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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 | |
|---|---|---|---|---|---|---|
1176
First Solar
FSLR
$27.4B
| $1.03M | ﹤0.01% |
+21,290
| New | +$1.13M |
|
1177
PUT
TransDigm Group
TDG
$68.1B
| $1.03M | ﹤0.01% |
3,900
+3,300
| +550% | +$806K |
|
|
ASNA
1178
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.03M | ﹤0.01% |
+7,349
| New | +$1.19M |
|
|
STI
1179
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $1.02M | ﹤0.01% |
24,800
-17,700
| -42% | -$723K |
|
1180
PUT
Akamai
AKAM
$16.5B
| $1.02M | ﹤0.01% |
18,200
+2,200
| +14% | +$116K |
|
1181
PUT
Acuity Brands
AYI
$10.8B
| $1.02M | ﹤0.01% |
4,100
-3,700
| -47% | -$924K |
|
1182
GoPro
GPRO
$125M
| $1.02M | ﹤0.01% |
+94,035
| New | +$1.04M |
|
1183
PUT
Textron
TXT
$15.3B
| $1.01M | ﹤0.01% |
27,800
+2,100
| +8% | +$79.9K |
|
1184
CALL
Travel + Leisure Co
TNL
$4.7B
| $1.01M | ﹤0.01% |
31,453
+9,524
| +43% | +$305K |
|
|
IPXL
1185
CALL
DELISTED
Impax Laboratories, Inc.
IPXL
| $1.01M | ﹤0.01% |
+35,000
| New | +$1.14M |
|
1186
CALL
Diamondback Energy
FANG
$52.7B
| $1M | ﹤0.01% |
11,000
-600
| -5% | -$51.9K |
|
1187
PUT
KB Home
KBH
$3.55B
| $1M | ﹤0.01% |
65,900
+34,900
| +113% | +$487K |
|
|
CRAY
1188
PUT
DELISTED
Cray, Inc.
CRAY
| $994K | ﹤0.01% |
+33,200
| New | +$1.16M |
|
1189
PUT
Raymond James Financial
RJF
$34.2B
| $986K | ﹤0.01% |
30,000
+22,350
| +292% | +$764K |
|
1190
Lincoln National
LNC
$8.86B
| $981K | ﹤0.01% |
+25,298
| New | +$1.07M |
|
1191
PUT
Gold Fields
GFI
$36.7B
| $980K | ﹤0.01% |
200,000
| – | – |
|
1192
CALL
NetApp
NTAP
$37.1B
| $980K | ﹤0.01% |
39,800
+34,200
| +611% | +$842K |
|
|
TRCO
1193
CALL
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $980K | ﹤0.01% |
+25,000
| New | +$969K |
|
1194
CALL
Kroger
KR
$34.6B
| $979K | ﹤0.01% |
26,600
+13,900
| +109% | +$500K |
|
1195
DigitalBridge
DBRG
$2.95B
| $977K | ﹤0.01% |
23,918
-649
| -3% | -$30.9K |
|
|
BNY
1196
PUT
Bank of New York Mellon
BNY
$107B
| $972K | ﹤0.01% |
25,000
-1,500
| -6% | -$59.7K |
|
1197
iShares MSCI Germany ETF
EWG
$1.62B
| $970K | ﹤0.01% |
40,352
-119,315
| -75% | -$3.05M |
|
|
MIC
1198
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $963K | ﹤0.01% |
13,000
+5,900
| +83% | +$416K |
|
1199
Equity Residential
EQR
$25.1B
| $961K | ﹤0.01% |
+13,956
| New | +$960K |
|
1200
CALL
Cracker Barrel
CBRL
$1.29B
| $960K | ﹤0.01% |
5,600
+1,800
| +47% | +$281K |
|
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.