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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 | |
|---|---|---|---|---|---|---|
951
CALL
Coca-Cola Europacific Partners
CCEP
$47.9B
| $1.87M | ﹤0.01% |
+52,300
| New | +$2.46M |
|
952
CenterPoint Energy
CNP
$26.8B
| $1.87M | ﹤0.01% |
77,787
+54,909
| +240% | +$1.21M |
|
953
PUT
Domino's
DPZ
$11.6B
| $1.86M | ﹤0.01% |
14,200
+100
| +0.7% | +$12.7K |
|
|
PX
954
CALL
DELISTED
Praxair Inc
PX
| $1.86M | ﹤0.01% |
16,600
+5,400
| +48% | +$613K |
|
955
PUT
Ingredion
INGR
$6.58B
| $1.86M | ﹤0.01% |
14,400
+13,200
| +1,100% | +$1.54M |
|
|
ANDV
956
PUT
DELISTED
Andeavor
ANDV
| $1.86M | ﹤0.01% |
24,800
+14,300
| +136% | +$1.13M |
|
957
CALL
Bunge Global
BG
$20.8B
| $1.86M | ﹤0.01% |
31,400
+4,700
| +18% | +$288K |
|
|
RAD
958
CALL
DELISTED
Rite Aid Corporation
RAD
| $1.86M | ﹤0.01% |
12,405
-12,595
| -50% | -$1.99M |
|
|
WNR
959
PUT
DELISTED
Western Refining Inc
WNR
| $1.86M | ﹤0.01% |
+90,000
| New | +$2.11M |
|
|
EEP
960
CALL
DELISTED
Enbridge Energy Partners
EEP
| $1.86M | ﹤0.01% |
80,000
| – | – |
|
961
Alcoa
AA
$13.2B
| $1.85M | ﹤0.01% |
+82,992
| New | +$1.94M |
|
|
KSU
962
CALL
DELISTED
Kansas City Southern
KSU
| $1.84M | ﹤0.01% |
20,500
+19,300
| +1,608% | +$1.76M |
|
|
KG
963
CALL
Kestrel Group
KG
$69M
| $1.84M | ﹤0.01% |
7,500
| – | – |
|
964
Ecolab
ECL
$79.9B
| $1.83M | ﹤0.01% |
15,462
-47,443
| -75% | -$5.53M |
|
965
CALL
Consolidated Edison
ED
$39.8B
| $1.83M | ﹤0.01% |
22,700
-3,300
| -13% | -$248K |
|
966
PUT
Mohawk Industries
MHK
$9.22B
| $1.82M | ﹤0.01% |
9,600
-7,200
| -43% | -$1.4M |
|
967
PUT
CVS Health
CVS
$122B
| $1.82M | ﹤0.01% |
19,000
-184,700
| -91% | -$18.4M |
|
968
PUT
Green Dot
GDOT
$745M
| $1.82M | ﹤0.01% |
79,000
+77,800
| +6,483% | +$1.73M |
|
|
K
969
DELISTED
Kellanova
K
| $1.8M | ﹤0.01% |
23,544
+20,487
| +670% | +$1.47M |
|
970
CALL
Conagra Brands
CAG
$7.23B
| $1.8M | ﹤0.01% |
48,445
-24,543
| -34% | -$875K |
|
971
PUT
Carnival Corporation Ltd
CCL
$39.7B
| $1.8M | ﹤0.01% |
40,800
-96,400
| -70% | -$4.73M |
|
972
CALL
American Electric Power
AEP
$68.4B
| $1.8M | ﹤0.01% |
25,700
-19,200
| -43% | -$1.26M |
|
973
Invesco DB US Dollar Index Bearish Fund
UDN
$109M
| $1.78M | ﹤0.01% |
81,186
+81,185
| +8,118,500% | +$1.81M |
|
974
CALL
Akamai
AKAM
$16.1B
| $1.78M | ﹤0.01% |
31,800
-30,900
| -49% | -$1.63M |
|
975
CALL
Thermo Fisher Scientific
TMO
$220B
| $1.77M | ﹤0.01% |
12,000
-10,200
| -46% | -$1.51M |
|
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.