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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 | |
|---|---|---|---|---|---|---|
1901
PUT
America Movil
AMX
$69.2B
| $148K | ﹤0.01% |
12,000
+2,000
| +20% | +$26.8K |
|
1902
Enterprise Products Partners
EPD
$84.9B
| $148K | ﹤0.01% |
+5,064
| New | +$136K |
|
1903
CALL
Xcel Energy
XEL
$47.6B
| $148K | ﹤0.01% |
3,300
-5,000
| -60% | -$207K |
|
|
CRZO
1904
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $148K | ﹤0.01% |
+4,126
| New | +$147K |
|
1905
CALL
Hormel Foods
HRL
$11.5B
| $146K | ﹤0.01% |
4,000
-11,700
| -75% | -$438K |
|
1906
CALL
Olin
OLN
$1.99B
| $146K | ﹤0.01% |
5,900
-69,100
| -92% | -$1.49M |
|
1907
PUT
Tucows
TCX
$121M
| $146K | ﹤0.01% |
6,000
+4,000
| +200% | +$95K |
|
|
GNC
1908
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $146K | ﹤0.01% |
+6,000
| New | +$166K |
|
1909
PUT
EPR Properties
EPR
$4.57B
| $145K | ﹤0.01% |
+1,800
| New | +$127K |
|
1910
Fortune Brands Innovations
FBIN
$4.86B
| $145K | ﹤0.01% |
2,923
+1,442
| +97% | +$70.4K |
|
|
OPLN
1911
Openlane
OPLN
$4.3B
| $145K | ﹤0.01% |
+9,184
| New | +$137K |
|
1912
CALL
Arch Capital
ACGL
$32.8B
| $144K | ﹤0.01% |
6,000
+3,000
| +100% | +$70.8K |
|
1913
W.R. Berkley
WRB
$26B
| $144K | ﹤0.01% |
8,130
+7,070
| +667% | +$118K |
|
|
DNR
1914
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $144K | ﹤0.01% |
+40,000
| New | +$150K |
|
|
TECD
1915
CALL
DELISTED
Tech Data Corp
TECD
| $144K | ﹤0.01% |
+2,000
| New | +$145K |
|
|
EXAS
1916
CALL
DELISTED
Exact Sciences
EXAS
| $143K | ﹤0.01% |
+11,700
| New | +$88.1K |
|
1917
CALL
Supernus Pharmaceuticals
SUPN
$2.45B
| $143K | ﹤0.01% |
+7,000
| New | +$124K |
|
|
RDC
1918
CALL
DELISTED
Rowan Companies Plc
RDC
| $143K | ﹤0.01% |
8,100
-82,900
| -91% | -$1.44M |
|
1919
CALL
Shutterstock
SSTK
$187M
| $142K | ﹤0.01% |
3,100
+2,100
| +210% | +$86.8K |
|
1920
CALL
Canadian Pacific Kansas City
CP
$79.2B
| $141K | ﹤0.01% |
+5,500
| New | +$148K |
|
|
FITB
1921
PUT
Fifth Third Bancorp
FITB
$49.1B
| $141K | ﹤0.01% |
8,000
-80,600
| -91% | -$1.45M |
|
1922
TJX Companies
TJX
$139B
| $141K | ﹤0.01% |
+3,656
| New | +$140K |
|
1923
Archer Daniels Midland
ADM
$41.7B
| $140K | ﹤0.01% |
3,253
-46,184
| -93% | -$1.84M |
|
1924
PUT
CoreCivic
CXW
$3.4B
| $140K | ﹤0.01% |
+4,000
| New | +$131K |
|
1925
CALL
iShares US Telecommunications ETF
IYZ
$1.23B
| $140K | ﹤0.01% |
4,200
| – | – |
|
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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.