Holdings
CPRI
$1.44B
$17.6M 0.03%
356,200
+185,600
+109% +$9.12M
WYNN icon
317
PUT
Wynn Resorts
WYNN
$9.29B
$17.4M 0.03%
192,200
+118,700
+161% +$11.3M
FDX icon
318
PUT
FedEx
FDX
$73.2B
$17.4M 0.03%
114,400
+34,700
+44% +$5.63M
EBAY icon
319
eBay
EBAY
$46.1B
$17.1M 0.03%
730,199
+476,295
+188% +$11.5M
CVX icon
320
PUT
Chevron
CVX
$419B
$17M 0.03%
162,600
-96,400
-37% -$9.7M
BX icon
321
Blackstone
BX
$96.9B
$16.9M 0.03%
689,934
+523,791
+315% +$13.9M
MU icon
322
PUT
Micron Technology
MU
$1.16T
$16.7M 0.03%
1,215,300
+390,600
+47% +$4.44M
STLD icon
323
CALL
Steel Dynamics
STLD
$34.5B
$16.7M 0.03%
682,100
+679,100
+22,637% +$16.6M
SVXY icon
324
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
$16.7M 0.03%
340,400
-159,600
-32% -$8.64M
GEL icon
325
CALL
Genesis Energy
GEL
$1.92B
$16.6M 0.03%
433,200
-176,800
-29% -$6.19M
11 12
13
14 15

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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's Q2 2016 filing shows 721 new, 861 increased, 813 reduced and 649 closed positions. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M. The largest sale was SPDR Gold Trust, an estimated $75.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.