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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 | |
|---|---|---|---|---|---|---|
426
Costco
COST
$420B
| $10.3M | 0.02% |
+65,874
| New | +$9.98M |
|
427
CALL
McKesson
MCK
$101B
| $10.3M | 0.02% |
+55,000
| New | +$9.65M |
|
428
FedEx
FDX
$75.4B
| $10.2M | 0.02% |
+67,450
| New | +$10.9M |
|
429
CALL
eBay
EBAY
$49.8B
| $10.1M | 0.02% |
432,200
+191,500
| +80% | +$4.62M |
|
|
X
430
CALL
DELISTED
US Steel
X
| $10.1M | 0.02% |
598,900
+94,500
| +19% | +$1.59M |
|
431
CALL
Capital One
COF
$134B
| $10.1M | 0.02% |
158,800
+105,000
| +195% | +$7.31M |
|
432
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $9.8M | 0.02% |
292,067
+292,066
| +29,206,600% | +$9.87M |
|
433
PUT
Marriott International
MAR
$92.3B
| $9.68M | 0.02% |
145,700
+111,000
| +320% | +$7.44M |
|
434
PUT
Community Health Systems
CYH
$423M
| $9.64M | 0.02% |
800,000
+787,900
| +6,512% | +$11.5M |
|
435
CALL
Expeditors International
EXPD
$23.2B
| $9.62M | 0.02% |
196,100
+175,600
| +857% | +$8.52M |
|
436
CALL
GoPro
GPRO
$126M
| $9.53M | 0.02% |
881,300
+558,500
| +173% | +$6.2M |
|
|
CMA
437
CALL
DELISTED
Comerica
CMA
| $9.51M | 0.02% |
231,300
+205,000
| +779% | +$8.74M |
|
438
PUT
Oneok
OKE
$54.5B
| $9.49M | 0.02% |
+200,000
| New | +$7.93M |
|
439
CALL
Altria Group
MO
$114B
| $9.45M | 0.02% |
137,000
+52,700
| +63% | +$3.38M |
|
440
CALL
State Street SPDR S&P Retail ETF
XRT
$327M
| $9.44M | 0.02% |
225,000
+148,500
| +194% | +$6.38M |
|
441
CALL
Cognizant
CTSH
$26B
| $9.43M | 0.02% |
164,700
-98,900
| -38% | -$5.98M |
|
442
CALL
Macerich
MAC
$6.92B
| $9.39M | 0.02% |
+110,000
| New | +$8.61M |
|
443
PUT
TripAdvisor
TRIP
$1.26B
| $9.38M | 0.02% |
145,900
+105,100
| +258% | +$6.81M |
|
444
iShares China Large-Cap ETF
FXI
$4.31B
| $9.38M | 0.02% |
274,098
+19,278
| +8% | +$640K |
|
|
WFM
445
CALL
DELISTED
Whole Foods Market Inc
WFM
| $9.34M | 0.02% |
291,800
+145,600
| +100% | +$4.53M |
|
446
CALL
Primoris Services
PRIM
$4.45B
| $9.33M | 0.02% |
492,800
+242,800
| +97% | +$5.24M |
|
447
American International
AIG
$41.3B
| $9.29M | 0.02% |
175,679
-30,817
| -15% | -$1.7M |
|
448
PUT
Bausch Health
BHC
$2.34B
| $9.21M | 0.02% |
457,500
+364,000
| +389% | +$10.3M |
|
|
SHPG
449
PUT
DELISTED
Shire pic
SHPG
| $9.2M | 0.02% |
50,000
+34,400
| +221% | +$6.21M |
|
450
AT&T
T
$163B
| $9.12M | 0.02% |
279,310
+183,932
| +193% | +$5.47M |
|
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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.