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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 | |
|---|---|---|---|---|---|---|
1376
PUT
Verisk Analytics
VRSK
$24.6B
| $616K | ﹤0.01% |
7,600
-3,000
| -28% | -$235K |
|
|
LLL
1377
PUT
DELISTED
L3 Technologies, Inc.
LLL
| $616K | ﹤0.01% |
4,200
+500
| +14% | +$67.2K |
|
1378
Trinity Industries
TRN
$2.59B
| $614K | ﹤0.01% |
45,936
+26,266
| +134% | +$347K |
|
|
SPLK
1379
PUT
DELISTED
Splunk Inc
SPLK
| $611K | ﹤0.01% |
11,300
-15,500
| -58% | -$818K |
|
1380
CALL
Crown Castle
CCI
$32.3B
| $609K | ﹤0.01% |
6,000
-4,800
| -44% | -$436K |
|
1381
CALL
Rockwell Automation
ROK
$50.1B
| $609K | ﹤0.01% |
5,300
-1,400
| -21% | -$160K |
|
1382
HF Sinclair
DINO
$14.8B
| $607K | ﹤0.01% |
+25,532
| New | +$761K |
|
1383
PUT
RH
RH
$3.7B
| $607K | ﹤0.01% |
21,200
-8,700
| -29% | -$311K |
|
1384
PUT
Thomson Reuters
TRI
$43B
| $606K | ﹤0.01% |
+12,925
| New | +$616K |
|
|
FAZ
1385
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
| $600K | ﹤0.01% |
40
| – | – |
|
|
JNPR
1386
PUT
DELISTED
Juniper Networks
JNPR
| $600K | ﹤0.01% |
26,700
-256,300
| -91% | -$5.96M |
|
|
1387
PUT
HF Sinclair
DINO
$14.8B
| $594K | ﹤0.01% |
25,000
+23,000
| +1,150% | +$685K |
|
|
PNRA
1388
PUT
DELISTED
Panera Bread Co
PNRA
| $593K | ﹤0.01% |
2,800
-16,500
| -85% | -$3.52M |
|
1389
PUT
Hilton Worldwide
HLT
$73B
| $591K | ﹤0.01% |
8,733
-76,467
| -90% | -$5.02M |
|
1390
Omnicom Group
OMC
$22.4B
| $591K | ﹤0.01% |
7,252
-5,597
| -44% | -$465K |
|
1391
PPG Industries
PPG
$26.5B
| $591K | ﹤0.01% |
5,679
-3,191
| -36% | -$348K |
|
|
PRMW
1392
PUT
DELISTED
Primo Water Corporation
PRMW
| $591K | ﹤0.01% |
+50,000
| New | +$555K |
|
1393
Zillow
ZG
$8.44B
| $590K | ﹤0.01% |
16,102
-9,206
| -36% | -$261K |
|
1394
F5
FFIV
$23.4B
| $587K | ﹤0.01% |
+5,153
| New | +$554K |
|
|
TRUE
1395
DELISTED
TrueCar
TRUE
| $586K | ﹤0.01% |
+74,610
| New | +$495K |
|
|
CAVM
1396
PUT
DELISTED
Cavium, Inc.
CAVM
| $585K | ﹤0.01% |
+15,200
| New | +$752K |
|
1397
PUT
Cimpress
CMPR
$2.44B
| $583K | ﹤0.01% |
6,300
-4,400
| -41% | -$413K |
|
1398
Marvell Technology
MRVL
$189B
| $582K | ﹤0.01% |
61,066
+24,448
| +67% | +$245K |
|
1399
iShares MSCI South Africa ETF
EZA
$568M
| $581K | ﹤0.01% |
10,994
+10,993
| +1,099,300% | +$571K |
|
1400
CALL
Liberty Latin America Class A
LILA
$1.69B
| $581K | ﹤0.01% |
+28,112
| New | +$663K |
|
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.