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 | |
|---|---|---|---|---|---|---|
776
Vanguard FTSE Europe ETF
VGK
$31.4B
| $3.12M | 0.01% |
66,944
-360
| -0.5% | -$17.5K |
|
777
CALL
Labcorp
LH
$25.9B
| $3.1M | 0.01% |
27,703
+24,327
| +721% | +$2.62M |
|
778
iShares Silver Trust
SLV
$30.7B
| $3.09M | 0.01% |
172,745
+156,253
| +947% | +$2.5M |
|
|
SWFT
779
CALL
DELISTED
Swift Transportation Company
SWFT
| $3.08M | 0.01% |
+200,000
| New | +$3.3M |
|
|
LNKD
780
CALL
DELISTED
LinkedIn Corporation
LNKD
| $3.07M | 0.01% |
16,200
-45,200
| -74% | -$6.26M |
|
781
Edwards Lifesciences
EW
$51.7B
| $3.06M | 0.01% |
+91,902
| New | +$3.14M |
|
782
AstraZeneca
AZN
$250B
| $3.05M | 0.01% |
+50,580
| New | +$2.94M |
|
783
PUT
Broadcom
AVGO
$2.04T
| $3.05M | 0.01% |
196,000
-487,000
| -71% | -$7.42M |
|
784
CALL
Sysco
SYY
$40.3B
| $3.04M | 0.01% |
60,000
-55,000
| -48% | -$2.66M |
|
|
PXD
785
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.04M | 0.01% |
20,100
-7,400
| -27% | -$1.16M |
|
786
PUT
Consolidated Edison
ED
$39.9B
| $3.03M | 0.01% |
37,700
+35,400
| +1,539% | +$2.66M |
|
787
CALL
Idexx Laboratories
IDXX
$46.2B
| $3.02M | 0.01% |
+32,500
| New | +$2.79M |
|
788
CALL
Under Armour
UAA
$2.6B
| $3M | 0.01% |
74,800
-86,000
| -53% | -$3.43M |
|
789
NovaGold Resources
NG
$3.33B
| $3M | 0.01% |
+490,136
| New | +$2.92M |
|
|
RAD
790
PUT
DELISTED
Rite Aid Corporation
RAD
| $3M | 0.01% |
20,000
-5,000
| -20% | -$789K |
|
|
791
PUT
Edwards Lifesciences
EW
$51.7B
| $2.99M | 0.01% |
90,000
+45,000
| +100% | +$1.54M |
|
792
PUT
CSX Corp
CSX
$93.1B
| $2.98M | 0.01% |
343,500
+153,600
| +81% | +$1.34M |
|
793
CALL
iShares MSCI Mexico ETF
EWW
$1.99B
| $2.97M | 0.01% |
+59,000
| New | +$3M |
|
794
PUT
Kimberly-Clark
KMB
$36.5B
| $2.97M | 0.01% |
21,600
+600
| +3% | +$78.5K |
|
795
CALL
Enbridge
ENB
$112B
| $2.96M | 0.01% |
+70,000
| New | +$2.85M |
|
796
PUT
Gilead Sciences
GILD
$165B
| $2.94M | 0.01% |
35,300
-79,300
| -69% | -$7.04M |
|
797
CALL
Valmont Industries
VMI
$9.53B
| $2.94M | 0.01% |
+21,700
| New | +$2.87M |
|
798
CME Group
CME
$94.8B
| $2.92M | 0.01% |
30,000
| – | – |
|
|
TSS
799
CALL
DELISTED
Total System Services, Inc.
TSS
| $2.92M | 0.01% |
55,000
-1,200
| -2% | -$62.2K |
|
800
CALL
Yelp
YELP
$1.41B
| $2.92M | 0.01% |
96,000
+53,900
| +128% | +$1.31M |
|
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.