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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 | |
|---|---|---|---|---|---|---|
1801
IDEX
IEX
$17.2B
| $194K | ﹤0.01% |
+2,364
| New | +$197K |
|
|
CS
1802
DELISTED
Credit Suisse Group
CS
| $194K | ﹤0.01% |
18,127
+4,255
| +31% | +$58K |
|
|
SDRL
1803
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $194K | ﹤0.01% |
224
-75
| -25% | -$71.3K |
|
1804
CALL
B&G Foods
BGS
$290M
| $193K | ﹤0.01% |
+4,000
| New | +$163K |
|
1805
PUT
Unilever
UL
$138B
| $192K | ﹤0.01% |
+3,556
| New | +$183K |
|
1806
PUT
Dolby
DLB
$5.59B
| $191K | ﹤0.01% |
4,000
+2,000
| +100% | +$91.3K |
|
|
AXON
1807
CALL
Axon Enterprise
AXON
$48.9B
| $190K | ﹤0.01% |
7,600
+1,600
| +27% | +$33.1K |
|
1808
CALL
Pool Corp
POOL
$7.11B
| $188K | ﹤0.01% |
+2,000
| New | +$180K |
|
|
1809
PUT
Pool Corp
POOL
$7.11B
| $188K | ﹤0.01% |
+2,000
| New | +$180K |
|
1810
Royal Caribbean
RCL
$87.1B
| $188K | ﹤0.01% |
+2,800
| New | +$214K |
|
1811
Amkor Technology
AMKR
$13.9B
| $187K | ﹤0.01% |
+32,486
| New | +$190K |
|
1812
CALL
Pricesmart
PSMT
$6.08B
| $187K | ﹤0.01% |
+2,000
| New | +$174K |
|
1813
Sabre
SABR
$779M
| $187K | ﹤0.01% |
+6,984
| New | +$196K |
|
1814
CALL
Sanmina
SANM
$11.1B
| $187K | ﹤0.01% |
+7,000
| New | +$175K |
|
|
WP
1815
PUT
DELISTED
Worldpay, Inc.
WP
| $187K | ﹤0.01% |
3,300
-700
| -18% | -$37.8K |
|
1816
TE Connectivity
TEL
$59.4B
| $186K | ﹤0.01% |
3,262
+2,974
| +1,033% | +$179K |
|
1817
PUT
Tower Semiconductor
TSEM
$27.1B
| $186K | ﹤0.01% |
+15,000
| New | +$181K |
|
1818
Broadridge
BR
$18.2B
| $185K | ﹤0.01% |
+2,843
| New | +$176K |
|
1819
CALL
Lennox International
LII
$15B
| $185K | ﹤0.01% |
+1,300
| New | +$179K |
|
|
IIP
1820
CALL
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $185K | ﹤0.01% |
+90,000
| New | +$185K |
|
1821
Compass Minerals
CMP
$1.21B
| $184K | ﹤0.01% |
+2,475
| New | +$187K |
|
1822
Vornado Realty Trust
VNO
$7.51B
| $184K | ﹤0.01% |
2,271
-18,152
| -89% | -$1.41M |
|
1823
Builders FirstSource
BLDR
$7.8B
| $183K | ﹤0.01% |
+16,251
| New | +$188K |
|
1824
Avnet
AVT
$7.59B
| $182K | ﹤0.01% |
+4,492
| New | +$187K |
|
|
IDTI
1825
PUT
DELISTED
Integrated Device Technology I
IDTI
| $182K | ﹤0.01% |
9,100
-36,900
| -80% | -$781K |
|
Similar funds
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.