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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 | |
|---|---|---|---|---|---|---|
701
CALL
C.H. Robinson
CHRW
$17.5B
| $3.88M | 0.01% |
52,200
+10,700
| +26% | +$782K |
|
|
WWAV
702
DELISTED
The WhiteWave Foods Company
WWAV
| $3.86M | 0.01% |
82,180
+65,654
| +397% | +$2.82M |
|
703
CALL
NextEra Energy
NEE
$177B
| $3.85M | 0.01% |
118,000
-83,600
| -41% | -$2.51M |
|
704
PUT
Lowe's Companies
LOW
$125B
| $3.83M | 0.01% |
48,400
+15,900
| +49% | +$1.23M |
|
705
CALL
Devon Energy
DVN
$47.3B
| $3.82M | 0.01% |
+105,300
| New | +$3.57M |
|
706
PUT
Amgen
AMGN
$222B
| $3.8M | 0.01% |
25,000
+24,800
| +12,400% | +$3.86M |
|
707
PUT
Lennar Class A
LEN
$21.2B
| $3.8M | 0.01% |
86,566
+13,657
| +19% | +$598K |
|
708
CALL
Range Resources
RRC
$8.95B
| $3.8M | 0.01% |
88,000
+86,600
| +6,186% | +$3.55M |
|
|
MRO
709
CALL
DELISTED
Marathon Oil Corporation
MRO
| $3.77M | 0.01% |
251,400
-596,000
| -70% | -$7.88M |
|
710
PUT
UnitedHealth
UNH
$370B
| $3.77M | 0.01% |
26,700
+21,800
| +445% | +$2.91M |
|
711
CALL
Precigen
PGEN
$2.59B
| $3.77M | 0.01% |
154,377
-57,513
| -27% | -$1.63M |
|
|
SBNY
712
DELISTED
Signature Bank
SBNY
| $3.76M | 0.01% |
+30,088
| New | +$4.02M |
|
713
CALL
Cheniere Energy
CQP
$31.3B
| $3.75M | 0.01% |
125,000
| – | – |
|
|
714
PUT
Cheniere Energy
CQP
$31.3B
| $3.75M | 0.01% |
125,000
| – | – |
|
715
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $3.74M | 0.01% |
84,700
+49,200
| +139% | +$2.41M |
|
716
PUT
Vanguard FTSE Europe ETF
VGK
$31.4B
| $3.73M | 0.01% |
80,000
| – | – |
|
717
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $3.73M | 0.01% |
+87,500
| New | +$3.16M |
|
|
DNKN
718
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $3.72M | 0.01% |
85,200
+71,200
| +509% | +$3.25M |
|
719
CALL
Hecla Mining
HL
$11.3B
| $3.7M | 0.01% |
725,000
+150,000
| +26% | +$606K |
|
720
Accenture
ACN
$108B
| $3.68M | 0.01% |
+32,512
| New | +$3.77M |
|
721
CALL
Domino's
DPZ
$11.6B
| $3.68M | 0.01% |
28,000
+8,400
| +43% | +$1.07M |
|
722
CALL
Travelers Companies
TRV
$80.2B
| $3.68M | 0.01% |
30,900
+19,800
| +178% | +$2.24M |
|
723
PUT
Check Point Software Technologies
CHKP
$13.1B
| $3.67M | 0.01% |
46,000
-16,500
| -26% | -$1.38M |
|
724
Kinross Gold
KGC
$32.8B
| $3.66M | 0.01% |
+748,622
| New | +$3.57M |
|
|
SEMG
725
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $3.63M | 0.01% |
+111,600
| New | +$3.24M |
|
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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.