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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 | |
|---|---|---|---|---|---|---|
1651
Ardmore Shipping
ASC
$681M
| $304K | ﹤0.01% |
+44,841
| New | +$392K |
|
1652
PUT
World Kinect Corp
WKC
$1.99B
| $304K | ﹤0.01% |
6,400
-4,600
| -42% | -$214K |
|
1653
PUT
Box
BOX
$4.42B
| $303K | ﹤0.01% |
+29,300
| New | +$350K |
|
1654
PUT
Cognizant
CTSH
$25.2B
| $303K | ﹤0.01% |
5,300
-51,100
| -91% | -$3.09M |
|
1655
CALL
Televisa
TV
$1.45B
| $302K | ﹤0.01% |
11,600
-2,400
| -17% | -$63.3K |
|
|
CHK
1656
DELISTED
Chesapeake Energy Corporation
CHK
| $302K | ﹤0.01% |
353
-83
| -19% | -$79.7K |
|
1657
PUT
Keurig Dr Pepper
KDP
$42.2B
| $300K | ﹤0.01% |
3,100
+2,000
| +182% | +$184K |
|
1658
Pentair
PNR
$11B
| $300K | ﹤0.01% |
7,655
-3,487
| -31% | -$136K |
|
|
AUY
1659
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $300K | ﹤0.01% |
58,000
+8,000
| +16% | +$35.9K |
|
|
CAB
1660
PUT
DELISTED
Cabela's Inc
CAB
| $300K | ﹤0.01% |
6,000
+3,900
| +186% | +$194K |
|
1661
PUT
Pricesmart
PSMT
$5.8B
| $299K | ﹤0.01% |
3,200
+1,200
| +60% | +$104K |
|
1662
CALL
FIVE9
FIVN
$2.27B
| $298K | ﹤0.01% |
+25,000
| New | +$253K |
|
|
DBD
1663
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $298K | ﹤0.01% |
12,000
+10,000
| +500% | +$257K |
|
1664
CALL
Advanced Micro Devices
AMD
$795B
| $297K | ﹤0.01% |
+57,900
| New | +$225K |
|
|
MNDT
1665
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $297K | ﹤0.01% |
18,000
+11,400
| +173% | +$184K |
|
1666
CALL
AGNC Investment
AGNC
$12.6B
| $295K | ﹤0.01% |
14,900
-13,300
| -47% | -$251K |
|
1667
PUT
Shutterstock
SSTK
$228M
| $293K | ﹤0.01% |
+6,400
| New | +$264K |
|
1668
CALL
NovoCure
NVCR
$1.87B
| $292K | ﹤0.01% |
+25,000
| New | +$313K |
|
1669
PUT
Trimble
TRMB
$13.7B
| $292K | ﹤0.01% |
12,000
-38,000
| -76% | -$951K |
|
|
TFCFA
1670
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $292K | ﹤0.01% |
10,800
-20,800
| -66% | -$606K |
|
1671
CALL
Methanex
MEOH
$4.05B
| $291K | ﹤0.01% |
+10,000
| New | +$319K |
|
1672
PUT
Silicon Laboratories
SLAB
$7.2B
| $291K | ﹤0.01% |
6,000
+4,100
| +216% | +$193K |
|
1673
Zions Bancorporation
ZION
$10.5B
| $291K | ﹤0.01% |
+11,569
| New | +$307K |
|
|
CHS
1674
CALL
DELISTED
Chicos FAS, Inc.
CHS
| $289K | ﹤0.01% |
27,000
+6,000
| +29% | +$70.1K |
|
|
ILG
1675
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $289K | ﹤0.01% |
18,200
+17,200
| +1,720% | +$246K |
|
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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.