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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 | |
|---|---|---|---|---|---|---|
1726
CALL
Mitsubishi UFJ Financial
MUFG
$260B
| $238K | ﹤0.01% |
+53,700
| New | +$254K |
|
1727
CALL
Open Text
OTEX
$5.47B
| $237K | ﹤0.01% |
8,000
-29,000
| -78% | -$821K |
|
1728
AGCO
AGCO
$8.89B
| $236K | ﹤0.01% |
5,010
+1,929
| +63% | +$99.1K |
|
|
1729
PUT
Open Text
OTEX
$5.47B
| $236K | ﹤0.01% |
8,000
-51,400
| -87% | -$1.46M |
|
|
PXD
1730
DELISTED
Pioneer Natural Resource Co.
PXD
| $236K | ﹤0.01% |
+1,559
| New | +$245K |
|
1731
CALL
Harmony Gold Mining
HMY
$13B
| $235K | ﹤0.01% |
+65,000
| New | +$225K |
|
1732
CALL
LKQ Corp
LKQ
$6.12B
| $234K | ﹤0.01% |
7,400
+4,500
| +155% | +$146K |
|
1733
CALL
Pentair
PNR
$9.18B
| $234K | ﹤0.01% |
5,956
+4,467
| +300% | +$174K |
|
1734
Gartner
IT
$10.7B
| $233K | ﹤0.01% |
+2,394
| New | +$227K |
|
1735
PUT
T. Rowe Price
TROW
$23B
| $233K | ﹤0.01% |
3,200
-20,300
| -86% | -$1.51M |
|
1736
PUT
Fortune Brands Innovations
FBIN
$4.86B
| $232K | ﹤0.01% |
4,680
+1,170
| +33% | +$57.1K |
|
|
CTXS
1737
PUT
DELISTED
Citrix Systems Inc
CTXS
| $232K | ﹤0.01% |
3,642
-19,590
| -84% | -$1.29M |
|
1738
PUT
Regions Financial
RF
$25.5B
| $231K | ﹤0.01% |
27,000
-34,000
| -56% | -$308K |
|
|
LXK
1739
DELISTED
Lexmark Intl Inc
LXK
| $231K | ﹤0.01% |
6,115
-345,531
| -98% | -$12.8M |
|
1740
PUT
InterDigital
IDCC
$8.76B
| $229K | ﹤0.01% |
4,100
-23,400
| -85% | -$1.32M |
|
1741
PUT
Diageo
DEO
$47.9B
| $226K | ﹤0.01% |
2,000
-1,100
| -35% | -$119K |
|
1742
CALL
Nasdaq
NDAQ
$52.7B
| $226K | ﹤0.01% |
10,500
-1,028,400
| -99% | -$22M |
|
1743
PUT
Urban Outfitters
URBN
$6.64B
| $226K | ﹤0.01% |
8,200
-12,900
| -61% | -$371K |
|
1744
CALL
Builders FirstSource
BLDR
$6.61B
| $225K | ﹤0.01% |
20,000
| – | – |
|
1745
Fidelity National Information Services
FIS
$19.6B
| $224K | ﹤0.01% |
3,037
+1,911
| +170% | +$134K |
|
|
WR
1746
CALL
DELISTED
Westar Energy Inc
WR
| $224K | ﹤0.01% |
+4,000
| New | +$212K |
|
|
BEAV
1747
DELISTED
B/E Aerospace Inc
BEAV
| $223K | ﹤0.01% |
+4,821
| New | +$230K |
|
1748
CALL
SiriusXM
SIRI
$9.62B
| $222K | ﹤0.01% |
5,600
+5,400
| +2,700% | +$212K |
|
|
CHS
1749
DELISTED
Chicos FAS, Inc.
CHS
| $222K | ﹤0.01% |
20,739
+10,296
| +99% | +$120K |
|
1750
PUT
MasTec
MTZ
$19.3B
| $221K | ﹤0.01% |
+9,900
| New | +$220K |
|
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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.