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 | |
|---|---|---|---|---|---|---|
726
Eaton
ETN
$174B
| $3.63M | 0.01% |
+60,819
| New | +$3.74M |
|
727
CALL
Perrigo
PRGO
$1.78B
| $3.63M | 0.01% |
+40,000
| New | +$4.14M |
|
728
CALL
Clearway Energy Class C
CWEN
$6.7B
| $3.63M | 0.01% |
+232,600
| New | +$3.54M |
|
729
CALL
Eagle Materials
EXP
$6.57B
| $3.63M | 0.01% |
47,000
-223,000
| -83% | -$16.8M |
|
730
VanEck Oil Services ETF
OIH
$1.92B
| $3.62M | 0.01% |
6,187
-17,502
| -74% | -$9.85M |
|
731
Salesforce
CRM
$158B
| $3.59M | 0.01% |
+45,192
| New | +$3.55M |
|
732
PUT
Ralph Lauren
RL
$23.6B
| $3.58M | 0.01% |
40,000
| – | – |
|
733
Under Armour
UAA
$2.6B
| $3.58M | 0.01% |
89,346
+87,672
| +5,237% | +$3.5M |
|
|
PVG
734
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.58M | 0.01% |
320,035
+210,053
| +191% | +$1.66M |
|
735
CALL
J.M. Smucker
SJM
$12.8B
| $3.58M | 0.01% |
23,500
+5,200
| +28% | +$692K |
|
736
BlackBerry
BB
$5.26B
| $3.57M | 0.01% |
+532,602
| New | +$3.72M |
|
737
PUT
United States Natural Gas Fund
UNG
$455M
| $3.57M | 0.01% |
25,850
-46,713
| -64% | -$5.34M |
|
738
CALL
Lear
LEA
$8.18B
| $3.56M | 0.01% |
35,000
-57,000
| -62% | -$6.41M |
|
|
AGU
739
PUT
DELISTED
Agrium
AGU
| $3.56M | 0.01% |
39,400
-30,500
| -44% | -$2.72M |
|
740
PUT
Aon
AON
$76B
| $3.5M | 0.01% |
32,100
+9,300
| +41% | +$984K |
|
741
PUT
iShares MSCI Germany ETF
EWG
$1.62B
| $3.49M | 0.01% |
145,000
| – | – |
|
|
SINA
742
DELISTED
Sina Corp
SINA
| $3.49M | 0.01% |
67,207
+22,917
| +52% | +$1.15M |
|
743
CALL
PNC Financial Services
PNC
$101B
| $3.48M | 0.01% |
42,700
+400
| +0.9% | +$34.4K |
|
|
SPA
744
DELISTED
Sparton
SPA
| $3.47M | 0.01% |
+159,575
| New | +$3.16M |
|
|
AGN
745
CALL
DELISTED
Allergan plc
AGN
| $3.47M | 0.01% |
15,000
-20,000
| -57% | -$4.61M |
|
746
PUT
PPG Industries
PPG
$26.6B
| $3.44M | 0.01% |
33,000
-40,800
| -55% | -$4.46M |
|
747
PUT
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $3.43M | 0.01% |
25,000
| – | – |
|
|
748
CALL
Ralph Lauren
RL
$23.6B
| $3.42M | 0.01% |
38,200
+8,200
| +27% | +$762K |
|
749
CALL
Patterson-UTI
PTEN
$3.76B
| $3.41M | 0.01% |
160,000
-50,000
| -24% | -$942K |
|
750
CALL
Tootsie Roll Industries
TR
$2.98B
| $3.39M | 0.01% |
+118,265
| New | +$3.15M |
|
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.