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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 | |
|---|---|---|---|---|---|---|
|
KG
1326
Kestrel Group
KG
$57.7M
| $704K | ﹤0.01% |
2,875
-500
| -15% | -$127K |
|
1327
Trane Technologies
TT
$97.7B
| $700K | ﹤0.01% |
10,995
-8,201
| -43% | -$528K |
|
1328
PUT
Five Below
FIVE
$13.6B
| $691K | ﹤0.01% |
14,900
-100
| -0.7% | -$4.18K |
|
|
MJN
1329
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $690K | ﹤0.01% |
7,600
+3,900
| +105% | +$330K |
|
1330
PUT
Banco Bradesco
BBD
$36.3B
| $687K | ﹤0.01% |
170,070
-17,007
| -9% | -$62.6K |
|
1331
PUT
Hyatt Hotels
H
$14.9B
| $687K | ﹤0.01% |
14,000
| – | – |
|
|
HAPN
1332
Happen Inc
HAPN
$1.94B
| $687K | ﹤0.01% |
31,967
+21,238
| +198% | +$612K |
|
1333
NetApp
NTAP
$36.3B
| $684K | ﹤0.01% |
27,836
-7,454
| -21% | -$184K |
|
|
COL
1334
PUT
DELISTED
Rockwell Collins
COL
| $681K | ﹤0.01% |
8,000
+2,300
| +40% | +$205K |
|
1335
CALL
Banc of California
BANC
$2.92B
| $679K | ﹤0.01% |
+37,500
| New | +$720K |
|
1336
Teucrium Corn Fund
CORN
$152M
| $677K | ﹤0.01% |
33,001
+33,000
| +3,300,000% | +$719K |
|
1337
Sysco
SYY
$39.1B
| $677K | ﹤0.01% |
+13,349
| New | +$646K |
|
|
DNY
1338
CALL
DELISTED
DONNELLEY R R & SONS CO
DNY
| $677K | ﹤0.01% |
+40,000
| New | +$677K |
|
|
CEO
1339
PUT
DELISTED
CNOOC Limited
CEO
| $674K | ﹤0.01% |
+5,400
| New | +$651K |
|
1340
CALL
Enterprise Products Partners
EPD
$84.9B
| $673K | ﹤0.01% |
23,000
-625,100
| -96% | -$16.8M |
|
1341
CALL
Motorola Solutions
MSI
$76.1B
| $673K | ﹤0.01% |
10,200
-400
| -4% | -$28.5K |
|
|
MDCO
1342
CALL
DELISTED
Medicines Co
MDCO
| $673K | ﹤0.01% |
+20,000
| New | +$705K |
|
|
NVO
1343
CALL
Novo Nordisk
NVO
$197B
| $672K | ﹤0.01% |
+25,000
| New | +$686K |
|
1344
PUT
LGI Homes
LGIH
$1.21B
| $671K | ﹤0.01% |
+21,000
| New | +$582K |
|
|
MRSH
1345
PUT
Marsh
MRSH
$84.4B
| $671K | ﹤0.01% |
9,800
| – | – |
|
1346
PUT
Duke Energy
DUK
$93.9B
| $669K | ﹤0.01% |
7,800
-16,000
| -67% | -$1.28M |
|
1347
CALL
HP
HPQ
$29.2B
| $663K | ﹤0.01% |
52,900
-5,400
| -9% | -$67.2K |
|
1348
PUT
Enovis
ENOV
$1.1B
| $662K | ﹤0.01% |
+14,525
| New | +$710K |
|
1349
Monster Beverage
MNST
$83.9B
| $661K | ﹤0.01% |
49,368
-56,712
| -53% | -$684K |
|
|
CLR
1350
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $660K | ﹤0.01% |
14,586
+5,562
| +62% | +$219K |
|
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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.