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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 | |
|---|---|---|---|---|---|---|
1926
Reliance Steel & Aluminium
RS
$20.2B
| $140K | ﹤0.01% |
+1,815
| New | +$133K |
|
|
QVCGA
1927
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $140K | ﹤0.01% |
113
-112
| -50% | -$141K |
|
|
SCLN
1928
CALL
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $140K | ﹤0.01% |
+10,700
| New | +$140K |
|
1929
PUT
Bank of Hawaii
BOH
$2.97B
| $138K | ﹤0.01% |
+2,000
| New | +$138K |
|
1930
Jabil
JBL
$32.6B
| $138K | ﹤0.01% |
7,494
-10,961
| -59% | -$199K |
|
1931
PUT
Monolithic Power Systems
MPWR
$59.2B
| $137K | ﹤0.01% |
+2,000
| New | +$131K |
|
|
TGNA
1932
PUT
DELISTED
TEGNA Inc
TGNA
| $137K | ﹤0.01% |
9,219
+6,094
| +195% | +$89.1K |
|
1933
CALL
Marriott Vacations Worldwide
VAC
$3.46B
| $137K | ﹤0.01% |
2,000
+900
| +82% | +$56.4K |
|
1934
CALL
Papa John's
PZZA
$712M
| $136K | ﹤0.01% |
2,000
-2,800
| -58% | -$171K |
|
|
MXWL
1935
DELISTED
Maxwell Technologies Inc
MXWL
| $136K | ﹤0.01% |
+25,720
| New | +$148K |
|
|
RUSS
1936
CALL
DELISTED
Direxion Daily Russia Bear 3x Shares
RUSS
| $136K | ﹤0.01% |
1,980
| – | – |
|
1937
PUT
Huntsman Corp
HUN
$1.68B
| $135K | ﹤0.01% |
10,000
-500,000
| -98% | -$7.33M |
|
1938
PUT
Adobe
ADBE
$101B
| $134K | ﹤0.01% |
1,400
-12,500
| -90% | -$1.2M |
|
1939
PUT
Franklin Templeton
BEN
$17.3B
| $134K | ﹤0.01% |
4,000
-108,100
| -96% | -$3.93M |
|
1940
PUT
Gentex
GNTX
$4.77B
| $134K | ﹤0.01% |
8,700
+4,000
| +85% | +$63.6K |
|
1941
ProShares Ultra Bloomberg Crude Oil
UCO
$459M
| $134K | ﹤0.01% |
880
-13,192
| -94% | -$1.91M |
|
1942
PUT
Xylem
XYL
$25.1B
| $134K | ﹤0.01% |
3,000
-2,000
| -40% | -$86.9K |
|
1943
DTE Energy
DTE
$28.3B
| $133K | ﹤0.01% |
+1,572
| New | +$122K |
|
1944
CALL
Wabtec
WAB
$47.4B
| $133K | ﹤0.01% |
1,900
+1,300
| +217% | +$101K |
|
|
SPNC
1945
DELISTED
Spectranetics Corp
SPNC
| $133K | ﹤0.01% |
+7,133
| New | +$126K |
|
1946
PUT
A.O. Smith
AOS
$7.86B
| $132K | ﹤0.01% |
3,000
-440,200
| -99% | -$17.8M |
|
|
NBIS
1947
PUT
Nebius Group N.V.
NBIS
$65.3B
| $132K | ﹤0.01% |
6,000
+5,000
| +500% | +$97.2K |
|
1948
CMS Energy
CMS
$21.4B
| $131K | ﹤0.01% |
+2,852
| New | +$120K |
|
1949
Liberty Latin America Class C
LILAK
$1.69B
| $130K | ﹤0.01% |
+4,690
| New | +$156K |
|
|
BGC
1950
CALL
DELISTED
General Cable Corporation
BGC
| $130K | ﹤0.01% |
+10,200
| New | +$141K |
|
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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.