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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
(+11%)
Cap. Flow
+$393M
Cap. Flow
% of AUM
0.78%
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 | 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 | |
|---|---|---|---|---|---|---|
|
126
PUT
Verizon
VZ
$207B
| $51.1M | 0.1% |
915,800
-334,300
| -27% | -$17.3M |
|
|
PNRA
127
CALL
DELISTED
Panera Bread Co
PNRA
| $50.9M | 0.1% |
240,000
+189,400
| +374% | +$40.4M |
|
|
128
Verizon
VZ
$207B
| $50.3M | 0.1% |
900,584
+846,759
| +1,573% | +$43.9M |
|
129
CALL
Nike
NKE
$55.4B
| $50.1M | 0.1% |
907,600
+299,000
| +49% | +$17M |
|
|
130
iShares MSCI Brazil ETF
EWZ
$8.67B
| $49.7M | 0.1% |
1,645,471
+1,645,470
| +164,547,000% | +$45.4M |
|
131
PUT
Gen Digital
GEN
$17.8B
| $49.2M | 0.1% |
2,394,100
+2,352,400
| +5,641% | +$42.3M |
|
132
CALL
iShares Silver Trust
SLV
$32.7B
| $49M | 0.1% |
2,743,000
-318,800
| -10% | -$5.1M |
|
133
PUT
ExxonMobil
XOM
$675B
| $48.9M | 0.1% |
522,000
+233,100
| +81% | +$20.6M |
|
|
ATVI
134
PUT
DELISTED
Activision Blizzard
ATVI
| $48.8M | 0.1% |
1,231,600
+1,079,000
| +707% | +$39.6M |
|
135
CALL
Home Depot
HD
$310B
| $48.8M | 0.1% |
382,100
-69,000
| -15% | -$9.12M |
|
136
Amazon
AMZN
$2.72T
| $48.7M | 0.1% |
1,362,260
+62,700
| +5% | +$2.12M |
|
137
CALL
Morgan Stanley
MS
$338B
| $48.3M | 0.1% |
1,857,400
-272,000
| -13% | -$7.11M |
|
138
PUT
Boeing
BA
$163B
| $48.2M | 0.1% |
371,500
+286,700
| +338% | +$37.4M |
|
|
GG
139
CALL
DELISTED
Goldcorp Inc
GG
| $48.2M | 0.1% |
2,520,600
+214,100
| +9% | +$3.79M |
|
140
PUT
Comcast
CMCSA
$87.3B
| $48.1M | 0.1% |
1,477,000
+672,200
| +84% | +$20.9M |
|
141
PUT
United Rentals
URI
$64B
| $48M | 0.09% |
714,900
-328,500
| -31% | -$21.5M |
|
142
CALL
Union Pacific
UNP
$169B
| $47.9M | 0.09% |
548,900
+364,000
| +197% | +$30.8M |
|
143
PUT
General Motors
GM
$73.5B
| $47.3M | 0.09% |
1,670,200
-14,800
| -0.9% | -$449K |
|
144
CALL
Lowe's Companies
LOW
$111B
| $47.1M | 0.09% |
594,700
+35,200
| +6% | +$2.72M |
|
145
CALL
Netflix
NFLX
$317B
| $46.8M | 0.09% |
5,118,000
+4,551,000
| +803% | +$43.7M |
|
|
PARA
146
CALL
DELISTED
Paramount Global Class B
PARA
| $46.8M | 0.09% |
860,000
+855,200
| +17,817% | +$46.5M |
|
147
CALL
Yum! Brands
YUM
$39.6B
| $46.7M | 0.09% |
783,968
+760,182
| +3,196% | +$44.8M |
|
|
148
CALL
Verizon
VZ
$207B
| $46.4M | 0.09% |
830,700
-193,400
| -19% | -$10M |
|
149
CALL
Bank of America
BAC
$438B
| $45.9M | 0.09% |
3,462,400
+1,703,400
| +97% | +$23.9M |
|
150
PUT
Newmont
NEM
$136B
| $45.3M | 0.09% |
1,158,500
+131,300
| +13% | +$4.35M |
|
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TI
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.