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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
XYZ
1501
CALL
Block Inc
XYZ
$50.1B
| $453K | ﹤0.01% |
+50,000
| New | +$565K |
|
1502
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.57B
| $452K | ﹤0.01% |
+19,000
| New | +$451K |
|
1503
CALL
Compass Minerals
CMP
$1.26B
| $452K | ﹤0.01% |
6,100
+2,000
| +49% | +$151K |
|
1504
CALL
KB Home
KBH
$3.61B
| $450K | ﹤0.01% |
29,600
+27,600
| +1,380% | +$385K |
|
1505
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
| $450K | ﹤0.01% |
31
| – | – |
|
1506
OneMain Financial
OMF
$7.54B
| $449K | ﹤0.01% |
19,687
-286,312
| -94% | -$8.1M |
|
1507
Viatris
VTRS
$20.6B
| $449K | ﹤0.01% |
+10,380
| New | +$459K |
|
1508
PUT
Weyerhaeuser
WY
$18.6B
| $449K | ﹤0.01% |
15,000
-241,000
| -94% | -$7.41M |
|
|
ANDV
1509
CALL
DELISTED
Andeavor
ANDV
| $449K | ﹤0.01% |
6,000
-6,200
| -51% | -$492K |
|
1510
PUT
McCormick & Company Non-Voting
MKC
$14.1B
| $448K | ﹤0.01% |
8,400
+4,800
| +133% | +$234K |
|
1511
PUT
AutoNation
AN
$7.13B
| $446K | ﹤0.01% |
9,500
+3,100
| +48% | +$149K |
|
1512
PUT
Avnet
AVT
$7.97B
| $446K | ﹤0.01% |
+11,000
| New | +$459K |
|
1513
CALL
Sony
SONY
$132B
| $444K | ﹤0.01% |
75,500
-48,500
| -39% | -$260K |
|
1514
PUT
Corpay
CPAY
$25.8B
| $444K | ﹤0.01% |
3,100
+800
| +35% | +$119K |
|
|
SFUN
1515
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $444K | ﹤0.01% |
1,764
+1,550
| +724% | +$429K |
|
|
NTUS
1516
DELISTED
Natus Medical Inc
NTUS
| $443K | ﹤0.01% |
+11,731
| New | +$393K |
|
1517
Procter & Gamble
PG
$342B
| $442K | ﹤0.01% |
+5,215
| New | +$428K |
|
1518
PUT
Progressive
PGR
$124B
| $442K | ﹤0.01% |
13,200
-129,100
| -91% | -$4.27M |
|
1519
Carnival Corporation Ltd
CCL
$40.6B
| $439K | ﹤0.01% |
+9,938
| New | +$487K |
|
1520
CALL
Ecolab
ECL
$80.3B
| $439K | ﹤0.01% |
3,700
-79,800
| -96% | -$9.3M |
|
|
1521
Sony
SONY
$132B
| $438K | ﹤0.01% |
+74,585
| New | +$400K |
|
|
SANW
1522
CALL
DELISTED
S&W Seed Co
SANW
| $436K | ﹤0.01% |
5,263
| – | – |
|
|
MSGN
1523
PUT
DELISTED
MSG Networks Inc.
MSGN
| $436K | ﹤0.01% |
+28,400
| New | +$478K |
|
1524
PUT
Aramark
ARMK
$15B
| $435K | ﹤0.01% |
+18,005
| New | +$433K |
|
1525
Hyatt Hotels
H
$16.9B
| $435K | ﹤0.01% |
+8,853
| New | +$423K |
|
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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.