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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 | |
|---|---|---|---|---|---|---|
351
Netflix
NFLX
$309B
| $14.8M | 0.03% |
1,614,530
+818,990
| +103% | +$7.87M |
|
352
PUT
Simon Property Group
SPG
$72.3B
| $14.6M | 0.03% |
67,300
+59,100
| +721% | +$12.1M |
|
353
CALL
Whirlpool
WHR
$2.82B
| $14.5M | 0.03% |
86,800
+24,400
| +39% | +$4.31M |
|
354
PUT
Blackrock
BLK
$176B
| $14.3M | 0.03% |
41,800
+39,700
| +1,890% | +$14M |
|
355
PUT
Infosys
INFY
$50.7B
| $14.2M | 0.03% |
1,596,000
+696,000
| +77% | +$6.51M |
|
356
PUT
Colgate-Palmolive
CL
$74.4B
| $14.1M | 0.03% |
193,200
+142,600
| +282% | +$10.2M |
|
357
PUT
American Tower
AMT
$80.4B
| $14M | 0.03% |
123,200
+73,100
| +146% | +$7.78M |
|
358
PUT
Advance Auto Parts
AAP
$3.49B
| $14M | 0.03% |
86,400
-21,500
| -20% | -$3.32M |
|
359
Gen Digital
GEN
$17.5B
| $13.9M | 0.03% |
675,528
+669,147
| +10,487% | +$12M |
|
360
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $13.7M | 0.03% |
94,300
-2,800
| -3% | -$400K |
|
361
PUT
Wheaton Precious Metals
WPM
$60.9B
| $13.6M | 0.03% |
579,200
-2,403,600
| -81% | -$46.4M |
|
|
ETP
362
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $13.6M | 0.03% |
358,000
| – | – |
|
363
CALL
Gilead Sciences
GILD
$165B
| $13.6M | 0.03% |
162,700
+53,800
| +49% | +$4.77M |
|
364
PUT
Expeditors International
EXPD
$23.2B
| $13.6M | 0.03% |
276,500
+256,900
| +1,311% | +$12.5M |
|
365
CALL
Broadcom
AVGO
$2.04T
| $13.5M | 0.03% |
869,460
+46,000
| +6% | +$701K |
|
366
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $13.5M | 0.03% |
1,670,000
-7,170,000
| -81% | -$62.3M |
|
367
CALL
United Parks & Resorts
PRKS
$2.12B
| $13.4M | 0.03% |
938,500
-57,700
| -6% | -$1.04M |
|
368
Starbucks
SBUX
$120B
| $13.4M | 0.03% |
234,011
+77,595
| +50% | +$4.41M |
|
369
CALL
Alamos Gold
AGI
$13.9B
| $13.3M | 0.03% |
1,551,400
+65,000
| +4% | +$445K |
|
370
CALL
Applied Materials
AMAT
$428B
| $13.1M | 0.03% |
546,200
+193,200
| +55% | +$4.26M |
|
|
EA
371
CALL
DELISTED
Electronic Arts
EA
| $13.1M | 0.03% |
172,300
+147,200
| +586% | +$10.4M |
|
372
PUT
Texas Instruments
TXN
$261B
| $13.1M | 0.03% |
208,300
+129,500
| +164% | +$7.7M |
|
373
CALL
CSX Corp
CSX
$93.1B
| $13M | 0.03% |
1,499,400
+1,179,000
| +368% | +$10.3M |
|
|
SINA
374
PUT
DELISTED
Sina Corp
SINA
| $13M | 0.03% |
250,000
-5,600
| -2% | -$280K |
|
|
RSX
375
PUT
DELISTED
VanEck Russia ETF
RSX
| $12.9M | 0.03% |
740,000
+600,000
| +429% | +$10.2M |
|
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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.