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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 | |
|---|---|---|---|---|---|---|
|
RTN
526
CALL
DELISTED
Raytheon Company
RTN
| $6.91M | 0.01% |
50,800
+23,600
| +87% | +$3.07M |
|
527
PUT
Petrobras
PBR
$116B
| $6.81M | 0.01% |
951,100
-145,100
| -13% | -$960K |
|
528
PUT
Phillips 66
PSX
$81.4B
| $6.79M | 0.01% |
85,600
+64,200
| +300% | +$5.24M |
|
529
PUT
Corning
GLW
$143B
| $6.76M | 0.01% |
330,300
+129,400
| +64% | +$2.59M |
|
|
AKS
530
PUT
DELISTED
AK Steel Holding Corp
AKS
| $6.76M | 0.01% |
1,450,000
+600,000
| +71% | +$2.63M |
|
531
CALL
O-I Glass
OI
$1.08B
| $6.75M | 0.01% |
375,000
+358,400
| +2,159% | +$6.57M |
|
532
CALL
Lumen
LUMN
$6.44B
| $6.72M | 0.01% |
231,800
-84,400
| -27% | -$2.46M |
|
533
CALL
Cheniere Energy
LNG
$52.9B
| $6.64M | 0.01% |
177,000
-76,600
| -30% | -$2.69M |
|
534
PUT
Under Armour Class C
UA
$2.53B
| $6.64M | 0.01% |
+182,500
| New | +$6.73M |
|
535
Autodesk
ADSK
$52.6B
| $6.6M | 0.01% |
121,900
+80,999
| +198% | +$4.69M |
|
536
CALL
Duke Energy
DUK
$97.3B
| $6.49M | 0.01% |
75,700
+35,600
| +89% | +$2.85M |
|
537
PUT
Kennametal
KMT
$2.52B
| $6.49M | 0.01% |
293,300
+164,800
| +128% | +$3.89M |
|
538
PUT
United Parks & Resorts
PRKS
$2.12B
| $6.49M | 0.01% |
452,600
-135,500
| -23% | -$2.45M |
|
539
PUT
NXP Semiconductors
NXPI
$60.4B
| $6.48M | 0.01% |
82,700
+23,600
| +40% | +$2.02M |
|
|
SCHW
540
CALL
Charles Schwab
SCHW
$187B
| $6.47M | 0.01% |
255,800
+4,500
| +2% | +$128K |
|
541
PUT
Johnson & Johnson
JNJ
$625B
| $6.43M | 0.01% |
53,000
-520,300
| -91% | -$59.1M |
|
542
CSX Corp
CSX
$93.1B
| $6.39M | 0.01% |
+735,582
| New | +$6.41M |
|
543
CALL
Chubb
CB
$135B
| $6.38M | 0.01% |
48,800
-2,400
| -5% | -$296K |
|
|
DISH
544
DELISTED
DISH Network Corp.
DISH
| $6.37M | 0.01% |
121,576
+36,452
| +43% | +$1.78M |
|
|
BWLD
545
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $6.37M | 0.01% |
45,834
-6,381
| -12% | -$904K |
|
546
PUT
Ross Stores
ROST
$81.9B
| $6.37M | 0.01% |
112,300
+58,500
| +109% | +$3.25M |
|
547
CALL
AngloGold Ashanti
AU
$48.7B
| $6.36M | 0.01% |
352,400
+2,400
| +0.7% | +$36.5K |
|
|
BHI
548
PUT
DELISTED
Baker Hughes
BHI
| $6.36M | 0.01% |
141,000
-19,000
| -12% | -$861K |
|
549
PUT
Yum! Brands
YUM
$41.1B
| $6.36M | 0.01% |
106,690
-42,564
| -29% | -$2.51M |
|
550
PUT
Aflac
AFL
$62.6B
| $6.35M | 0.01% |
176,000
+88,000
| +100% | +$3M |
|
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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.