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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Workday
WDAY
$43.9B
| $1.25M | ﹤0.01% |
16,800
-12,300
| -42% | -$938K |
|
1102
CALL
Citizens Financial Group
CFG
$30.6B
| $1.25M | ﹤0.01% |
62,500
-8,000
| -11% | -$178K |
|
|
VIAB
1103
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $1.25M | ﹤0.01% |
30,100
-44,700
| -60% | -$1.85M |
|
1104
Meta Platforms (Facebook)
META
$1.51T
| $1.25M | ﹤0.01% |
+10,915
| New | +$1.26M |
|
1105
PUT
Emerson Electric
EMR
$88.7B
| $1.25M | ﹤0.01% |
23,900
-27,500
| -54% | -$1.46M |
|
1106
CALL
Ingredion
INGR
$6.58B
| $1.24M | ﹤0.01% |
9,600
+7,200
| +300% | +$838K |
|
1107
PUT
Barrett Business Services
BBSI
$806M
| $1.24M | ﹤0.01% |
+120,000
| New | +$991K |
|
1108
CALL
Avis
CAR
$4.98B
| $1.24M | ﹤0.01% |
38,500
+3,500
| +10% | +$96.7K |
|
|
BEAV
1109
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $1.24M | ﹤0.01% |
26,800
+13,900
| +108% | +$664K |
|
|
P
1110
DELISTED
Pandora Media Inc
P
| $1.23M | ﹤0.01% |
98,900
-170,460
| -63% | -$1.77M |
|
|
WBMD
1111
DELISTED
WebMD Health Corp.
WBMD
| $1.23M | ﹤0.01% |
21,146
+19,903
| +1,601% | +$1.24M |
|
1112
PUT
Trane Technologies
TT
$106B
| $1.23M | ﹤0.01% |
19,300
+18,300
| +1,830% | +$1.18M |
|
1113
Phillips 66
PSX
$81.4B
| $1.23M | ﹤0.01% |
+15,468
| New | +$1.26M |
|
|
ISEE
1114
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $1.23M | ﹤0.01% |
+24,000
| New | +$1.19M |
|
1115
Ciena
CIEN
$58.4B
| $1.22M | ﹤0.01% |
65,268
+30,646
| +89% | +$555K |
|
|
SA
1116
PUT
Seabridge Gold
SA
$3.34B
| $1.22M | ﹤0.01% |
+83,300
| New | +$1.13M |
|
1117
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$392M
| $1.22M | ﹤0.01% |
8,000
-4,000
| -33% | -$580K |
|
|
ZNGA
1118
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.22M | ﹤0.01% |
+490,800
| New | +$1.22M |
|
1119
PUT
Monster Beverage
MNST
$88.6B
| $1.22M | ﹤0.01% |
45,600
-40,800
| -47% | -$984K |
|
1120
CALL
CarMax
KMX
$8.31B
| $1.22M | ﹤0.01% |
24,900
-24,200
| -49% | -$1.24M |
|
|
UN
1121
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $1.22M | ﹤0.01% |
25,900
+22,000
| +564% | +$986K |
|
|
ZNGA
1122
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.21M | ﹤0.01% |
487,500
-1,762,500
| -78% | -$4.4M |
|
|
WLL
1123
DELISTED
Whiting Petroleum Corporation
WLL
| $1.21M | ﹤0.01% |
+437
| New | +$1.45M |
|
|
CXO
1124
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.21M | ﹤0.01% |
10,150
+9,337
| +1,148% | +$1.08M |
|
|
RAI
1125
PUT
DELISTED
Reynolds American Inc
RAI
| $1.2M | ﹤0.01% |
+22,300
| New | +$1.12M |
|
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.