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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 | |
|---|---|---|---|---|---|---|
|
SDRL
1251
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $859K | ﹤0.01% |
990
-74
| -7% | -$70.4K |
|
1252
PUT
Applied Materials
AMAT
$421B
| $857K | ﹤0.01% |
35,700
-8,400
| -19% | -$185K |
|
1253
Kennametal
KMT
$2.59B
| $855K | ﹤0.01% |
+38,665
| New | +$912K |
|
|
ARRY
1254
PUT
DELISTED
Array Biopharma Inc
ARRY
| $854K | ﹤0.01% |
240,000
-857,500
| -78% | -$2.79M |
|
1255
CALL
WEC Energy
WEC
$35.1B
| $849K | ﹤0.01% |
13,000
+10,200
| +364% | +$613K |
|
1256
CALL
Allstate
ALL
$70.7B
| $847K | ﹤0.01% |
12,100
+300
| +3% | +$20.1K |
|
1257
PUT
Gogo Inc
GOGO
$487M
| $839K | ﹤0.01% |
100,000
+70,000
| +233% | +$697K |
|
1258
PUT
Workday
WDAY
$41.8B
| $835K | ﹤0.01% |
11,200
+500
| +5% | +$38.1K |
|
1259
PUT
Children's Place
PLCE
$59.6M
| $834K | ﹤0.01% |
10,400
-2,700
| -21% | -$203K |
|
1260
PUT
SBA Communications
SBAC
$19.3B
| $830K | ﹤0.01% |
7,700
-300
| -4% | -$30.4K |
|
1261
PUT
Kohl's
KSS
$2.13B
| $828K | ﹤0.01% |
21,800
-3,000
| -12% | -$119K |
|
1262
CALL
Advanced Drainage Systems
WMS
$11.3B
| $821K | ﹤0.01% |
+30,000
| New | +$730K |
|
|
1263
Gogo Inc
GOGO
$487M
| $811K | ﹤0.01% |
96,659
+71,459
| +284% | +$712K |
|
1264
Realty Income
O
$58.3B
| $811K | ﹤0.01% |
+12,071
| New | +$733K |
|
1265
PUT
Fidelity National Information Services
FIS
$21.9B
| $810K | ﹤0.01% |
11,000
-1,700
| -13% | -$120K |
|
1266
3D Systems Corp
DDD
$598M
| $807K | ﹤0.01% |
58,978
+58,138
| +6,921% | +$841K |
|
|
BIG
1267
PUT
DELISTED
Big Lots, Inc.
BIG
| $807K | ﹤0.01% |
16,100
+2,000
| +14% | +$94.8K |
|
1268
PUT
Helmerich & Payne
HP
$3.76B
| $805K | ﹤0.01% |
12,000
-1,500
| -11% | -$92.7K |
|
1269
Vail Resorts
MTN
$5.28B
| $804K | ﹤0.01% |
+5,817
| New | +$768K |
|
|
AUY
1270
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $804K | ﹤0.01% |
154,800
-285,200
| -65% | -$1.28M |
|
|
CS
1271
PUT
DELISTED
Credit Suisse Group
CS
| $803K | ﹤0.01% |
75,000
| – | – |
|
1272
CALL
Burlington
BURL
$23.3B
| $800K | ﹤0.01% |
12,000
-700
| -6% | -$41.1K |
|
|
BRS
1273
CALL
DELISTED
Bristow Group, Inc.
BRS
| $798K | ﹤0.01% |
+69,900
| New | +$1.18M |
|
1274
PUT
Pultegroup
PHM
$24.6B
| $796K | ﹤0.01% |
40,800
+27,100
| +198% | +$502K |
|
1275
CALL
NiSource
NI
$20.7B
| $793K | ﹤0.01% |
+29,900
| New | +$718K |
|
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.