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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
WBA
101
CALL
DELISTED
Walgreens Boots Alliance
WBA
$64.5M 0.13%
774,900
+539,200
+229% +$43.5M
NEM icon
102
CALL
Newmont
NEM
$136B
$63.4M 0.13%
1,619,700
+752,000
+87% +$24.9M
MS icon
103
Morgan Stanley
MS
$338B
$62.9M 0.12%
2,422,546
+670,673
+38% +$17.5M
GDX icon
104
PUT
VanEck Gold Miners ETF
GDX
$30.2B
$62.3M 0.12%
2,249,200
+158,800
+8% +$3.81M
EPI icon
105
PUT
WisdomTree India Earnings Fund ETF
EPI
$2B
$61.6M 0.12%
3,052,500
– –
TSLA icon
106
CALL
Tesla
TSLA
$1.45T
$61.1M 0.12%
4,318,500
+1,057,500
+32% +$16M
DXJ icon
107
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$60.9M 0.12%
1,569,400
+150,600
+11% +$6.35M
GS icon
108
CALL
Goldman Sachs
GS
$300B
$60.2M 0.12%
405,300
+113,000
+39% +$17.6M
XBI icon
109
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$59.7M 0.12%
1,103,400
-581,200
-35% -$31.8M
ESRX
110
CALL
DELISTED
Express Scripts Holding Company
ESRX
$59.7M 0.12%
787,200
+754,700
+2,322% +$55.5M
CEF icon
111
Sprott Physical Gold and Silver Trust
CEF
$7.89B
$59.5M 0.12%
4,283,543
-102,158
-2% -$1.32M
XLF icon
112
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
$59M 0.12%
2,938,541
+1,769,777
+151% +$35.8M
ATVI
113
CALL
DELISTED
Activision Blizzard
ATVI
$58.8M 0.12%
1,484,000
+1,370,900
+1,212% +$50.4M
WMT icon
114
CALL
Walmart Inc
WMT
$840B
$56.7M 0.11%
2,329,200
+1,737,300
+294% +$40.2M
CSCO icon
115
PUT
Cisco
CSCO
$431B
$56.6M 0.11%
1,971,800
-959,300
-33% -$26.9M
DAL icon
116
PUT
Delta Air Lines
DAL
$51.8B
$56.1M 0.11%
1,539,700
+724,300
+89% +$30.8M
XLI icon
117
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$55.6M 0.11%
993,000
+735,800
+286% +$41M
NKE icon
118
PUT
Nike
NKE
$55.4B
$55.2M 0.11%
999,600
+585,700
+142% +$33.4M
JNJ icon
119
CALL
Johnson & Johnson
JNJ
$644B
$54.3M 0.11%
447,600
-1,238,900
-73% -$141M
UPS icon
120
PUT
United Parcel Service
UPS
$84.4B
$53.8M 0.11%
499,300
+25,400
+5% +$2.64M
BIDU icon
121
CALL
Baidu
BIDU
$31.4B
$53.5M 0.11%
324,100
+285,400
+737% +$50.1M
BA icon
122
CALL
Boeing
BA
$163B
$53.5M 0.11%
411,600
+251,100
+156% +$32.7M
EWY icon
123
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
$52.1M 0.1%
1,000,000
– –
F icon
124
CALL
Ford
F
$53.6B
$51.5M 0.1%
4,100,500
+1,410,800
+52% +$18.6M
BIDU icon
125
PUT
Baidu
BIDU
$31.4B
$51.3M 0.1%
310,400
+258,400
+497% +$45.4M
3 4
5
6 7

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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.