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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
251
CALL
Micron Technology
MU
$991B
| $23.8M | 0.05% |
1,726,700
+873,600
| +102% | +$9.93M |
|
252
CALL
Trip.com Group
TCOM
$29.1B
| $23.6M | 0.05% |
572,300
+16,100
| +3% | +$702K |
|
253
Nike
NKE
$61.9B
| $23.4M | 0.05% |
424,295
+325,263
| +328% | +$18.5M |
|
|
RHT
254
CALL
DELISTED
Red Hat Inc
RHT
| $23.3M | 0.05% |
321,200
+295,700
| +1,160% | +$22.2M |
|
255
CALL
Philip Morris
PM
$295B
| $23M | 0.05% |
226,100
+87,200
| +63% | +$8.7M |
|
256
PUT
Honeywell
HON
$78B
| $23M | 0.05% |
219,685
-21,034
| -9% | -$2.16M |
|
257
PUT
Ball Corp
BALL
$16.8B
| $22.9M | 0.05% |
633,000
-297,400
| -32% | -$10.8M |
|
258
PUT
Tyson Foods
TSN
$20.4B
| $22.8M | 0.05% |
341,800
-4,500
| -1% | -$292K |
|
|
ETFC
259
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $22.8M | 0.05% |
970,700
+867,700
| +842% | +$22M |
|
|
QIHU
260
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $22.6M | 0.04% |
310,000
-4,500
| -1% | -$333K |
|
261
PUT
PepsiCo
PEP
$190B
| $22.5M | 0.04% |
212,100
+38,500
| +22% | +$3.97M |
|
262
CALL
Agnico Eagle Mines
AEM
$90.5B
| $22.4M | 0.04% |
417,900
+255,000
| +157% | +$11.6M |
|
263
PUT
Nucor
NUE
$62.1B
| $22.3M | 0.04% |
451,600
+267,800
| +146% | +$13.1M |
|
|
BWLD
264
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $22.2M | 0.04% |
159,600
+80,400
| +102% | +$11.4M |
|
265
PUT
Salesforce
CRM
$158B
| $21.9M | 0.04% |
276,200
+126,800
| +85% | +$9.95M |
|
266
PUT
Dollar General
DG
$27.9B
| $21.8M | 0.04% |
231,500
-4,300
| -2% | -$371K |
|
267
CALL
Abbott
ABT
$187B
| $21.7M | 0.04% |
551,000
+328,700
| +148% | +$13.1M |
|
|
TWX
268
CALL
DELISTED
Time Warner Inc
TWX
| $21.6M | 0.04% |
293,100
+213,900
| +270% | +$15.8M |
|
|
269
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $21.5M | 0.04% |
120,000
+91,000
| +314% | +$16.2M |
|
|
GOLD
270
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $21.4M | 0.04% |
190,900
+126,400
| +196% | +$11.7M |
|
271
CALL
United Airlines
UAL
$42.1B
| $21.3M | 0.04% |
518,700
-235,900
| -31% | -$11.2M |
|
272
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
| $20.9M | 0.04% |
223,200
+205,200
| +1,140% | +$18.4M |
|
273
PUT
Union Pacific
UNP
$174B
| $20.9M | 0.04% |
239,100
+184,700
| +340% | +$15.6M |
|
|
GOLD
274
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $20.7M | 0.04% |
185,000
-294,900
| -61% | -$27.3M |
|
275
CALL
Diageo
DEO
$53.6B
| $20.5M | 0.04% |
182,000
+150,700
| +481% | +$16.3M |
|
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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 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.