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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 | |
|---|---|---|---|---|---|---|
1351
PUT
XPO
XPO
$23.3B
| $657K | ﹤0.01% |
72,285
| – | – |
|
|
SNV
1352
CALL
DELISTED
Synovus
SNV
| $655K | ﹤0.01% |
22,600
| – | – |
|
1353
Delta Air Lines
DAL
$61.2B
| $652K | ﹤0.01% |
17,896
-402,425
| -96% | -$17.1M |
|
1354
CALL
Titan International
TWI
$469M
| $651K | ﹤0.01% |
+105,000
| New | +$653K |
|
1355
Automatic Data Processing
ADP
$108B
| $650K | ﹤0.01% |
+7,077
| New | +$625K |
|
1356
PUT
Williams Companies
WMB
$89.5B
| $649K | ﹤0.01% |
+30,000
| New | +$602K |
|
|
ARRY
1357
DELISTED
Array Biopharma Inc
ARRY
| $649K | ﹤0.01% |
182,239
-589,654
| -76% | -$1.92M |
|
|
STMP
1358
PUT
DELISTED
Stamps.com, Inc.
STMP
| $647K | ﹤0.01% |
7,400
+1,200
| +19% | +$107K |
|
1359
PUT
Avis
CAR
$4.81B
| $645K | ﹤0.01% |
20,000
-40,700
| -67% | -$1.12M |
|
1360
CALL
Wolfspeed
WOLF
$1.42B
| $644K | ﹤0.01% |
26,300
+300
| +1% | +$7.29K |
|
1361
Domino's
DPZ
$11.9B
| $640K | ﹤0.01% |
4,870
+1,763
| +57% | +$224K |
|
|
TCO
1362
CALL
DELISTED
Taubman Centers Inc.
TCO
| $638K | ﹤0.01% |
+8,600
| New | +$605K |
|
|
CYB
1363
CALL
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $637K | ﹤0.01% |
26,100
-190,000
| -88% | -$4.71M |
|
1364
CALL
ASML
ASML
$654B
| $634K | ﹤0.01% |
6,400
-10,400
| -62% | -$1.01M |
|
|
AMTD
1365
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $632K | ﹤0.01% |
22,200
-24,800
| -53% | -$755K |
|
1366
CALL
Warner Bros
WBD
$66.3B
| $631K | ﹤0.01% |
+25,000
| New | +$683K |
|
1367
CALL
First Solar
FSLR
$26.3B
| $629K | ﹤0.01% |
13,000
-113,600
| -90% | -$6.05M |
|
1368
CALL
KeyCorp
KEY
$24.9B
| $626K | ﹤0.01% |
56,700
+37,000
| +188% | +$441K |
|
1369
PUT
Allegion
ALLE
$14.3B
| $625K | ﹤0.01% |
+9,000
| New | +$598K |
|
|
WPZ
1370
DELISTED
Williams Partners L.P.
WPZ
| $625K | ﹤0.01% |
+18,055
| New | +$535K |
|
1371
Boise Cascade
BCC
$2.91B
| $624K | ﹤0.01% |
27,168
+8,082
| +42% | +$177K |
|
|
DNKN
1372
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $624K | ﹤0.01% |
+14,316
| New | +$654K |
|
1373
PUT
Southern Company
SO
$107B
| $622K | ﹤0.01% |
11,600
-17,200
| -60% | -$865K |
|
1374
PUT
NetEase
NTES
$82.6B
| $620K | ﹤0.01% |
16,000
+5,500
| +52% | +$171K |
|
|
BKS
1375
CALL
DELISTED
Barnes & Noble
BKS
| $618K | ﹤0.01% |
54,400
+33,400
| +159% | +$387K |
|
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.