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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 | |
|---|---|---|---|---|---|---|
|
TFCFA
1051
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.41M | ﹤0.01% |
52,273
+15,060
| +40% | +$439K |
|
1052
PUT
CarMax
KMX
$8.26B
| $1.41M | ﹤0.01% |
28,800
+800
| +3% | +$41.1K |
|
1053
CALL
Cathay General Bancorp
CATY
$4.24B
| $1.41M | ﹤0.01% |
+50,000
| New | +$1.48M |
|
1054
CALL
Tower Semiconductor
TSEM
$28.5B
| $1.41M | ﹤0.01% |
113,400
-31,600
| -22% | -$381K |
|
1055
Abercrombie & Fitch
ANF
$5B
| $1.41M | ﹤0.01% |
78,924
+71,657
| +986% | +$1.71M |
|
|
PVG
1056
PUT
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.4M | ﹤0.01% |
+125,000
| New | +$990K |
|
1057
Aon
AON
$76B
| $1.4M | ﹤0.01% |
+12,800
| New | +$1.35M |
|
1058
PUT
NextEra Energy
NEE
$177B
| $1.4M | ﹤0.01% |
42,800
-125,200
| -75% | -$3.76M |
|
1059
PUT
Healthpeak Properties
DOC
$14.8B
| $1.39M | ﹤0.01% |
43,261
+16,470
| +61% | +$511K |
|
1060
Micron Technology
MU
$991B
| $1.39M | ﹤0.01% |
101,145
-609,899
| -86% | -$6.93M |
|
1061
PUT
CF Industries
CF
$17.3B
| $1.39M | ﹤0.01% |
57,600
-775,000
| -93% | -$23M |
|
|
WUBA
1062
CALL
DELISTED
58.com Inc
WUBA
| $1.39M | ﹤0.01% |
30,200
+19,500
| +182% | +$1.01M |
|
1063
PUT
Clorox
CLX
$12.7B
| $1.38M | ﹤0.01% |
10,000
| – | – |
|
1064
PUT
NetApp
NTAP
$37.2B
| $1.38M | ﹤0.01% |
56,300
+52,900
| +1,556% | +$1.3M |
|
1065
CALL
Textron
TXT
$15.4B
| $1.38M | ﹤0.01% |
37,800
+22,800
| +152% | +$868K |
|
1066
CALL
Jack in the Box
JACK
$335M
| $1.38M | ﹤0.01% |
16,000
+7,400
| +86% | +$559K |
|
1067
CALL
VeriSign
VRSN
$26.6B
| $1.37M | ﹤0.01% |
15,900
-13,500
| -46% | -$1.16M |
|
|
JJG
1068
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
| $1.37M | ﹤0.01% |
41,701
+41,700
| +4,170,000% | +$1.39M |
|
1069
PUT
Realty Income
O
$59.1B
| $1.37M | ﹤0.01% |
20,330
+16,202
| +392% | +$983K |
|
1070
PUT
Trip.com Group
TCOM
$29.1B
| $1.36M | ﹤0.01% |
33,100
-21,400
| -39% | -$934K |
|
1071
PUT
Parker-Hannifin
PH
$135B
| $1.36M | ﹤0.01% |
12,600
-26,500
| -68% | -$2.97M |
|
|
CXO
1072
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.36M | ﹤0.01% |
11,400
+5,500
| +93% | +$638K |
|
1073
Ball Corp
BALL
$16.8B
| $1.35M | ﹤0.01% |
+37,330
| New | +$1.35M |
|
1074
PUT
Stellantis
STLA
$20.8B
| $1.35M | ﹤0.01% |
220,880
-1,104
| -0.5% | -$7.99K |
|
|
HES
1075
PUT
DELISTED
Hess
HES
| $1.34M | ﹤0.01% |
22,400
-90,100
| -80% | -$5.22M |
|
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.