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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
1576
PUT
Cheesecake Factory
CAKE
$5.23B
| $375K | ﹤0.01% |
7,800
+1,800
| +30% | +$90.8K |
|
1577
CALL
Ciena
CIEN
$57.9B
| $375K | ﹤0.01% |
20,000
-4,400
| -18% | -$79.7K |
|
1578
CALL
Cboe Global Markets
CBOE
$29.7B
| $373K | ﹤0.01% |
5,600
-6,800
| -55% | -$436K |
|
1579
PUT
3D Systems Corp
DDD
$583M
| $373K | ﹤0.01% |
27,200
+5,200
| +24% | +$75.2K |
|
1580
PUT
Medtronic
MDT
$110B
| $373K | ﹤0.01% |
+4,300
| New | +$348K |
|
1581
CALL
ArcelorMittal
MT
$56.8B
| $373K | ﹤0.01% |
26,667
-96,666
| -78% | -$1.47M |
|
1582
PUT
Oceaneering
OII
$4.78B
| $373K | ﹤0.01% |
+12,500
| New | +$408K |
|
|
MSGN
1583
DELISTED
MSG Networks Inc.
MSGN
| $373K | ﹤0.01% |
+24,317
| New | +$409K |
|
1584
CALL
Commault Systems
CVLT
$5.52B
| $371K | ﹤0.01% |
8,600
+7,700
| +856% | +$340K |
|
1585
Acadia Healthcare
ACHC
$3B
| $370K | ﹤0.01% |
+6,671
| New | +$390K |
|
1586
CALL
Credicorp
BAP
$31.4B
| $370K | ﹤0.01% |
2,400
+1,900
| +380% | +$272K |
|
1587
PUT
Middleby
MIDD
$6.12B
| $368K | ﹤0.01% |
3,200
-5,500
| -63% | -$631K |
|
1588
PUT
Palo Alto Networks
PANW
$296B
| $368K | ﹤0.01% |
18,000
-39,600
| -69% | -$917K |
|
|
BHI
1589
DELISTED
Baker Hughes
BHI
| $368K | ﹤0.01% |
+8,155
| New | +$369K |
|
1590
PUT
CMS Energy
CMS
$22.4B
| $367K | ﹤0.01% |
8,000
+3,000
| +60% | +$126K |
|
|
ENDP
1591
DELISTED
Endo International plc
ENDP
| $366K | ﹤0.01% |
+23,486
| New | +$487K |
|
1592
CALL
Plains GP Holdings
PAGP
$4.96B
| $365K | ﹤0.01% |
+13,143
| New | +$339K |
|
1593
CALL
Novavax
NVAX
$1.27B
| $364K | ﹤0.01% |
2,500
| – | – |
|
1594
CALL
Sabre
SABR
$838M
| $364K | ﹤0.01% |
13,600
+5,000
| +58% | +$140K |
|
|
ZOES
1595
CALL
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $363K | ﹤0.01% |
10,000
-1,100
| -10% | -$41.3K |
|
1596
CALL
Heron Therapeutics
HRTX
$95.5M
| $361K | ﹤0.01% |
+20,000
| New | +$390K |
|
1597
PUT
Ameriprise Financial
AMP
$49.6B
| $360K | ﹤0.01% |
+4,000
| New | +$386K |
|
|
1598
CALL
Middleby
MIDD
$6.12B
| $358K | ﹤0.01% |
3,100
+2,100
| +210% | +$241K |
|
|
IRBT
1599
CALL
DELISTED
iRobot
IRBT
| $357K | ﹤0.01% |
10,200
+9,200
| +920% | +$338K |
|
1600
CALL
Itaú Unibanco
ITUB
$90.5B
| $353K | ﹤0.01% |
84,810
+24,717
| +41% | +$95.3K |
|
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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.