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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 | |
|---|---|---|---|---|---|---|
|
RDC
1601
PUT
DELISTED
Rowan Companies Plc
RDC
| $353K | ﹤0.01% |
20,000
-91,000
| -82% | -$1.58M |
|
1602
CALL
State Street
STT
$51.4B
| $351K | ﹤0.01% |
6,500
+4,500
| +225% | +$269K |
|
|
SNV
1603
PUT
DELISTED
Synovus
SNV
| $348K | ﹤0.01% |
+12,000
| New | +$364K |
|
1604
PUT
E.W. Scripps
SSP
$263M
| $348K | ﹤0.01% |
+22,000
| New | +$350K |
|
|
WBMD
1605
PUT
DELISTED
WebMD Health Corp.
WBMD
| $348K | ﹤0.01% |
6,000
+4,500
| +300% | +$281K |
|
|
GGP
1606
CALL
DELISTED
GGP Inc.
GGP
| $346K | ﹤0.01% |
11,600
-41,000
| -78% | -$1.16M |
|
1607
CALL
Hasbro
HAS
$12.9B
| $345K | ﹤0.01% |
4,100
-77,900
| -95% | -$6.6M |
|
|
SGI
1608
CALL
Somnigroup International
SGI
$14.6B
| $345K | ﹤0.01% |
24,800
+13,600
| +121% | +$201K |
|
1609
CALL
Entergy
ETR
$49.9B
| $342K | ﹤0.01% |
8,400
+4,200
| +100% | +$161K |
|
1610
PUT
MBIA
MBI
$270M
| $342K | ﹤0.01% |
50,000
+49,000
| +4,900% | +$364K |
|
1611
Westlake Corp
WLK
$10.1B
| $341K | ﹤0.01% |
7,942
-1,029
| -11% | -$47K |
|
1612
CALL
Avnet
AVT
$7.97B
| $340K | ﹤0.01% |
+8,400
| New | +$350K |
|
1613
Public Service Enterprise Group
PEG
$37.6B
| $340K | ﹤0.01% |
7,292
-4,141
| -36% | -$188K |
|
1614
Raymond James Financial
RJF
$34.7B
| $338K | ﹤0.01% |
+10,290
| New | +$352K |
|
|
USG
1615
CALL
DELISTED
Usg
USG
| $337K | ﹤0.01% |
+12,500
| New | +$341K |
|
1616
Fossil Group
FOSL
$349M
| $336K | ﹤0.01% |
+11,771
| New | +$396K |
|
1617
CALL
NOV
NOV
$6.95B
| $336K | ﹤0.01% |
10,000
-20,700
| -67% | -$665K |
|
1618
CALL
TripAdvisor
TRIP
$1.63B
| $335K | ﹤0.01% |
5,200
-14,900
| -74% | -$966K |
|
1619
CALL
Hyatt Hotels
H
$16.9B
| $333K | ﹤0.01% |
6,800
+4,000
| +143% | +$191K |
|
1620
PUT
Public Storage
PSA
$61.1B
| $332K | ﹤0.01% |
1,300
-1,700
| -57% | -$436K |
|
1621
PUT
Northern Trust
NTRS
$33.7B
| $331K | ﹤0.01% |
5,000
-200
| -4% | -$13.9K |
|
1622
Advanced Micro Devices
AMD
$786B
| $330K | ﹤0.01% |
64,153
+44,706
| +230% | +$174K |
|
1623
Radware
RDWR
$1.2B
| $330K | ﹤0.01% |
+29,287
| New | +$329K |
|
|
AVP
1624
CALL
DELISTED
Avon Products, Inc.
AVP
| $330K | ﹤0.01% |
87,200
+65,000
| +293% | +$280K |
|
|
ISEE
1625
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $328K | ﹤0.01% |
+6,437
| New | +$320K |
|
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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.