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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.85%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$50.7B
AUM Growth
+$5.06B
(+11%)
Cap. Flow
+$4.02B
Cap. Flow
% of AUM
7.93%
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 | Technology | 0.7% |
| 2 | Consumer Discretionary | 0.49% |
| 3 | Financials | 0.48% |
| 4 | Industrials | 0.41% |
| 5 | Communication Services | 0.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1151
PUT
Lamar Advertising Co
LAMR
$16.2B
| $1.1M | ﹤0.01% |
16,600
+2,800
| +20% | +$177K |
|
1152
PNC Financial Services
PNC
$101B
| $1.1M | ﹤0.01% |
13,523
-8,684
| -39% | -$746K |
|
|
OUTR
1153
DELISTED
OUTERWALL INC
OUTR
| $1.1M | ﹤0.01% |
+26,203
| New | +$1.06M |
|
1154
CALL
Zillow
ZG
$7.55B
| $1.1M | ﹤0.01% |
30,000
-60,000
| -67% | -$1.7M |
|
1155
Lennar Class A
LEN
$21.1B
| $1.1M | ﹤0.01% |
+25,040
| New | +$1.1M |
|
1156
CALL
Cameco
CCJ
$42.3B
| $1.1M | ﹤0.01% |
100,000
+30,000
| +43% | +$356K |
|
1157
Goodyear
GT
$1.89B
| $1.1M | ﹤0.01% |
42,742
+39,435
| +1,192% | +$1.13M |
|
1158
CALL
Genworth Financial
GNW
$3.69B
| $1.09M | ﹤0.01% |
+424,000
| New | +$1.37M |
|
1159
Qorvo
QRVO
$8.67B
| $1.09M | ﹤0.01% |
+19,794
| New | +$989K |
|
1160
CALL
Aon
AON
$76B
| $1.09M | ﹤0.01% |
10,000
-100
| -1% | -$10.6K |
|
1161
PUT
Equifax
EFX
$21.3B
| $1.08M | ﹤0.01% |
8,400
+7,900
| +1,580% | +$957K |
|
1162
PUT
Edison International
EIX
$26.4B
| $1.08M | ﹤0.01% |
13,900
-23,500
| -63% | -$1.69M |
|
1163
PUT
Terex
TEX
$7.75B
| $1.08M | ﹤0.01% |
+53,000
| New | +$1.21M |
|
1164
CALL
Post Holdings
POST
$3.61B
| $1.07M | ﹤0.01% |
+19,864
| New | +$961K |
|
1165
PUT
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $1.07M | ﹤0.01% |
51,000
| – | – |
|
1166
PUT
Builders FirstSource
BLDR
$8.1B
| $1.07M | ﹤0.01% |
95,000
+75,000
| +375% | +$866K |
|
1167
PUT
Teck Resources
TECK
$32.7B
| $1.05M | ﹤0.01% |
+80,000
| New | +$826K |
|
|
VTLE
1168
CALL
DELISTED
Vital Energy
VTLE
| $1.05M | ﹤0.01% |
+5,000
| New | +$1.1M |
|
1169
CALL
Truist Financial
TFC
$64.3B
| $1.05M | ﹤0.01% |
29,400
-39,800
| -58% | -$1.39M |
|
1170
Fastenal
FAST
$59.1B
| $1.04M | ﹤0.01% |
+94,172
| New | +$1.08M |
|
1171
TransDigm Group
TDG
$67.7B
| $1.04M | ﹤0.01% |
+3,952
| New | +$965K |
|
|
NTUS
1172
PUT
DELISTED
Natus Medical Inc
NTUS
| $1.04M | ﹤0.01% |
+27,500
| New | +$921K |
|
|
1173
ProShares Short 20+ Year Treasury ETF
TBF
$104M
| $1.04M | ﹤0.01% |
49,264
| – | – |
|
|
SLCA
1174
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $1.03M | ﹤0.01% |
+30,000
| New | +$831K |
|
1175
PUT
Factset
FDS
$10.1B
| $1.03M | ﹤0.01% |
+6,400
| New | +$990K |
|
Similar funds
HF
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 deployed $4.02B of net new capital in Q2 2016, opening 721 new positions and adding to 861 existing holdings. Its largest new stake was Walt Disney: 672,483 shares worth $65.8M.
By sector, the portfolio is most concentrated in Technology at 0.7% of assets, up from 0.36% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was SPDR Gold Trust, an estimated $75.4M trimmed.
- 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.