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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 | |
|---|---|---|---|---|---|---|
1026
CALL
Expedia Group
EXPE
$37.3B
| $1.5M | ﹤0.01% |
14,100
-33,900
| -71% | -$3.68M |
|
1027
CALL
Skyworks Solutions
SWKS
$10.6B
| $1.5M | ﹤0.01% |
23,700
-10,000
| -30% | -$680K |
|
1028
Alphabet (Google) Class A
GOOGL
$4.33T
| $1.5M | ﹤0.01% |
42,660
-175,460
| -80% | -$6.44M |
|
1029
PUT
DaVita
DVA
$11.7B
| $1.5M | ﹤0.01% |
19,400
-22,600
| -54% | -$1.71M |
|
1030
PUT
Huntington Bancshares
HBAN
$35.5B
| $1.5M | ﹤0.01% |
167,700
+156,500
| +1,397% | +$1.54M |
|
1031
CALL
Wynn Resorts
WYNN
$10.6B
| $1.5M | ﹤0.01% |
16,500
-22,800
| -58% | -$2.17M |
|
1032
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $1.49M | ﹤0.01% |
+60,000
| New | +$1.47M |
|
1033
PUT
Ventas
VTR
$47.9B
| $1.49M | ﹤0.01% |
20,400
-15,200
| -43% | -$1M |
|
1034
PUT
TJX Companies
TJX
$178B
| $1.48M | ﹤0.01% |
38,400
-109,800
| -74% | -$4.19M |
|
1035
Infosys
INFY
$50.7B
| $1.47M | ﹤0.01% |
164,102
-172,264
| -51% | -$1.61M |
|
|
CYB
1036
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $1.47M | ﹤0.01% |
59,999
+53,571
| +833% | +$1.33M |
|
1037
CALL
Williams-Sonoma
WSM
$29.6B
| $1.46M | ﹤0.01% |
56,000
-240,600
| -81% | -$6.6M |
|
1038
Ashland
ASH
$3.5B
| $1.46M | ﹤0.01% |
+25,928
| New | +$1.43M |
|
|
HIMX
1039
Himax Technologies
HIMX
$2.55B
| $1.46M | ﹤0.01% |
176,270
+173,803
| +7,045% | +$1.72M |
|
1040
CALL
Stanley Black & Decker
SWK
$15.7B
| $1.46M | ﹤0.01% |
13,100
+2,000
| +18% | +$222K |
|
1041
CALL
Enovis
ENOV
$1.53B
| $1.46M | ﹤0.01% |
31,955
+1,743
| +6% | +$85.2K |
|
1042
Ralph Lauren
RL
$23.5B
| $1.44M | ﹤0.01% |
16,022
+15,624
| +3,926% | +$1.45M |
|
1043
PUT
Qorvo
QRVO
$8.74B
| $1.43M | ﹤0.01% |
+25,900
| New | +$1.29M |
|
1044
Western Digital
WDC
$150B
| $1.43M | ﹤0.01% |
40,060
+32,729
| +446% | +$1.08M |
|
|
JCP
1045
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.43M | ﹤0.01% |
161,000
-7,800
| -5% | -$68.5K |
|
1046
PUT
Genuine Parts
GPC
$18.7B
| $1.43M | ﹤0.01% |
14,100
+6,000
| +74% | +$582K |
|
1047
PUT
Fossil Group
FOSL
$318M
| $1.43M | ﹤0.01% |
+50,000
| New | +$1.68M |
|
1048
PUT
AvalonBay Communities
AVB
$26.8B
| $1.43M | ﹤0.01% |
7,900
+1,400
| +22% | +$252K |
|
1049
PUT
Boston Properties
BXP
$11.1B
| $1.43M | ﹤0.01% |
10,800
+5,500
| +104% | +$706K |
|
1050
PUT
Equity Residential
EQR
$25.1B
| $1.42M | ﹤0.01% |
20,600
+15,500
| +304% | +$1.07M |
|
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.