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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
1476
PUT
NRG Energy
NRG
$25.5B
| $487K | ﹤0.01% |
+32,500
| New | +$482K |
|
1477
Equinix
EQIX
$104B
| $485K | ﹤0.01% |
1,251
-2,523
| -67% | -$880K |
|
|
STI
1478
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $483K | ﹤0.01% |
11,800
-29,400
| -71% | -$1.2M |
|
1479
PUT
Entergy
ETR
$49.9B
| $481K | ﹤0.01% |
11,800
-67,800
| -85% | -$2.6M |
|
|
BIG
1480
CALL
DELISTED
Big Lots, Inc.
BIG
| $481K | ﹤0.01% |
9,600
+9,100
| +1,820% | +$431K |
|
1481
PUT
Cintas
CTAS
$80.6B
| $480K | ﹤0.01% |
19,600
-179,200
| -90% | -$4.13M |
|
1482
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.34B
| $480K | ﹤0.01% |
21,840
+15,332
| +236% | +$328K |
|
|
JWN
1483
DELISTED
Nordstrom
JWN
| $479K | ﹤0.01% |
+12,587
| New | +$559K |
|
1484
CALL
Nokia
NOK
$53.5B
| $477K | ﹤0.01% |
84,000
+2,000
| +2% | +$11.3K |
|
|
SHLD
1485
CALL
DELISTED
Sears Holding Corporation
SHLD
| $476K | ﹤0.01% |
+35,000
| New | +$494K |
|
|
HAR
1486
PUT
DELISTED
Harman International Industries
HAR
| $474K | ﹤0.01% |
6,600
-4,400
| -40% | -$343K |
|
1487
PUT
Truist Financial
TFC
$64.6B
| $473K | ﹤0.01% |
13,300
-29,300
| -69% | -$1.02M |
|
|
MJN
1488
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $473K | ﹤0.01% |
5,200
+4,900
| +1,633% | +$415K |
|
1489
PUT
Philips
PHG
$26B
| $472K | ﹤0.01% |
+25,526
| New | +$494K |
|
1490
PUT
AGCO
AGCO
$7.27B
| $471K | ﹤0.01% |
10,000
+200
| +2% | +$10.3K |
|
1491
PUT
Rockwell Automation
ROK
$50.1B
| $471K | ﹤0.01% |
4,100
-79,200
| -95% | -$9.07M |
|
|
TERP
1492
DELISTED
TerraForm Power, Inc
TERP
| $471K | ﹤0.01% |
43,249
+4,559
| +12% | +$42.2K |
|
1493
PUT
Chord Energy
CHRD
$7.32B
| $467K | ﹤0.01% |
+50,000
| New | +$474K |
|
|
PHH
1494
PUT
DELISTED
PHH Corporation
PHH
| $466K | ﹤0.01% |
+35,000
| New | +$454K |
|
|
LL
1495
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $463K | ﹤0.01% |
+30,000
| New | +$416K |
|
1496
PUT
Ametek
AME
$58.4B
| $462K | ﹤0.01% |
10,000
+2,800
| +39% | +$135K |
|
|
SNI
1497
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $460K | ﹤0.01% |
+7,389
| New | +$472K |
|
|
X
1498
DELISTED
US Steel
X
| $456K | ﹤0.01% |
+27,027
| New | +$454K |
|
1499
CALL
MBIA
MBI
$270M
| $455K | ﹤0.01% |
66,600
+16,600
| +33% | +$123K |
|
|
CVSA
1500
Covista Inc
CVSA
$4.39B
| $454K | ﹤0.01% |
+25,471
| New | +$449K |
|
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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.