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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Cheesecake Factory
CAKE
$5.16B
| $915K | ﹤0.01% |
19,000
+16,000
| +533% | +$807K |
|
1227
CALL
Equifax
EFX
$19.7B
| $912K | ﹤0.01% |
7,100
+6,100
| +610% | +$739K |
|
1228
CALL
IPG Photonics
IPGP
$3.42B
| $912K | ﹤0.01% |
11,400
+4,200
| +58% | +$369K |
|
1229
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
| $908K | ﹤0.01% |
+63
| New | +$1M |
|
1230
PUT
CME Group
CME
$98.8B
| $906K | ﹤0.01% |
9,300
-53,300
| -85% | -$5.04M |
|
|
TRUE
1231
PUT
DELISTED
TrueCar
TRUE
| $904K | ﹤0.01% |
+115,100
| New | +$763K |
|
1232
PUT
Stanley Black & Decker
SWK
$13.8B
| $899K | ﹤0.01% |
8,100
+1,500
| +23% | +$167K |
|
1233
PUT
Skyworks Solutions
SWKS
$11.5B
| $899K | ﹤0.01% |
14,200
-34,100
| -71% | -$2.32M |
|
|
TIF
1234
DELISTED
Tiffany & Co.
TIF
| $894K | ﹤0.01% |
+14,749
| New | +$980K |
|
1235
PUT
Cheniere Energy
LNG
$57B
| $893K | ﹤0.01% |
23,800
-3,600
| -13% | -$127K |
|
|
CVSA
1236
PUT
Covista Inc
CVSA
$4.29B
| $892K | ﹤0.01% |
+50,000
| New | +$882K |
|
|
CMA
1237
DELISTED
Comerica
CMA
| $884K | ﹤0.01% |
+21,486
| New | +$916K |
|
1238
PUT
Zions Bancorporation
ZION
$9.94B
| $883K | ﹤0.01% |
35,100
+100
| +0.3% | +$2.65K |
|
|
ULTI
1239
PUT
DELISTED
Ultimate Software Group Inc
ULTI
| $883K | ﹤0.01% |
4,200
+200
| +5% | +$39.7K |
|
1240
CALL
Albemarle
ALB
$14.9B
| $882K | ﹤0.01% |
11,100
+5,800
| +109% | +$426K |
|
1241
CALL
A.O. Smith
AOS
$7.86B
| $881K | ﹤0.01% |
20,000
-418,800
| -95% | -$16.9M |
|
1242
iShares MSCI Taiwan ETF
EWT
$12.1B
| $881K | ﹤0.01% |
31,370
+22,388
| +249% | +$597K |
|
|
EGRX
1243
CALL
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $873K | ﹤0.01% |
+22,500
| New | +$937K |
|
|
CTXS
1244
CALL
DELISTED
Citrix Systems Inc
CTXS
| $872K | ﹤0.01% |
13,688
-697,848
| -98% | -$45.9M |
|
1245
PUT
Cincinnati Financial
CINF
$26B
| $870K | ﹤0.01% |
11,600
+6,400
| +123% | +$434K |
|
1246
PUT
NVIDIA
NVDA
$5.4T
| $869K | ﹤0.01% |
740,000
-172,000
| -19% | -$177K |
|
1247
CALL
Vulcan Materials
VMC
$32.4B
| $866K | ﹤0.01% |
7,200
-258,600
| -97% | -$29.3M |
|
|
CBI
1248
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $866K | ﹤0.01% |
25,000
+12,700
| +103% | +$469K |
|
|
AKS
1249
DELISTED
AK Steel Holding Corp
AKS
| $862K | ﹤0.01% |
185,083
+129,563
| +233% | +$568K |
|
1250
CALL
Zoetis
ZTS
$30.3B
| $859K | ﹤0.01% |
18,100
-19,300
| -52% | -$912K |
|
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.