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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 | |
|---|---|---|---|---|---|---|
|
CST
901
CALL
DELISTED
CST Brands, Inc.
CST
| $2.15M | ﹤0.01% |
50,000
+48,900
| +4,445% | +$1.94M |
|
902
PUT
Goodyear
GT
$1.85B
| $2.14M | ﹤0.01% |
83,500
-229,000
| -73% | -$6.57M |
|
903
CALL
TechnipFMC
FTI
$27.3B
| $2.13M | ﹤0.01% |
107,520
+11,962
| +13% | +$247K |
|
904
CALL
Factset
FDS
$10.2B
| $2.13M | ﹤0.01% |
13,200
+12,600
| +2,100% | +$1.95M |
|
|
NGD
905
DELISTED
New Gold Inc
NGD
| $2.13M | ﹤0.01% |
485,387
+434,914
| +862% | +$1.84M |
|
906
PUT
International Paper
IP
$22B
| $2.12M | ﹤0.01% |
+52,800
| New | +$2.1M |
|
907
PUT
Abbott
ABT
$187B
| $2.12M | ﹤0.01% |
53,800
+900
| +2% | +$35.8K |
|
|
LSI
908
DELISTED
Life Storage, Inc.
LSI
| $2.11M | ﹤0.01% |
+30,189
| New | +$2.19M |
|
|
FITB
909
CALL
Fifth Third Bancorp
FITB
$51.8B
| $2.11M | ﹤0.01% |
120,000
-1,000
| -0.8% | -$17.9K |
|
910
PUT
iShares MSCI Taiwan ETF
EWT
$10.7B
| $2.11M | ﹤0.01% |
75,000
| – | – |
|
911
PUT
Bristol-Myers Squibb
BMY
$132B
| $2.1M | ﹤0.01% |
28,600
-11,200
| -28% | -$791K |
|
|
FRC
912
CALL
DELISTED
First Republic Bank
FRC
| $2.1M | ﹤0.01% |
30,000
-1,000
| -3% | -$69.2K |
|
913
Petrobras
PBR
$116B
| $2.1M | ﹤0.01% |
293,155
+56,238
| +24% | +$372K |
|
914
CALL
Hartford Financial Services
HIG
$39.3B
| $2.09M | ﹤0.01% |
47,100
-65,600
| -58% | -$2.93M |
|
915
PUT
Pan American Silver
PAAS
$21.6B
| $2.09M | ﹤0.01% |
+126,900
| New | +$1.82M |
|
916
CALL
Tractor Supply
TSCO
$18.1B
| $2.09M | ﹤0.01% |
114,500
+26,000
| +29% | +$483K |
|
917
CALL
Polaris
PII
$4.07B
| $2.08M | ﹤0.01% |
25,500
+21,700
| +571% | +$1.92M |
|
|
ALR
918
PUT
DELISTED
Alere Inc
ALR
| $2.08M | ﹤0.01% |
50,000
+49,000
| +4,900% | +$2.13M |
|
|
BBBY
919
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.07M | ﹤0.01% |
+47,991
| New | +$2.18M |
|
|
QLIK
920
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.07M | ﹤0.01% |
70,000
| – | – |
|
921
Corning
GLW
$143B
| $2.06M | ﹤0.01% |
100,758
+26,494
| +36% | +$531K |
|
|
MRO
922
PUT
DELISTED
Marathon Oil Corporation
MRO
| $2.06M | ﹤0.01% |
137,000
-346,200
| -72% | -$4.57M |
|
923
CALL
Mohawk Industries
MHK
$9.22B
| $2.05M | ﹤0.01% |
10,800
-183,700
| -94% | -$35.8M |
|
924
Mastercard
MA
$493B
| $2.05M | ﹤0.01% |
+23,229
| New | +$2.22M |
|
925
CALL
Teck Resources
TECK
$32.6B
| $2.04M | ﹤0.01% |
155,000
+39,000
| +34% | +$403K |
|
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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.