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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 | |
|---|---|---|---|---|---|---|
926
CarMax
KMX
$8.26B
| $2.03M | ﹤0.01% |
41,449
+15,438
| +59% | +$793K |
|
|
WLL
927
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $2.03M | ﹤0.01% |
730
-331
| -31% | -$1.09M |
|
928
Regeneron Pharmaceuticals
REGN
$80.8B
| $2.01M | ﹤0.01% |
5,749
-218
| -4% | -$84K |
|
|
AGU
929
CALL
DELISTED
Agrium
AGU
| $2.01M | ﹤0.01% |
22,200
+7,900
| +55% | +$704K |
|
930
CALL
Cirrus Logic
CRUS
$6.26B
| $2M | ﹤0.01% |
51,600
+42,300
| +455% | +$1.52M |
|
931
Invesco DB Agriculture Fund
DBA
$1.23B
| $1.98M | ﹤0.01% |
89,672
+2,739
| +3% | +$58.5K |
|
932
Occidental Petroleum
OXY
$55.9B
| $1.98M | ﹤0.01% |
+26,175
| New | +$1.96M |
|
933
PUT
Albemarle
ALB
$15.5B
| $1.98M | ﹤0.01% |
24,900
-25,300
| -50% | -$1.86M |
|
|
ARII
934
PUT
DELISTED
American Railcar Industries, Inc.
ARII
| $1.97M | ﹤0.01% |
50,000
| – | – |
|
935
CALL
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
| $1.97M | ﹤0.01% |
+20,000
| New | +$1.98M |
|
|
FISV
936
PUT
Fiserv Inc
FISV
$27.9B
| $1.96M | ﹤0.01% |
36,000
-27,600
| -43% | -$1.42M |
|
937
CALL
Vipshop
VIPS
$7.53B
| $1.96M | ﹤0.01% |
175,000
-206,400
| -54% | -$2.53M |
|
|
FL
938
PUT
DELISTED
Foot Locker
FL
| $1.95M | ﹤0.01% |
35,600
-10,100
| -22% | -$586K |
|
939
PUT
Darden Restaurants
DRI
$24.4B
| $1.95M | ﹤0.01% |
30,800
-1,600
| -5% | -$105K |
|
940
Coca-Cola
KO
$375B
| $1.95M | ﹤0.01% |
+43,018
| New | +$1.94M |
|
941
CALL
Suncor Energy
SU
$70.3B
| $1.95M | ﹤0.01% |
70,200
-59,900
| -46% | -$1.64M |
|
942
PUT
M&T Bank
MTB
$36.2B
| $1.94M | ﹤0.01% |
16,400
-2,400
| -13% | -$279K |
|
943
CALL
TJX Companies
TJX
$178B
| $1.93M | ﹤0.01% |
50,000
-32,200
| -39% | -$1.23M |
|
|
AVTA
944
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.92M | ﹤0.01% |
185,000
-515,000
| -74% | -$4.05M |
|
945
CALL
Restaurant Brands International
QSR
$25.8B
| $1.91M | ﹤0.01% |
+45,900
| New | +$1.9M |
|
946
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $1.91M | ﹤0.01% |
+100,000
| New | +$1.85M |
|
947
CALL
Xerox
XRX
$425M
| $1.91M | ﹤0.01% |
76,166
-76,089
| -50% | -$2M |
|
948
CALL
Acuity Brands
AYI
$10.8B
| $1.89M | ﹤0.01% |
7,600
-4,900
| -39% | -$1.22M |
|
949
CALL
Principal Financial Group
PFG
$24.3B
| $1.88M | ﹤0.01% |
45,800
+33,000
| +258% | +$1.39M |
|
950
CALL
Bristol-Myers Squibb
BMY
$132B
| $1.88M | ﹤0.01% |
25,500
-65,000
| -72% | -$4.59M |
|
Similar funds
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.