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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 | |
|---|---|---|---|---|---|---|
576
CALL
Southwest Airlines
LUV
$23B
| $6M | 0.01% |
153,100
+128,000
| +510% | +$5.48M |
|
577
JD.com
JD
$44.5B
| $6M | 0.01% |
282,530
+238,471
| +541% | +$5.76M |
|
|
TMX
578
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $5.97M | 0.01% |
+223,950
| New | +$5.69M |
|
579
CALL
Accenture
ACN
$108B
| $5.95M | 0.01% |
52,500
+2,800
| +6% | +$325K |
|
580
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $5.88M | 0.01% |
730,000
-3,835,000
| -84% | -$33.3M |
|
581
CALL
Herbalife
HLF
$1.29B
| $5.85M | 0.01% |
200,000
-600,000
| -75% | -$18M |
|
|
GMLP
582
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $5.84M | 0.01% |
318,700
-233,600
| -42% | -$3.97M |
|
|
ALXN
583
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $5.84M | 0.01% |
50,000
| – | – |
|
|
CYBR
584
CALL
DELISTED
CyberArk
CYBR
| $5.83M | 0.01% |
+120,000
| New | +$5.19M |
|
585
PUT
Alaska Air
ALK
$5.58B
| $5.83M | 0.01% |
100,000
+96,900
| +3,126% | +$6.69M |
|
586
Paychex
PAYX
$42.7B
| $5.76M | 0.01% |
+96,892
| New | +$5.19M |
|
|
SA
587
Seabridge Gold
SA
$3.35B
| $5.72M | 0.01% |
389,506
+189,169
| +94% | +$2.56M |
|
588
Freeport-McMoran
FCX
$97.5B
| $5.7M | 0.01% |
511,968
-68,436
| -12% | -$758K |
|
589
PUT
Illinois Tool Works
ITW
$84.5B
| $5.66M | 0.01% |
+54,300
| New | +$5.68M |
|
590
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $5.65M | 0.01% |
50,000
-56,700
| -53% | -$6.27M |
|
|
WFM
591
PUT
DELISTED
Whole Foods Market Inc
WFM
| $5.64M | 0.01% |
176,200
+110,600
| +169% | +$3.44M |
|
592
CALL
W.W. Grainger
GWW
$60.2B
| $5.61M | 0.01% |
24,700
+20,400
| +474% | +$4.65M |
|
|
GIMO
593
CALL
DELISTED
Gigamon Inc.
GIMO
| $5.61M | 0.01% |
150,000
+125,000
| +500% | +$3.98M |
|
594
CALL
Boston Properties
BXP
$11.1B
| $5.58M | 0.01% |
42,300
+40,500
| +2,250% | +$5.2M |
|
|
CERN
595
PUT
DELISTED
Cerner Corp
CERN
| $5.57M | 0.01% |
+95,000
| New | +$5.29M |
|
|
TTM
596
CALL
DELISTED
Tata Motors Limited
TTM
| $5.55M | 0.01% |
160,000
-7,200
| -4% | -$225K |
|
|
TTM
597
PUT
DELISTED
Tata Motors Limited
TTM
| $5.55M | 0.01% |
160,000
-11,800
| -7% | -$369K |
|
598
CALL
Apollo Global Management
APO
$73.4B
| $5.53M | 0.01% |
365,200
+5,400
| +2% | +$88.6K |
|
599
Bank of America
BAC
$442B
| $5.5M | 0.01% |
414,315
-505,859
| -55% | -$7.11M |
|
600
CALL
The Mosaic Company
MOS
$7.33B
| $5.48M | 0.01% |
209,200
+117,700
| +129% | +$3.12M |
|
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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.