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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 | |
|---|---|---|---|---|---|---|
1626
PUT
Ardmore Shipping
ASC
$681M
| $327K | ﹤0.01% |
+48,300
| New | +$422K |
|
1627
PUT
Sabre
SABR
$830M
| $327K | ﹤0.01% |
12,200
+11,200
| +1,120% | +$315K |
|
1628
CALL
Veeva Systems
VEEV
$34.4B
| $327K | ﹤0.01% |
9,600
+3,600
| +60% | +$107K |
|
1629
PUT
Ambarella
AMBA
$3.62B
| $325K | ﹤0.01% |
6,400
-10,700
| -63% | -$473K |
|
1630
CALL
Analog Devices
ADI
$184B
| $323K | ﹤0.01% |
5,700
+1,800
| +46% | +$103K |
|
1631
PUT
Danaher
DHR
$139B
| $323K | ﹤0.01% |
4,761
-521,336
| -99% | -$34.1M |
|
1632
CALL
Ryder
R
$10.2B
| $323K | ﹤0.01% |
5,300
-389,700
| -99% | -$25.8M |
|
1633
PUT
Advanced Micro Devices
AMD
$795B
| $320K | ﹤0.01% |
+62,100
| New | +$241K |
|
1634
Herc Holdings
HRI
$5.67B
| $317K | ﹤0.01% |
9,531
+6,612
| +227% | +$190K |
|
|
GNC
1635
DELISTED
GNC Holdings, Inc.
GNC
| $315K | ﹤0.01% |
+12,960
| New | +$358K |
|
|
ULTI
1636
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $315K | ﹤0.01% |
1,500
-400
| -21% | -$79.4K |
|
1637
CALL
Cimpress
CMPR
$2.5B
| $314K | ﹤0.01% |
+3,400
| New | +$319K |
|
1638
FirstEnergy
FE
$27.6B
| $314K | ﹤0.01% |
9,006
-35,143
| -80% | -$1.19M |
|
|
AMTD
1639
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $313K | ﹤0.01% |
11,000
-12,800
| -54% | -$389K |
|
1640
CALL
Eversource Energy
ES
$27.2B
| $312K | ﹤0.01% |
5,200
+4,000
| +333% | +$226K |
|
1641
PUT
Televisa
TV
$1.45B
| $312K | ﹤0.01% |
12,000
-2,900
| -19% | -$76.5K |
|
1642
PUT
Microchip Technology
MCHP
$42.6B
| $311K | ﹤0.01% |
12,200
+5,400
| +79% | +$134K |
|
|
WRK
1643
CALL
DELISTED
WestRock Company
WRK
| $311K | ﹤0.01% |
8,000
-23,410
| -75% | -$878K |
|
|
CEO
1644
DELISTED
CNOOC Limited
CEO
| $310K | ﹤0.01% |
+2,487
| New | +$300K |
|
|
WLH
1645
DELISTED
WILLIAM LYON HOMES
WLH
| $310K | ﹤0.01% |
19,247
-3,173
| -14% | -$48.5K |
|
1646
PUT
Canadian Pacific Kansas City
CP
$80.7B
| $309K | ﹤0.01% |
+12,000
| New | +$324K |
|
1647
Cintas
CTAS
$80.5B
| $306K | ﹤0.01% |
12,492
-38,064
| -75% | -$877K |
|
|
CTXS
1648
DELISTED
Citrix Systems Inc
CTXS
| $306K | ﹤0.01% |
+4,803
| New | +$316K |
|
|
SC
1649
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $305K | ﹤0.01% |
+29,500
| New | +$342K |
|
|
HAR
1650
DELISTED
Harman International Industries
HAR
| $305K | ﹤0.01% |
4,245
+2,732
| +181% | +$213K |
|
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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.