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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 | |
|---|---|---|---|---|---|---|
401
PUT
iShares MSCI Mexico ETF
EWW
$1.99B
| $11.4M | 0.02% |
227,000
+200,000
| +741% | +$10.2M |
|
402
CALL
Signet Jewelers
SIG
$3.76B
| $11.4M | 0.02% |
138,400
+133,500
| +2,724% | +$13.6M |
|
403
CALL
American Tower
AMT
$80.4B
| $11.3M | 0.02% |
99,900
+55,300
| +124% | +$5.89M |
|
|
SHPG
404
CALL
DELISTED
Shire pic
SHPG
| $11.3M | 0.02% |
+61,500
| New | +$11.1M |
|
405
CALL
Rio Tinto
RIO
$164B
| $11.3M | 0.02% |
360,900
+211,200
| +141% | +$6.31M |
|
406
PUT
Harley-Davidson
HOG
$2.71B
| $11.2M | 0.02% |
248,200
+78,600
| +46% | +$3.62M |
|
407
CALL
NXP Semiconductors
NXPI
$60.4B
| $11.2M | 0.02% |
142,800
+92,600
| +184% | +$7.94M |
|
408
CALL
MPLX
MPLX
$59.7B
| $11.1M | 0.02% |
330,000
+102,900
| +45% | +$3.27M |
|
409
PUT
Acadia Healthcare
ACHC
$2.94B
| $11.1M | 0.02% |
+200,000
| New | +$11.7M |
|
|
XLNX
410
PUT
DELISTED
Xilinx Inc
XLNX
| $11M | 0.02% |
239,300
-317,100
| -57% | -$14.5M |
|
411
PUT
American Express
AXP
$230B
| $11M | 0.02% |
181,300
-21,800
| -11% | -$1.38M |
|
412
CALL
Occidental Petroleum
OXY
$55.9B
| $11M | 0.02% |
145,000
-77,600
| -35% | -$5.8M |
|
413
PUT
PayPal
PYPL
$50.5B
| $10.9M | 0.02% |
298,800
+59,400
| +25% | +$2.27M |
|
|
SFLY
414
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $10.8M | 0.02% |
232,100
+176,700
| +319% | +$8.29M |
|
415
iShares MSCI Japan ETF
EWJ
$23B
| $10.7M | 0.02% |
233,648
-386,642
| -62% | -$18M |
|
|
JWN
416
CALL
DELISTED
Nordstrom
JWN
| $10.7M | 0.02% |
282,500
-11,300
| -4% | -$502K |
|
|
TWTR
417
PUT
DELISTED
Twitter, Inc.
TWTR
| $10.7M | 0.02% |
632,100
+19,900
| +3% | +$311K |
|
418
PUT
Zillow
Z
$7.56B
| $10.6M | 0.02% |
292,400
+2,000
| +0.7% | +$55.5K |
|
419
CALL
Paychex
PAYX
$42.7B
| $10.6M | 0.02% |
178,000
-126,800
| -42% | -$6.79M |
|
420
CALL
ConocoPhillips
COP
$141B
| $10.6M | 0.02% |
242,500
+34,400
| +17% | +$1.52M |
|
421
Booking.com
BKNG
$161B
| $10.5M | 0.02% |
+210,150
| New | +$10.9M |
|
|
LNKD
422
PUT
DELISTED
LinkedIn Corporation
LNKD
| $10.5M | 0.02% |
55,400
+4,100
| +8% | +$568K |
|
423
PUT
Las Vegas Sands
LVS
$29.6B
| $10.4M | 0.02% |
239,300
+91,800
| +62% | +$4.29M |
|
|
424
PUT
ConocoPhillips
COP
$141B
| $10.4M | 0.02% |
238,700
-4,900
| -2% | -$216K |
|
425
CALL
T-Mobile US
TMUS
$190B
| $10.4M | 0.02% |
240,000
+38,300
| +19% | +$1.57M |
|
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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.