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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 | |
|---|---|---|---|---|---|---|
1301
PUT
L3Harris
LHX
$53.9B
| $759K | ﹤0.01% |
9,100
-17,900
| -66% | -$1.41M |
|
1302
Comscore
SCOR
$112M
| $756K | ﹤0.01% |
1,583
+550
| +53% | +$329K |
|
1303
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
| $753K | ﹤0.01% |
2,646
-1,120
| -30% | -$274K |
|
1304
NETSCOUT
NTCT
$2.97B
| $752K | ﹤0.01% |
+33,820
| New | +$783K |
|
|
GAP
1305
CALL
The Gap Inc
GAP
$7.41B
| $752K | ﹤0.01% |
35,600
-115,300
| -76% | -$2.45M |
|
1306
CALL
PPG Industries
PPG
$26.3B
| $750K | ﹤0.01% |
7,200
+3,600
| +100% | +$393K |
|
1307
PUT
Public Service Enterprise Group
PEG
$37.6B
| $745K | ﹤0.01% |
16,000
+100
| +0.6% | +$4.54K |
|
1308
Norwegian Cruise Line
NCLH
$9.05B
| $742K | ﹤0.01% |
18,634
+13,184
| +242% | +$628K |
|
|
CRAY
1309
DELISTED
Cray, Inc.
CRAY
| $738K | ﹤0.01% |
24,661
+24,555
| +23,165% | +$860K |
|
1310
CALL
Marriott International
MAR
$93.4B
| $731K | ﹤0.01% |
11,000
+3,400
| +45% | +$228K |
|
1311
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$228M
| $728K | ﹤0.01% |
+1
| New | +$18.1M |
|
1312
Dillards
DDS
$9.66B
| $727K | ﹤0.01% |
11,991
-72,876
| -86% | -$4.76M |
|
1313
CALL
GATX Corp
GATX
$6.34B
| $726K | ﹤0.01% |
16,500
+15,500
| +1,550% | +$711K |
|
|
GRMN
1314
PUT
Garmin
GRMN
$58.7B
| $726K | ﹤0.01% |
17,100
-27,600
| -62% | -$1.15M |
|
|
ECOM
1315
CALL
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $725K | ﹤0.01% |
+50,000
| New | +$642K |
|
1316
PUT
Hartford Financial Services
HIG
$39.4B
| $723K | ﹤0.01% |
16,300
-11,600
| -42% | -$518K |
|
1317
PUT
Barclays
BCS
$95.2B
| $722K | ﹤0.01% |
+101,354
| New | +$911K |
|
|
SNI
1318
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $722K | ﹤0.01% |
11,600
-14,500
| -56% | -$926K |
|
1319
Copart
CPRT
$26.6B
| $721K | ﹤0.01% |
117,728
+86,752
| +280% | +$487K |
|
1320
DaVita
DVA
$11.5B
| $718K | ﹤0.01% |
+9,289
| New | +$702K |
|
1321
CALL
Republic Services
RSG
$64.1B
| $718K | ﹤0.01% |
14,000
-4,000
| -22% | -$192K |
|
|
DNR
1322
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $718K | ﹤0.01% |
+200,000
| New | +$752K |
|
|
GGP
1323
PUT
DELISTED
GGP Inc.
GGP
| $716K | ﹤0.01% |
24,000
| – | – |
|
|
ICPT
1324
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $713K | ﹤0.01% |
+5,000
| New | +$729K |
|
1325
Cadence Design Systems
CDNS
$93.7B
| $709K | ﹤0.01% |
+29,185
| New | +$699K |
|
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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.