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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 | |
|---|---|---|---|---|---|---|
1276
PUT
DTE Energy
DTE
$28.9B
| $792K | ﹤0.01% |
9,400
+2,232
| +31% | +$173K |
|
1277
CALL
GameStop
GME
$8.59B
| $791K | ﹤0.01% |
119,200
+13,200
| +12% | +$96.6K |
|
1278
PUT
Quest Diagnostics
DGX
$26.2B
| $790K | ﹤0.01% |
9,700
+7,900
| +439% | +$602K |
|
|
LHO
1279
PUT
DELISTED
LaSalle Hotel Properties
LHO
| $790K | ﹤0.01% |
+33,500
| New | +$792K |
|
1280
CALL
iShares MSCI Europe Financials ETF
EUFN
$4.27B
| $785K | ﹤0.01% |
+50,000
| New | +$897K |
|
1281
PUT
WEC Energy
WEC
$35B
| $784K | ﹤0.01% |
12,000
+4,700
| +64% | +$283K |
|
1282
CALL
Keurig Dr Pepper
KDP
$41.5B
| $783K | ﹤0.01% |
8,100
-10,600
| -57% | -$973K |
|
1283
PUT
Jack in the Box
JACK
$335M
| $782K | ﹤0.01% |
9,100
+7,100
| +355% | +$536K |
|
1284
CALL
Dominion Energy
D
$58.6B
| $780K | ﹤0.01% |
10,000
-6,200
| -38% | -$450K |
|
1285
PUT
Compass Minerals
CMP
$1.05B
| $779K | ﹤0.01% |
10,500
+9,500
| +950% | +$719K |
|
1286
CALL
Ovintiv
OVV
$16.5B
| $779K | ﹤0.01% |
+20,000
| New | +$733K |
|
|
WPZ
1287
PUT
DELISTED
Williams Partners L.P.
WPZ
| $779K | ﹤0.01% |
+22,500
| New | +$666K |
|
|
LLL
1288
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $778K | ﹤0.01% |
5,300
-500
| -9% | -$67.2K |
|
1289
PUT
Cirrus Logic
CRUS
$6.13B
| $777K | ﹤0.01% |
20,000
+12,700
| +174% | +$455K |
|
1290
PUT
AerCap
AER
$24.3B
| $776K | ﹤0.01% |
23,100
+1,500
| +7% | +$57.6K |
|
|
BNFT
1291
CALL
DELISTED
Benefitfocus, Inc.
BNFT
| $774K | ﹤0.01% |
20,300
-4,500
| -18% | -$164K |
|
|
INFN
1292
DELISTED
Infinera Corporation Common Stock
INFN
| $773K | ﹤0.01% |
68,486
-308,413
| -82% | -$4.03M |
|
1293
PUT
Nokia
NOK
$52.8B
| $768K | ﹤0.01% |
135,000
+130,000
| +2,600% | +$736K |
|
|
CCUR
1294
PUT
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $768K | ﹤0.01% |
+147,200
| New | +$890K |
|
1295
CALL
DigitalBridge
DBRG
$2.95B
| $766K | ﹤0.01% |
18,750
| – | – |
|
|
1296
PUT
DigitalBridge
DBRG
$2.95B
| $766K | ﹤0.01% |
18,750
| – | – |
|
1297
PUT
Diamondback Energy
FANG
$52.9B
| $766K | ﹤0.01% |
8,400
+6,800
| +425% | +$588K |
|
|
UN
1298
CALL
DELISTED
Unilever NV New York Registry Shares
UN
| $765K | ﹤0.01% |
16,300
-18,100
| -53% | -$811K |
|
1299
CALL
Manhattan Associates
MANH
$11.1B
| $763K | ﹤0.01% |
11,900
+10,600
| +815% | +$661K |
|
|
MBLY
1300
PUT
DELISTED
Mobileye N.V.
MBLY
| $760K | ﹤0.01% |
16,500
+5,900
| +56% | +$226K |
|
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.