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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 | |
|---|---|---|---|---|---|---|
1401
PUT
JetBlue
JBLU
$2.41B
| $580K | ﹤0.01% |
35,000
-15,100
| -30% | -$281K |
|
1402
PUT
Huntington Ingalls Industries
HII
$12.7B
| $571K | ﹤0.01% |
+3,400
| New | +$517K |
|
1403
PUT
Wolfspeed
WOLF
$1.45B
| $571K | ﹤0.01% |
23,300
+800
| +4% | +$19.4K |
|
1404
CALL
Lockheed Martin
LMT
$134B
| $570K | ﹤0.01% |
2,300
-35,000
| -94% | -$8.25M |
|
1405
CALL
Mattel
MAT
$4.15B
| $569K | ﹤0.01% |
18,200
-23,300
| -56% | -$739K |
|
1406
PUT
Snap-on
SNA
$21.7B
| $569K | ﹤0.01% |
3,600
-5,000
| -58% | -$794K |
|
1407
Blackrock
BLK
$176B
| $568K | ﹤0.01% |
+1,657
| New | +$582K |
|
1408
Waste Management
WM
$89.7B
| $568K | ﹤0.01% |
8,567
-23,174
| -73% | -$1.4M |
|
1409
PUT
Republic Services
RSG
$63.5B
| $564K | ﹤0.01% |
11,000
-8,300
| -43% | -$398K |
|
1410
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$729M
| $563K | ﹤0.01% |
1,950
-1,000
| -34% | -$268K |
|
1411
PUT
Dover
DOV
$28.6B
| $562K | ﹤0.01% |
10,028
-25,007
| -71% | -$1.35M |
|
1412
PUT
Wabtec
WAB
$50.3B
| $561K | ﹤0.01% |
+8,000
| New | +$622K |
|
1413
iShares Core S&P Mid-Cap ETF
IJH
$126B
| $559K | ﹤0.01% |
18,700
+18,520
| +10,289% | +$543K |
|
1414
PUT
Marathon Petroleum
MPC
$83.2B
| $559K | ﹤0.01% |
14,700
-14,000
| -49% | -$514K |
|
|
ZAYO
1415
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $559K | ﹤0.01% |
20,000
| – | – |
|
1416
PUT
Jacobs Solutions
J
$16.8B
| $558K | ﹤0.01% |
13,540
+5,682
| +72% | +$224K |
|
1417
Terex
TEX
$7.56B
| $553K | ﹤0.01% |
+27,206
| New | +$622K |
|
1418
CALL
Shake Shack
SHAK
$2.87B
| $551K | ﹤0.01% |
15,100
+13,500
| +844% | +$491K |
|
|
GST
1419
CALL
DELISTED
Gastar Exploration Inc.
GST
| $550K | ﹤0.01% |
+500,000
| New | +$589K |
|
|
GST
1420
PUT
DELISTED
Gastar Exploration Inc.
GST
| $550K | ﹤0.01% |
+500,000
| New | +$589K |
|
1421
CALL
Fidelity National Information Services
FIS
$21.6B
| $546K | ﹤0.01% |
7,400
-2,700
| -27% | -$190K |
|
1422
PUT
Veeva Systems
VEEV
$34.2B
| $545K | ﹤0.01% |
16,000
+4,800
| +43% | +$143K |
|
|
TERP
1423
PUT
DELISTED
TerraForm Power, Inc
TERP
| $545K | ﹤0.01% |
50,000
| – | – |
|
1424
Albemarle
ALB
$14.8B
| $543K | ﹤0.01% |
6,847
-2,850
| -29% | -$209K |
|
1425
CALL
Moody's
MCO
$83B
| $543K | ﹤0.01% |
5,800
+4,800
| +480% | +$464K |
|
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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.