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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 | |
|---|---|---|---|---|---|---|
1451
PUT
Xerox
XRX
$412M
| $514K | ﹤0.01% |
20,607
+14,535
| +239% | +$382K |
|
1452
Huntington Bancshares
HBAN
$35.6B
| $512K | ﹤0.01% |
57,218
+56,434
| +7,198% | +$555K |
|
1453
CALL
Roper Technologies
ROP
$39B
| $512K | ﹤0.01% |
3,000
-12,200
| -80% | -$2.13M |
|
|
LVLT
1454
DELISTED
Level 3 Communications Inc
LVLT
| $511K | ﹤0.01% |
9,930
-3,550
| -26% | -$186K |
|
|
WBMD
1455
CALL
DELISTED
WebMD Health Corp.
WBMD
| $511K | ﹤0.01% |
8,800
+8,600
| +4,300% | +$538K |
|
|
SIX
1456
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $510K | ﹤0.01% |
8,800
-22,500
| -72% | -$1.31M |
|
1457
PUT
Dine Brands
DIN
$453M
| $509K | ﹤0.01% |
+6,000
| New | +$515K |
|
|
WWAV
1458
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $507K | ﹤0.01% |
10,800
-23,500
| -69% | -$1.01M |
|
1459
PUT
Eastman Chemical
EMN
$8.39B
| $503K | ﹤0.01% |
7,400
-32,200
| -81% | -$2.37M |
|
1460
CALL
Novartis
NVS
$294B
| $503K | ﹤0.01% |
+6,808
| New | +$470K |
|
1461
Jacobs Solutions
J
$17.1B
| $501K | ﹤0.01% |
12,157
+8,458
| +229% | +$333K |
|
1462
PUT
Pentair
PNR
$11B
| $501K | ﹤0.01% |
12,805
-17,720
| -58% | -$689K |
|
|
LVLT
1463
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $500K | ﹤0.01% |
9,700
-16,600
| -63% | -$868K |
|
|
SNI
1464
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $498K | ﹤0.01% |
8,000
| – | – |
|
1465
PUT
Wayfair
W
$14.2B
| $495K | ﹤0.01% |
+12,700
| New | +$507K |
|
1466
Welltower
WELL
$171B
| $494K | ﹤0.01% |
+6,488
| New | +$461K |
|
1467
CALL
Ashland
ASH
$3.28B
| $493K | ﹤0.01% |
8,789
-50,896
| -85% | -$2.82M |
|
1468
Banco Bradesco
BBD
$37.8B
| $490K | ﹤0.01% |
121,192
-1,046
| -0.9% | -$3.85K |
|
1469
PUT
GameStop
GME
$8.53B
| $490K | ﹤0.01% |
74,000
-44,400
| -38% | -$325K |
|
1470
PUT
Banco Santander
SAN
$209B
| $490K | ﹤0.01% |
+130,330
| New | +$566K |
|
1471
ArcBest
ARCB
$3.17B
| $488K | ﹤0.01% |
+30,008
| New | +$543K |
|
1472
PUT
Exelon
EXC
$47.1B
| $488K | ﹤0.01% |
18,787
-210,861
| -92% | -$5.22M |
|
1473
CALL
Manitowoc
MTW
$512M
| $488K | ﹤0.01% |
22,375
-54,675
| -71% | -$1.19M |
|
1474
Cracker Barrel
CBRL
$1.31B
| $487K | ﹤0.01% |
2,843
+216
| +8% | +$33.7K |
|
1475
CALL
DaVita
DVA
$12.1B
| $487K | ﹤0.01% |
6,300
-45,500
| -88% | -$3.44M |
|
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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.