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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 | |
|---|---|---|---|---|---|---|
|
ARIA
676
PUT
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $4.21M | 0.01% |
+570,000
| New | +$4.28M |
|
677
CALL
Hewlett Packard
HPE
$78.2B
| $4.2M | 0.01% |
395,728
-400,890
| -50% | -$4.08M |
|
|
CELG
678
PUT
DELISTED
Celgene Corp
CELG
| $4.16M | 0.01% |
42,200
+29,100
| +222% | +$3.01M |
|
679
CALL
United Rentals
URI
$64B
| $4.14M | 0.01% |
61,800
+61,700
| +61,700% | +$4.03M |
|
680
CALL
Darden Restaurants
DRI
$23.8B
| $4.14M | 0.01% |
65,400
+6,700
| +11% | +$438K |
|
681
PUT
BHP
BHP
$234B
| $4.14M | 0.01% |
162,545
-131,942
| -45% | -$3.29M |
|
682
CALL
Guidewire Software
GWRE
$11.8B
| $4.14M | 0.01% |
+67,000
| New | +$3.86M |
|
|
DNKN
683
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.14M | 0.01% |
94,800
+85,000
| +867% | +$3.89M |
|
684
Southwest Airlines
LUV
$18.9B
| $4.13M | 0.01% |
105,430
+66,478
| +171% | +$2.85M |
|
685
PUT
Intercontinental Exchange
ICE
$87.9B
| $4.12M | 0.01% |
80,500
+68,500
| +571% | +$3.46M |
|
686
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $4.12M | 0.01% |
130,000
+30,000
| +30% | +$1.07M |
|
687
CALL
Kimberly-Clark
KMB
$32.8B
| $4.11M | 0.01% |
+29,900
| New | +$3.91M |
|
688
Prudential Financial
PRU
$40.6B
| $4.11M | 0.01% |
+57,547
| New | +$4.34M |
|
689
ConocoPhillips
COP
$164B
| $4.09M | 0.01% |
93,863
-952
| -1% | -$42K |
|
690
CALL
Vale
VALE
$65.7B
| $4.05M | 0.01% |
800,000
+47,000
| +6% | +$220K |
|
691
CALL
JB Hunt Transport Services
JBHT
$25.2B
| $4.05M | 0.01% |
50,000
-215,100
| -81% | -$17.8M |
|
|
OUTR
692
CALL
DELISTED
OUTERWALL INC
OUTR
| $4.03M | 0.01% |
+96,000
| New | +$3.89M |
|
|
OUTR
693
PUT
DELISTED
OUTERWALL INC
OUTR
| $4.03M | 0.01% |
+96,000
| New | +$3.89M |
|
694
CALL
Mettler-Toledo International
MTD
$25.9B
| $4.01M | 0.01% |
+11,000
| New | +$4.02M |
|
695
PUT
Automatic Data Processing
ADP
$105B
| $4.01M | 0.01% |
43,600
+5,900
| +16% | +$521K |
|
696
State Street SPDR S&P Bank ETF
KBE
$1.58B
| $3.98M | 0.01% |
130,408
-60,095
| -32% | -$1.9M |
|
697
PUT
AutoZone
AZO
$47.5B
| $3.97M | 0.01% |
5,000
+2,400
| +92% | +$1.85M |
|
698
CALL
ServiceNow
NOW
$136B
| $3.94M | 0.01% |
297,000
-330,000
| -53% | -$4.59M |
|
699
Nucor
NUE
$58.5B
| $3.93M | 0.01% |
+79,567
| New | +$3.88M |
|
700
CALL
Alerian MLP ETF
AMLP
$13.6B
| $3.88M | 0.01% |
61,040
+49,600
| +434% | +$2.99M |
|
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.