We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
326
CALL
Intuitive Surgical
ISRG
$134B
| $16.5M | 0.03% |
225,000
| – | – |
|
327
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $16.5M | 0.03% |
+387,500
| New | +$14M |
|
328
CALL
Dick's Sporting Goods
DKS
$18.7B
| $16.4M | 0.03% |
365,000
+358,000
| +5,114% | +$15.6M |
|
329
CALL
BP
BP
$107B
| $16.3M | 0.03% |
547,184
+298,432
| +120% | +$8.04M |
|
330
Cummins
CMI
$88.7B
| $16.2M | 0.03% |
+143,934
| New | +$16.3M |
|
331
PUT
Norfolk Southern
NSC
$75.1B
| $16.2M | 0.03% |
190,000
+143,900
| +312% | +$12.2M |
|
|
YHOO
332
PUT
DELISTED
Yahoo Inc
YHOO
| $16.1M | 0.03% |
429,000
-216,000
| -33% | -$7.97M |
|
333
CALL
NRG Energy
NRG
$24.8B
| $16M | 0.03% |
1,064,400
+883,000
| +487% | +$13.1M |
|
334
CALL
Chevron
CVX
$366B
| $15.9M | 0.03% |
151,700
+10,700
| +8% | +$1.08M |
|
|
BWLD
335
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $15.9M | 0.03% |
114,300
-106,900
| -48% | -$15.1M |
|
336
CALL
Harley-Davidson
HOG
$2.71B
| $15.9M | 0.03% |
350,000
+95,800
| +38% | +$4.41M |
|
|
WBA
337
DELISTED
Walgreens Boots Alliance
WBA
| $15.8M | 0.03% |
189,559
+140,876
| +289% | +$11.4M |
|
338
PUT
Lam Research
LRCX
$390B
| $15.8M | 0.03% |
1,875,000
-2,930,000
| -61% | -$23.5M |
|
|
POT
339
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $15.5M | 0.03% |
956,900
+579,700
| +154% | +$9.7M |
|
340
Constellation Brands
STZ
$23.2B
| $15.5M | 0.03% |
+93,676
| New | +$14.7M |
|
|
BBBY
341
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $15.5M | 0.03% |
358,000
+275,800
| +336% | +$12.5M |
|
342
Wynn Resorts
WYNN
$10.6B
| $15.4M | 0.03% |
170,087
+128,645
| +310% | +$12.2M |
|
|
SYT
343
CALL
DELISTED
Syngenta Ag
SYT
| $15.4M | 0.03% |
+200,000
| New | +$16.2M |
|
344
CALL
FedEx
FDX
$75.4B
| $15.3M | 0.03% |
101,000
-120,400
| -54% | -$19.5M |
|
345
CALL
Freeport-McMoran
FCX
$97.5B
| $15.1M | 0.03% |
1,359,800
-813,300
| -37% | -$9.01M |
|
|
SCHW
346
PUT
Charles Schwab
SCHW
$187B
| $15.1M | 0.03% |
598,300
+485,800
| +432% | +$13.8M |
|
347
CALL
PayPal
PYPL
$50.5B
| $15.1M | 0.03% |
413,100
+139,400
| +51% | +$5.33M |
|
348
CALL
Nucor
NUE
$62.1B
| $15.1M | 0.03% |
305,000
+180,500
| +145% | +$8.8M |
|
|
SCTY
349
PUT
DELISTED
SolarCity Corporation
SCTY
| $14.9M | 0.03% |
622,700
-5,000
| -0.8% | -$123K |
|
350
CALL
Estee Lauder
EL
$32B
| $14.8M | 0.03% |
163,000
-6,000
| -4% | -$560K |
|
Similar funds
HF
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.