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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 | |
|---|---|---|---|---|---|---|
|
ETP
1076
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $1.33M | ﹤0.01% |
+35,000
| New | +$1.25M |
|
|
BBBY
1077
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.33M | ﹤0.01% |
30,800
-1,900
| -6% | -$86.2K |
|
1078
CALL
Western Digital
WDC
$150B
| $1.33M | ﹤0.01% |
37,176
+21,300
| +134% | +$701K |
|
|
KS
1079
CALL
DELISTED
KapStone Paper and Pack Corp.
KS
| $1.33M | ﹤0.01% |
+102,000
| New | +$1.5M |
|
1080
Digital Realty Trust
DLR
$71.7B
| $1.33M | ﹤0.01% |
+12,166
| New | +$1.15M |
|
|
UN
1081
DELISTED
Unilever NV New York Registry Shares
UN
| $1.32M | ﹤0.01% |
+28,192
| New | +$1.26M |
|
1082
CALL
Valero Energy
VLO
$85.9B
| $1.32M | ﹤0.01% |
25,900
-65,400
| -72% | -$3.7M |
|
1083
CALL
Williams Companies
WMB
$86.1B
| $1.32M | ﹤0.01% |
+61,000
| New | +$1.22M |
|
1084
NVIDIA
NVDA
$5.42T
| $1.31M | ﹤0.01% |
1,111,840
-440,680
| -28% | -$454K |
|
1085
CALL
T. Rowe Price
TROW
$24.3B
| $1.3M | ﹤0.01% |
17,900
+8,600
| +92% | +$640K |
|
1086
Plains GP Holdings
PAGP
$4.9B
| $1.3M | ﹤0.01% |
+46,855
| New | +$1.21M |
|
|
GLOG
1087
CALL
DELISTED
GASLOG LTD
GLOG
| $1.3M | ﹤0.01% |
100,000
| – | – |
|
|
AKS
1088
CALL
DELISTED
AK Steel Holding Corp
AKS
| $1.3M | ﹤0.01% |
278,500
+112,000
| +67% | +$491K |
|
1089
CALL
Check Point Software Technologies
CHKP
$13.1B
| $1.28M | ﹤0.01% |
16,100
+15,800
| +5,267% | +$1.32M |
|
1090
PUT
Manhattan Associates
MANH
$11.4B
| $1.28M | ﹤0.01% |
+20,000
| New | +$1.25M |
|
1091
PUT
Seagate
STX
$184B
| $1.28M | ﹤0.01% |
52,500
+19,400
| +59% | +$470K |
|
1092
PUT
American Electric Power
AEP
$68.4B
| $1.27M | ﹤0.01% |
18,200
+12,900
| +243% | +$844K |
|
1093
CALL
Banco Santander
SAN
$210B
| $1.27M | ﹤0.01% |
339,130
| – | – |
|
1094
PUT
Alerian MLP ETF
AMLP
$12.8B
| $1.27M | ﹤0.01% |
+20,000
| New | +$1.2M |
|
1095
Coca-Cola Europacific Partners
CCEP
$47.9B
| $1.27M | ﹤0.01% |
35,595
+470
| +1% | +$22.1K |
|
1096
PUT
Cracker Barrel
CBRL
$1.29B
| $1.27M | ﹤0.01% |
7,400
-3,800
| -34% | -$593K |
|
1097
CALL
Equity Residential
EQR
$25.1B
| $1.27M | ﹤0.01% |
18,400
+6,000
| +48% | +$413K |
|
1098
Green Dot
GDOT
$745M
| $1.26M | ﹤0.01% |
55,037
+54,681
| +15,360% | +$1.22M |
|
|
SLCA
1099
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $1.26M | ﹤0.01% |
+36,600
| New | +$1.01M |
|
1100
CALL
Amphenol
APH
$209B
| $1.26M | ﹤0.01% |
88,000
-8,400
| -9% | -$121K |
|
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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.