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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 | |
|---|---|---|---|---|---|---|
626
CALL
Intuit
INTU
$85.9B
| $4.88M | 0.01% |
43,700
+40,600
| +1,310% | +$4.25M |
|
627
CALL
AstraZeneca
AZN
$243B
| $4.86M | 0.01% |
80,400
+60,300
| +300% | +$3.5M |
|
628
CALL
NetEase
NTES
$74.2B
| $4.85M | 0.01% |
125,500
+72,500
| +137% | +$2.26M |
|
629
PUT
Occidental Petroleum
OXY
$61.3B
| $4.85M | 0.01% |
64,200
+14,100
| +28% | +$1.05M |
|
630
CALL
HDFC Bank
HDB
$113B
| $4.84M | 0.01% |
+292,000
| New | +$4.65M |
|
631
Norfolk Southern
NSC
$72.6B
| $4.84M | 0.01% |
56,870
+44,920
| +376% | +$3.82M |
|
632
PUT
Macy's
M
$5.66B
| $4.84M | 0.01% |
143,900
+34,600
| +32% | +$1.24M |
|
|
MLNX
633
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $4.82M | 0.01% |
100,400
+13,600
| +16% | +$646K |
|
634
TripAdvisor
TRIP
$1.03B
| $4.81M | 0.01% |
74,859
+67,665
| +941% | +$4.39M |
|
|
WNR
635
CALL
DELISTED
Western Refining Inc
WNR
| $4.79M | 0.01% |
+232,000
| New | +$5.45M |
|
636
CALL
Dover
DOV
$25.8B
| $4.77M | 0.01% |
85,174
+82,450
| +3,027% | +$4.44M |
|
637
United Parks & Resorts
PRKS
$1.76B
| $4.76M | 0.01% |
+332,174
| New | +$6.01M |
|
|
GAP
638
PUT
The Gap Inc
GAP
$7.5B
| $4.76M | 0.01% |
224,500
+105,900
| +89% | +$2.25M |
|
|
JUNO
639
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $4.73M | 0.01% |
123,000
+93,000
| +310% | +$3.86M |
|
640
PUT
BlackBerry
BB
$4.54B
| $4.73M | 0.01% |
704,500
+386,700
| +122% | +$2.7M |
|
|
NUAN
641
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $4.72M | 0.01% |
348,810
-28,875
| -8% | -$429K |
|
|
ENLK
642
DELISTED
EnLink Midstream Partners, LP
ENLK
| $4.68M | 0.01% |
+281,540
| New | +$4.11M |
|
|
SPLK
643
CALL
DELISTED
Splunk Inc
SPLK
| $4.65M | 0.01% |
85,800
-4,100
| -5% | -$216K |
|
644
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $4.64M | 0.01% |
120,852
-338,887
| -74% | -$13.4M |
|
645
PUT
Vale
VALE
$65.7B
| $4.63M | 0.01% |
915,600
+265,600
| +41% | +$1.24M |
|
646
PUT
Dollar Tree
DLTR
$22.2B
| $4.63M | 0.01% |
49,100
+14,400
| +41% | +$1.22M |
|
647
CALL
Tapestry
TPR
$22.7B
| $4.61M | 0.01% |
113,300
-45,100
| -28% | -$1.78M |
|
648
Bausch Health
BHC
$2.3B
| $4.61M | 0.01% |
229,067
+216,412
| +1,710% | +$6.13M |
|
|
SCTY
649
CALL
DELISTED
SolarCity Corporation
SCTY
| $4.61M | 0.01% |
192,700
+182,700
| +1,827% | +$4.5M |
|
650
Community Health Systems
CYH
$416M
| $4.59M | 0.01% |
380,883
+369,922
| +3,375% | +$5.42M |
|
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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.