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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 | |
|---|---|---|---|---|---|---|
|
CST
1001
DELISTED
CST Brands, Inc.
CST
| $1.62M | ﹤0.01% |
+37,652
| New | +$1.49M |
|
1002
Exelon
EXC
$47B
| $1.61M | ﹤0.01% |
62,109
+13,353
| +27% | +$330K |
|
1003
CALL
Palo Alto Networks
PANW
$297B
| $1.61M | ﹤0.01% |
78,600
+51,000
| +185% | +$1.18M |
|
1004
CALL
Lam Research
LRCX
$390B
| $1.6M | ﹤0.01% |
191,000
+114,000
| +148% | +$916K |
|
1005
CALL
Franklin Resources
BEN
$17.2B
| $1.6M | ﹤0.01% |
48,000
+46,000
| +2,300% | +$1.67M |
|
|
AIRM
1006
DELISTED
Air Methods Corp
AIRM
| $1.6M | ﹤0.01% |
+44,627
| New | +$1.61M |
|
1007
PUT
Conagra Brands
CAG
$7.23B
| $1.59M | ﹤0.01% |
42,791
-39,449
| -48% | -$1.41M |
|
1008
PUT
Vail Resorts
MTN
$5.3B
| $1.58M | ﹤0.01% |
11,400
+9,200
| +418% | +$1.21M |
|
|
SGG
1009
PUT
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
| $1.57M | ﹤0.01% |
33,500
| – | – |
|
|
SONC
1010
DELISTED
Sonic Corp
SONC
| $1.56M | ﹤0.01% |
+57,772
| New | +$1.85M |
|
1011
Mohawk Industries
MHK
$9.22B
| $1.56M | ﹤0.01% |
+8,203
| New | +$1.6M |
|
|
EGRX
1012
PUT
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $1.55M | ﹤0.01% |
40,000
-20,300
| -34% | -$845K |
|
1013
Sonida Senior Living
SNDA
$1.91B
| $1.54M | ﹤0.01% |
5,822
-21,410
| -79% | -$6.03M |
|
1014
PUT
Chemours
CC
$2.37B
| $1.54M | ﹤0.01% |
+187,200
| New | +$1.67M |
|
|
NBL
1015
CALL
DELISTED
Noble Energy, Inc.
NBL
| $1.54M | ﹤0.01% |
43,000
+23,000
| +115% | +$808K |
|
1016
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $1.53M | ﹤0.01% |
64,545
+7,644
| +13% | +$182K |
|
1017
CALL
Dollar Tree
DLTR
$25.2B
| $1.53M | ﹤0.01% |
16,200
-6,600
| -29% | -$558K |
|
1018
Darden Restaurants
DRI
$24.4B
| $1.52M | ﹤0.01% |
+24,029
| New | +$1.57M |
|
1019
PUT
Thermo Fisher Scientific
TMO
$220B
| $1.52M | ﹤0.01% |
10,300
-8,200
| -44% | -$1.21M |
|
1020
CALL
Kinross Gold
KGC
$32.8B
| $1.52M | ﹤0.01% |
310,000
| – | – |
|
1021
NOV
NOV
$7B
| $1.51M | ﹤0.01% |
44,930
+20,037
| +80% | +$644K |
|
1022
Baxter International
BAX
$14.2B
| $1.51M | ﹤0.01% |
33,352
-98,471
| -75% | -$4.32M |
|
1023
PUT
ASML
ASML
$669B
| $1.51M | ﹤0.01% |
15,200
-2,000
| -12% | -$195K |
|
|
ARMH
1024
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $1.5M | ﹤0.01% |
33,000
-38,300
| -54% | -$1.62M |
|
1025
Check Point Software Technologies
CHKP
$13.1B
| $1.5M | ﹤0.01% |
18,856
-6,572
| -26% | -$550K |
|
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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.