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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 | |
|---|---|---|---|---|---|---|
476
CALL
iShares TIPS Bond ETF
TIP
$14.5B
| $8.07M | 0.02% |
+69,200
| New | +$7.95M |
|
477
PUT
Blackstone
BX
$110B
| $8.03M | 0.02% |
327,300
+89,100
| +37% | +$2.37M |
|
478
PUT
Home Depot
HD
$355B
| $8.01M | 0.02% |
62,700
+12,000
| +24% | +$1.59M |
|
479
PUT
Vulcan Materials
VMC
$36.9B
| $8.01M | 0.02% |
66,500
+60,600
| +1,027% | +$6.86M |
|
480
PUT
Campbell Soup
CPB
$6.87B
| $7.98M | 0.02% |
119,900
-555,000
| -82% | -$34.8M |
|
481
CALL
HSBC
HSBC
$356B
| $7.95M | 0.02% |
285,083
+175,652
| +161% | +$4.97M |
|
482
PUT
Agnico Eagle Mines
AEM
$90.5B
| $7.95M | 0.02% |
148,600
+128,400
| +636% | +$5.84M |
|
|
APC
483
PUT
DELISTED
Anadarko Petroleum
APC
| $7.91M | 0.02% |
148,600
-700
| -0.5% | -$35.5K |
|
484
CALL
CF Industries
CF
$17.3B
| $7.89M | 0.02% |
327,600
+241,700
| +281% | +$7.17M |
|
485
PUT
Whirlpool
WHR
$2.82B
| $7.87M | 0.02% |
47,200
-19,100
| -29% | -$3.37M |
|
486
PUT
Synchrony
SYF
$25.6B
| $7.85M | 0.02% |
310,700
+4,700
| +2% | +$137K |
|
487
CALL
Adobe
ADBE
$105B
| $7.81M | 0.02% |
81,500
-49,200
| -38% | -$4.73M |
|
488
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $7.79M | 0.02% |
250,000
-175,000
| -41% | -$5.78M |
|
489
CALL
Viatris
VTRS
$18.9B
| $7.78M | 0.02% |
180,000
-50,000
| -22% | -$2.21M |
|
490
PUT
Transocean
RIG
$5.82B
| $7.71M | 0.02% |
648,900
-321,000
| -33% | -$3.28M |
|
491
CALL
UnitedHealth
UNH
$370B
| $7.71M | 0.02% |
54,600
+51,200
| +1,506% | +$6.83M |
|
492
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$17.8M
| $7.7M | 0.02% |
5,000
| – | – |
|
493
CALL
General Dynamics
GD
$106B
| $7.7M | 0.02% |
55,300
-59,200
| -52% | -$8.25M |
|
494
PUT
Devon Energy
DVN
$47.3B
| $7.7M | 0.02% |
+212,400
| New | +$7.2M |
|
|
X
495
PUT
DELISTED
US Steel
X
| $7.7M | 0.02% |
456,400
-802,900
| -64% | -$13.5M |
|
496
CALL
LendingTree
TREE
$451M
| $7.46M | 0.01% |
84,500
+65,100
| +336% | +$5.51M |
|
497
PUT
Waste Management
WM
$91B
| $7.44M | 0.01% |
112,300
+74,000
| +193% | +$4.47M |
|
498
Baidu
BIDU
$37.2B
| $7.34M | 0.01% |
44,433
+37,331
| +526% | +$6.56M |
|
499
CALL
Royal Caribbean
RCL
$85.6B
| $7.33M | 0.01% |
109,100
+70,000
| +179% | +$5.36M |
|
500
CALL
iShares MSCI Australia ETF
EWA
$1.45B
| $7.32M | 0.01% |
376,200
-200,000
| -35% | -$3.9M |
|
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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.