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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 | |
|---|---|---|---|---|---|---|
551
CALL
Illinois Tool Works
ITW
$75.2B
| $6.33M | 0.01% |
60,800
+17,100
| +39% | +$1.79M |
|
552
PUT
Steel Dynamics
STLD
$34.5B
| $6.33M | 0.01% |
258,300
+165,500
| +178% | +$4.04M |
|
553
CALL
Infosys
INFY
$44.3B
| $6.32M | 0.01% |
+708,000
| New | +$6.62M |
|
554
PUT
Franco-Nevada
FNV
$51.2B
| $6.31M | 0.01% |
83,000
+81,400
| +5,088% | +$5.51M |
|
555
Conagra Brands
CAG
$7.25B
| $6.3M | 0.01% |
169,394
+11,099
| +7% | +$396K |
|
556
PUT
Royal Caribbean
RCL
$69.5B
| $6.3M | 0.01% |
93,800
+81,300
| +650% | +$6.22M |
|
557
PUT
Kraft Heinz
KHC
$29.2B
| $6.27M | 0.01% |
70,900
-29,900
| -30% | -$2.46M |
|
558
PUT
J.M. Smucker
SJM
$13.2B
| $6.26M | 0.01% |
41,100
+27,300
| +198% | +$3.63M |
|
559
PUT
Chubb
CB
$130B
| $6.26M | 0.01% |
47,900
+15,100
| +46% | +$1.86M |
|
560
CALL
Exelon
EXC
$45B
| $6.22M | 0.01% |
239,882
+219,132
| +1,056% | +$5.42M |
|
561
AB InBev
BUD
$154B
| $6.2M | 0.01% |
47,103
+31,070
| +194% | +$3.91M |
|
562
D.R. Horton
DHI
$38.9B
| $6.2M | 0.01% |
197,031
+42,165
| +27% | +$1.29M |
|
563
CALL
Progressive
PGR
$125B
| $6.2M | 0.01% |
185,000
+103,500
| +127% | +$3.42M |
|
|
GG
564
PUT
DELISTED
Goldcorp Inc
GG
| $6.18M | 0.01% |
322,900
-24,800
| -7% | -$440K |
|
|
S
565
DELISTED
Sprint Corporation
S
| $6.17M | 0.01% |
1,360,904
+502,412
| +59% | +$1.86M |
|
566
CALL
American International
AIG
$39.2B
| $6.15M | 0.01% |
116,300
-185,100
| -61% | -$10.2M |
|
567
PUT
Booking.com
BKNG
$130B
| $6.12M | 0.01% |
122,500
-20,000
| -14% | -$1.04M |
|
568
CALL
Phillips 66
PSX
$104B
| $6.12M | 0.01% |
77,100
+34,700
| +82% | +$2.83M |
|
569
PUT
Western Midstream Partners
WES
$20.4B
| $6.12M | 0.01% |
+160,000
| New | +$6.31M |
|
570
CALL
Zions Bancorporation
ZION
$9.94B
| $6.11M | 0.01% |
243,000
+3,000
| +1% | +$79.6K |
|
571
Target
TGT
$71.6B
| $6.1M | 0.01% |
+87,408
| New | +$6.52M |
|
|
CHL
572
CALL
DELISTED
China Mobile Limited
CHL
| $6.08M | 0.01% |
105,000
+91,800
| +695% | +$5.16M |
|
573
PUT
Altria Group
MO
$113B
| $6.07M | 0.01% |
88,000
+42,700
| +94% | +$2.73M |
|
574
PUT
Travelers Companies
TRV
$76.5B
| $6.04M | 0.01% |
50,700
+21,000
| +71% | +$2.38M |
|
|
LNW
575
DELISTED
Light & Wonder
LNW
| $6.01M | 0.01% |
653,844
-278,441
| -30% | -$2.63M |
|
Similar funds
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.