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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 | |
|---|---|---|---|---|---|---|
826
PUT
O'Reilly Automotive
ORLY
$76.3B
| $2.71M | 0.01% |
150,000
+78,000
| +108% | +$1.38M |
|
|
FIT
827
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $2.71M | 0.01% |
221,700
+209,300
| +1,688% | +$3.1M |
|
828
Hewlett Packard
HPE
$70.5B
| $2.69M | 0.01% |
+253,638
| New | +$2.58M |
|
829
International Paper
IP
$22B
| $2.69M | 0.01% |
67,106
+29,054
| +76% | +$1.15M |
|
|
TYC
830
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $2.69M | 0.01% |
60,356
+53,958
| +843% | +$2.26M |
|
831
iShares US Real Estate ETF
IYR
$4.65B
| $2.66M | 0.01% |
32,266
+32,265
| +3,226,500% | +$2.53M |
|
|
QEP
832
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $2.65M | 0.01% |
150,000
-650,000
| -81% | -$11.2M |
|
833
PUT
Paychex
PAYX
$42.7B
| $2.64M | 0.01% |
+44,300
| New | +$2.37M |
|
834
CALL
SBA Communications
SBAC
$19.5B
| $2.61M | 0.01% |
+24,200
| New | +$2.45M |
|
835
CALL
Toyota
TM
$225B
| $2.61M | 0.01% |
26,100
+21,400
| +455% | +$2.2M |
|
836
PUT
VeriSign
VRSN
$26.6B
| $2.61M | 0.01% |
30,200
+8,500
| +39% | +$733K |
|
|
PPL
837
CALL
PPL Corp
PPL
$26.7B
| $2.61M | 0.01% |
69,100
-46,900
| -40% | -$1.79M |
|
838
CALL
Eastman Chemical
EMN
$8.42B
| $2.61M | 0.01% |
38,400
-35,100
| -48% | -$2.58M |
|
839
PUT
Lockheed Martin
LMT
$136B
| $2.61M | 0.01% |
10,500
-46,000
| -81% | -$10.8M |
|
840
XPO
XPO
$23.7B
| $2.6M | 0.01% |
286,826
+277,822
| +3,086% | +$2.76M |
|
|
841
CALL
O'Reilly Automotive
ORLY
$76.3B
| $2.6M | 0.01% |
144,000
-10,500
| -7% | -$186K |
|
|
GOLD
842
DELISTED
Randgold Resources Ltd
GOLD
| $2.58M | 0.01% |
+23,052
| New | +$2.14M |
|
|
SAND
843
DELISTED
Sandstorm Gold
SAND
| $2.58M | 0.01% |
578,329
+124,504
| +27% | +$501K |
|
844
CALL
Under Armour Class C
UA
$2.53B
| $2.58M | 0.01% |
+70,800
| New | +$2.61M |
|
845
PUT
Mattel
MAT
$4.3B
| $2.58M | 0.01% |
82,300
+4,000
| +5% | +$127K |
|
846
General Dynamics
GD
$106B
| $2.56M | 0.01% |
18,398
-22,644
| -55% | -$3.16M |
|
847
CALL
JetBlue
JBLU
$2.29B
| $2.56M | 0.01% |
154,700
-19,500
| -11% | -$362K |
|
848
PUT
Kroger
KR
$34.8B
| $2.56M | 0.01% |
69,600
+8,600
| +14% | +$310K |
|
849
UnitedHealth
UNH
$370B
| $2.55M | 0.01% |
18,034
+16,666
| +1,218% | +$2.22M |
|
850
CALL
D.R. Horton
DHI
$42.3B
| $2.54M | 0.01% |
80,500
+30,200
| +60% | +$922K |
|
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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.