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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
UUP icon
76
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
$90.7M 0.18%
3,650,000
-126,000
-3% -$3.09M
GM icon
77
CALL
General Motors
GM
$73.5B
$90.5M 0.18%
3,196,800
+39,500
+1% +$1.2M
GDX icon
78
CALL
VanEck Gold Miners ETF
GDX
$30.2B
$89M 0.18%
3,213,200
+1,059,800
+49% +$25.4M
GE icon
79
PUT
GE Aerospace
GE
$338B
$85.5M 0.17%
566,664
+222,810
+65% +$32.5M
JPM icon
80
CALL
JPMorgan Chase
JPM
$943B
$85.4M 0.17%
1,374,200
+375,900
+38% +$23.5M
MRK icon
81
CALL
Merck
MRK
$364B
$84.1M 0.17%
1,529,346
+777,196
+103% +$41.4M
META icon
82
PUT
Meta Platforms (Facebook)
META
$1.67T
$83.4M 0.16%
729,700
-363,700
-33% -$41.9M
IBM icon
83
CALL
IBM
IBM
$226B
$82.2M 0.16%
566,618
+179,598
+46% +$25.7M
XOM icon
84
CALL
ExxonMobil
XOM
$675B
$81.8M 0.16%
872,400
+93,600
+12% +$8.28M
CAT icon
85
CALL
Caterpillar
CAT
$375B
$80.3M 0.16%
1,059,500
+447,800
+73% +$33.5M
KMI icon
86
CALL
Kinder Morgan
KMI
$69.9B
$79.6M 0.16%
4,250,000
-602,500
-12% -$10.7M
KO icon
87
PUT
Coca-Cola
KO
$377B
$78.2M 0.15%
1,724,200
-512,000
-23% -$23.1M
XLY icon
88
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$75.7M 0.15%
1,940,000
+1,924,000
+12,025% +$75.7M
XOP icon
89
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$75.3M 0.15%
541,050
+55,050
+11% +$7.56M
KO icon
90
CALL
Coca-Cola
KO
$377B
$75.3M 0.15%
1,661,400
-1,995,300
-55% -$90.2M
NFLX icon
91
PUT
Netflix
NFLX
$317B
$74.9M 0.15%
8,189,000
+5,471,000
+201% +$52.6M
XME icon
92
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$74.6M 0.15%
3,057,000
+2,884,000
+1,667% +$64.8M
EWA icon
93
PUT
iShares MSCI Australia ETF
EWA
$1.32B
$74.5M 0.15%
3,831,200
– –
WFC icon
94
CALL
Wells Fargo
WFC
$271B
$74M 0.15%
1,563,000
-746,200
-32% -$36.4M
AAL icon
95
PUT
American Airlines Group
AAL
$8.57B
$73.5M 0.15%
2,597,800
+685,700
+36% +$23.2M
XLE icon
96
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43B
$69.3M 0.14%
2,030,000
-911,200
-31% -$30.1M
FLR icon
97
PUT
Fluor
FLR
$7.33B
$69.1M 0.14%
1,402,900
+1,385,600
+8,009% +$72.1M
HOUS
98
CALL
DELISTED
Anywhere Real Estate
HOUS
$68M 0.13%
2,342,800
+2,340,800
+117,040% +$77M
PFE icon
99
CALL
Pfizer
PFE
$158B
$66M 0.13%
1,976,355
-18,019,711
-90% -$575M
DIS icon
100
Walt Disney
DIS
$180B
$65.8M 0.13%
+672,483
New +$67.3M
2 3
4
5 6

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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.