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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 | |
|---|---|---|---|---|---|---|
801
CALL
Kraft Heinz
KHC
$30B
| $2.91M | 0.01% |
32,900
+15,800
| +92% | +$1.3M |
|
802
PUT
Western Digital
WDC
$150B
| $2.91M | 0.01% |
81,365
+40,484
| +99% | +$1.33M |
|
803
PUT
Sherwin-Williams
SHW
$89.8B
| $2.91M | 0.01% |
29,700
+20,100
| +209% | +$1.96M |
|
|
804
CALL
Sherwin-Williams
SHW
$89.8B
| $2.91M | 0.01% |
29,700
+12,900
| +77% | +$1.26M |
|
805
CALL
Blackstone
BX
$110B
| $2.9M | 0.01% |
118,000
-36,700
| -24% | -$976K |
|
806
HP
HPQ
$27.5B
| $2.9M | 0.01% |
230,714
-218,321
| -49% | -$2.72M |
|
|
MBLY
807
CALL
DELISTED
Mobileye N.V.
MBLY
| $2.88M | 0.01% |
62,300
-9,000
| -13% | -$344K |
|
808
CALL
PACCAR
PCAR
$70.1B
| $2.87M | 0.01% |
83,100
+6,600
| +9% | +$243K |
|
|
WRK
809
DELISTED
WestRock Company
WRK
| $2.86M | 0.01% |
73,525
-134,795
| -65% | -$5.06M |
|
|
CVT
810
CALL
DELISTED
CVENT, INC.
CVT
| $2.86M | 0.01% |
80,000
| – | – |
|
811
CALL
Johnson Controls International
JCI
$92.2B
| $2.86M | 0.01% |
61,597
+13,370
| +28% | +$589K |
|
812
CALL
Best Buy
BBY
$17.3B
| $2.85M | 0.01% |
93,000
+27,900
| +43% | +$877K |
|
|
DRII
813
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $2.82M | 0.01% |
94,131
-97,491
| -51% | -$2.21M |
|
814
PUT
Plains GP Holdings
PAGP
$4.9B
| $2.82M | 0.01% |
+101,389
| New | +$2.61M |
|
815
CALL
Emerson Electric
EMR
$88.3B
| $2.81M | 0.01% |
53,800
-115,700
| -68% | -$6.15M |
|
816
Las Vegas Sands
LVS
$29.6B
| $2.8M | 0.01% |
64,356
+23,205
| +56% | +$1.08M |
|
|
RSX
817
CALL
DELISTED
VanEck Russia ETF
RSX
| $2.79M | 0.01% |
160,000
-247,300
| -61% | -$4.22M |
|
|
818
PUT
HP
HPQ
$27.5B
| $2.78M | 0.01% |
221,800
+13,000
| +6% | +$162K |
|
819
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $2.76M | 0.01% |
+50,000
| New | +$2.66M |
|
820
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $2.75M | 0.01% |
22,431
+22,430
| +2,243,000% | +$2.69M |
|
821
Dollar Tree
DLTR
$25.2B
| $2.75M | 0.01% |
+29,132
| New | +$2.46M |
|
822
Fortuna Silver Mines
FSM
$3.07B
| $2.74M | 0.01% |
+392,314
| New | +$2.28M |
|
823
CALL
Repligen
RGEN
$9.25B
| $2.74M | 0.01% |
100,000
| – | – |
|
|
DISH
824
PUT
DELISTED
DISH Network Corp.
DISH
| $2.73M | 0.01% |
52,000
+2,000
| +4% | +$97.7K |
|
825
Precigen
PGEN
$2.59B
| $2.71M | 0.01% |
+111,322
| New | +$3.16M |
|
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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.