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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 | |
|---|---|---|---|---|---|---|
376
CALL
Franco-Nevada
FNV
$46B
| $12.8M | 0.03% |
168,700
-47,400
| -22% | -$3.21M |
|
377
PUT
Under Armour
UAA
$2.6B
| $12.7M | 0.03% |
316,700
-137,900
| -30% | -$5.51M |
|
378
CALL
Targa Resources
TRGP
$55.1B
| $12.6M | 0.02% |
300,000
+200,000
| +200% | +$7.84M |
|
379
Microsoft
MSFT
$3.71T
| $12.6M | 0.02% |
+246,783
| New | +$12.8M |
|
380
PUT
Black Hills Corp
BKH
$5.69B
| $12.6M | 0.02% |
200,000
+100,000
| +100% | +$6.03M |
|
381
CALL
CVS Health
CVS
$122B
| $12.6M | 0.02% |
131,500
-329,200
| -71% | -$32.8M |
|
382
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $12.6M | 0.02% |
397,054
+290,000
| +271% | +$10.3M |
|
383
CALL
BHP
BHP
$230B
| $12.5M | 0.02% |
492,455
-145,058
| -23% | -$3.61M |
|
384
CALL
Martin Marietta Materials
MLM
$33B
| $12.5M | 0.02% |
65,200
+47,400
| +266% | +$8.48M |
|
385
PUT
iShares MSCI South Korea ETF
EWY
$24.1B
| $12.1M | 0.02% |
233,300
+22,900
| +11% | +$1.18M |
|
386
CALL
Deere & Co
DE
$168B
| $12.1M | 0.02% |
149,600
+15,400
| +11% | +$1.26M |
|
|
ETP
387
DELISTED
Energy Transfer Partners L.p.
ETP
| $12M | 0.02% |
316,428
+78,608
| +33% | +$2.82M |
|
388
PUT
Mondelez International
MDLZ
$79.9B
| $12M | 0.02% |
264,100
-353,600
| -57% | -$15.4M |
|
389
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $12M | 0.02% |
+260,000
| New | +$12.1M |
|
390
Workday
WDAY
$44.4B
| $12M | 0.02% |
+160,101
| New | +$12.2M |
|
|
RHT
391
DELISTED
Red Hat Inc
RHT
| $11.9M | 0.02% |
+164,007
| New | +$12.3M |
|
392
CALL
Costco
COST
$420B
| $11.9M | 0.02% |
75,800
-77,900
| -51% | -$11.8M |
|
|
POT
393
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $11.8M | 0.02% |
729,300
+300,600
| +70% | +$5.03M |
|
394
PUT
Halliburton
HAL
$26.6B
| $11.8M | 0.02% |
260,600
-74,400
| -22% | -$3.06M |
|
395
CALL
Plains All American Pipeline
PAA
$16.1B
| $11.8M | 0.02% |
427,900
-101,500
| -19% | -$2.46M |
|
396
CALL
Huntsman Corp
HUN
$1.77B
| $11.6M | 0.02% |
862,700
+69,900
| +9% | +$1.03M |
|
397
PUT
Hershey
HSY
$36.6B
| $11.6M | 0.02% |
102,000
+88,100
| +634% | +$8.25M |
|
398
CALL
Norfolk Southern
NSC
$75.1B
| $11.6M | 0.02% |
135,900
+49,200
| +57% | +$4.18M |
|
399
PUT
Expedia Group
EXPE
$37.3B
| $11.6M | 0.02% |
108,700
-26,500
| -20% | -$2.88M |
|
400
CALL
Ross Stores
ROST
$81.9B
| $11.5M | 0.02% |
203,400
+80,700
| +66% | +$4.48M |
|
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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.