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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 | |
|---|---|---|---|---|---|---|
976
PUT
APA Corp
APA
$13.3B
| $1.77M | ﹤0.01% |
31,800
-19,500
| -38% | -$1.06M |
|
977
PUT
Sonida Senior Living
SNDA
$1.91B
| $1.77M | ﹤0.01% |
6,667
-26,966
| -80% | -$7.59M |
|
978
PUT
Herbalife
HLF
$1.29B
| $1.76M | ﹤0.01% |
60,200
-239,800
| -80% | -$7.18M |
|
979
CALL
Hershey
HSY
$36.6B
| $1.76M | ﹤0.01% |
15,500
-10,700
| -41% | -$1M |
|
|
KRA
980
DELISTED
Kraton Corporation
KRA
| $1.75M | ﹤0.01% |
+62,848
| New | +$1.54M |
|
981
PUT
NOV
NOV
$7B
| $1.75M | ﹤0.01% |
52,000
+1,700
| +3% | +$54.6K |
|
|
EGRX
982
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $1.74M | ﹤0.01% |
44,813
+16,721
| +60% | +$696K |
|
983
PUT
Analog Devices
ADI
$190B
| $1.72M | ﹤0.01% |
30,400
+22,600
| +290% | +$1.29M |
|
984
CALL
Centene
CNC
$32.5B
| $1.71M | ﹤0.01% |
+48,000
| New | +$1.51M |
|
985
DHT Holdings
DHT
$3.02B
| $1.71M | ﹤0.01% |
340,138
+294,478
| +645% | +$1.63M |
|
|
TWX
986
DELISTED
Time Warner Inc
TWX
| $1.7M | ﹤0.01% |
23,157
-66,190
| -74% | -$4.9M |
|
987
CALL
Medtronic
MDT
$112B
| $1.68M | ﹤0.01% |
+19,400
| New | +$1.57M |
|
988
CALL
Ventas
VTR
$47.9B
| $1.68M | ﹤0.01% |
23,100
-4,200
| -15% | -$277K |
|
989
PUT
Valero Energy
VLO
$85.9B
| $1.68M | ﹤0.01% |
32,900
-37,900
| -54% | -$2.14M |
|
990
CALL
Lamar Advertising Co
LAMR
$16.3B
| $1.66M | ﹤0.01% |
25,100
+4,800
| +24% | +$303K |
|
|
ASNA
991
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.66M | ﹤0.01% |
11,900
+11,850
| +23,700% | +$1.92M |
|
992
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $1.66M | ﹤0.01% |
75,000
-2,000
| -3% | -$42.7K |
|
993
PUT
Martin Marietta Materials
MLM
$33B
| $1.65M | ﹤0.01% |
8,600
-8,500
| -50% | -$1.52M |
|
|
AKRX
994
CALL
DELISTED
Akorn Inc
AKRX
| $1.65M | ﹤0.01% |
57,800
-47,200
| -45% | -$1.31M |
|
|
KEM
995
DELISTED
KEMET Corporation
KEM
| $1.64M | ﹤0.01% |
559,344
+326,304
| +140% | +$810K |
|
996
CALL
Dave & Buster's
PLAY
$357M
| $1.64M | ﹤0.01% |
+35,000
| New | +$1.45M |
|
997
PUT
MGM Resorts International
MGM
$11.2B
| $1.63M | ﹤0.01% |
72,200
-58,400
| -45% | -$1.33M |
|
998
CALL
Southern Company
SO
$107B
| $1.63M | ﹤0.01% |
30,500
-38,600
| -56% | -$1.94M |
|
999
PUT
Mercado Libre
MELI
$92.3B
| $1.63M | ﹤0.01% |
11,600
+1,400
| +14% | +$182K |
|
1000
Roper Technologies
ROP
$39.8B
| $1.62M | ﹤0.01% |
+9,511
| New | +$1.66M |
|
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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.