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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 | |
|---|---|---|---|---|---|---|
1551
PUT
Digital Realty Trust
DLR
$72.1B
| $403K | ﹤0.01% |
3,700
-5,500
| -60% | -$522K |
|
1552
CALL
Eaton
ETN
$174B
| $401K | ﹤0.01% |
6,700
-135,600
| -95% | -$8.33M |
|
|
SAND
1553
CALL
DELISTED
Sandstorm Gold
SAND
| $401K | ﹤0.01% |
+90,000
| New | +$362K |
|
1554
PUT
Lesaka Technologies
LSAK
$408M
| $400K | ﹤0.01% |
40,000
| – | – |
|
1555
CALL
Universal Display
OLED
$3.95B
| $400K | ﹤0.01% |
5,900
+2,600
| +79% | +$160K |
|
1556
CALL
Macy's
M
$6.71B
| $399K | ﹤0.01% |
11,900
-61,200
| -84% | -$2.19M |
|
1557
PUT
ServiceNow
NOW
$121B
| $398K | ﹤0.01% |
+30,000
| New | +$417K |
|
|
LBY
1558
PUT
DELISTED
Libbey, Inc.
LBY
| $397K | ﹤0.01% |
+25,000
| New | +$429K |
|
|
MXWL
1559
PUT
DELISTED
Maxwell Technologies Inc
MXWL
| $396K | ﹤0.01% |
+75,000
| New | +$432K |
|
1560
CALL
Genuine Parts
GPC
$18.1B
| $395K | ﹤0.01% |
3,900
-9,200
| -70% | -$892K |
|
1561
CALL
Kohl's
KSS
$2.23B
| $395K | ﹤0.01% |
10,400
-30,600
| -75% | -$1.22M |
|
1562
PUT
Radware
RDWR
$1.2B
| $394K | ﹤0.01% |
+35,000
| New | +$394K |
|
|
FISV
1563
Fiserv Inc
FISV
$28.9B
| $392K | ﹤0.01% |
7,212
-37,584
| -84% | -$1.93M |
|
|
LHO
1564
DELISTED
LaSalle Hotel Properties
LHO
| $391K | ﹤0.01% |
+16,596
| New | +$392K |
|
|
ACHN
1565
CALL
DELISTED
Achillion Pharmaceuticals
ACHN
| $390K | ﹤0.01% |
+50,000
| New | +$429K |
|
1566
S&P Global
SPGI
$121B
| $388K | ﹤0.01% |
+3,614
| New | +$388K |
|
1567
Under Armour Class C
UA
$2.82B
| $388K | ﹤0.01% |
+10,652
| New | +$393K |
|
|
ALR
1568
DELISTED
Alere Inc
ALR
| $388K | ﹤0.01% |
9,305
+8,868
| +2,029% | +$385K |
|
|
BHI
1569
CALL
DELISTED
Baker Hughes
BHI
| $388K | ﹤0.01% |
+8,600
| New | +$390K |
|
|
CAVM
1570
DELISTED
Cavium, Inc.
CAVM
| $387K | ﹤0.01% |
+10,014
| New | +$495K |
|
1571
CALL
CNX Resources
CNX
$5.11B
| $386K | ﹤0.01% |
28,800
-344,400
| -92% | -$4.03M |
|
1572
CALL
Urban Outfitters
URBN
$6.67B
| $385K | ﹤0.01% |
+14,000
| New | +$402K |
|
|
XL
1573
PUT
DELISTED
XL Group Ltd.
XL
| $384K | ﹤0.01% |
11,500
+200
| +2% | +$6.83K |
|
1574
CALL
3D Systems Corp
DDD
$583M
| $378K | ﹤0.01% |
27,600
+2,500
| +10% | +$36.1K |
|
1575
PUT
ArcelorMittal
MT
$56.8B
| $377K | ﹤0.01% |
26,967
-68,433
| -72% | -$1.04M |
|
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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.