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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Five Below
FIVE
$12.3B
| $288K | ﹤0.01% |
6,200
-24,100
| -80% | -$1.01M |
|
1677
CALL
Air Products & Chemicals
APD
$65.7B
| $284K | ﹤0.01% |
2,162
-68,535
| -97% | -$9.13M |
|
1678
Restaurant Brands International
QSR
$25.9B
| $283K | ﹤0.01% |
6,802
-98,475
| -94% | -$4.07M |
|
|
LBY
1679
DELISTED
Libbey, Inc.
LBY
| $281K | ﹤0.01% |
+17,707
| New | +$304K |
|
1680
Banco Santander
SAN
$209B
| $280K | ﹤0.01% |
74,416
+28,605
| +62% | +$124K |
|
1681
PUT
Cboe Global Markets
CBOE
$30.3B
| $279K | ﹤0.01% |
4,200
-4,800
| -53% | -$308K |
|
|
SFLY
1682
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $279K | ﹤0.01% |
6,000
+4,900
| +445% | +$230K |
|
|
LLTC
1683
CALL
DELISTED
Linear Technology Corp
LLTC
| $279K | ﹤0.01% |
6,000
-7,000
| -54% | -$320K |
|
1684
American Eagle Outfitters
AEO
$3.02B
| $278K | ﹤0.01% |
+17,446
| New | +$266K |
|
1685
CALL
Clean Energy Fuels
CLNE
$403M
| $278K | ﹤0.01% |
80,000
| – | – |
|
1686
PUT
Criteo S.A. Ordinary Shares
CRTO
$854M
| $276K | ﹤0.01% |
+6,000
| New | +$258K |
|
1687
Lifecore Biomedical
LFCR
$164M
| $274K | ﹤0.01% |
+25,490
| New | +$281K |
|
1688
Oceaneering
OII
$4.84B
| $272K | ﹤0.01% |
+9,116
| New | +$297K |
|
1689
Suncor Energy
SU
$74.8B
| $271K | ﹤0.01% |
+9,774
| New | +$268K |
|
|
ONIT
1690
Onity Group
ONIT
$320M
| $270K | ﹤0.01% |
+10,512
| New | +$324K |
|
|
PRMW
1691
DELISTED
Primo Water Corporation
PRMW
| $270K | ﹤0.01% |
+22,822
| New | +$253K |
|
1692
CALL
PG&E
PCG
$38.1B
| $268K | ﹤0.01% |
4,200
-8,000
| -66% | -$479K |
|
|
CHS
1693
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $268K | ﹤0.01% |
25,000
-21,000
| -46% | -$246K |
|
1694
PUT
Johnson Controls International
JCI
$93.9B
| $266K | ﹤0.01% |
5,730
+3,820
| +200% | +$168K |
|
1695
PUT
Deutsche Bank
DB
$71.4B
| $265K | ﹤0.01% |
21,728
+4,256
| +24% | +$63.9K |
|
|
AVTA
1696
DELISTED
Avantax, Inc. Common Stock
AVTA
| $263K | ﹤0.01% |
25,357
-225,575
| -90% | -$1.77M |
|
|
CA
1697
PUT
DELISTED
CA, Inc.
CA
| $263K | ﹤0.01% |
8,000
+6,800
| +567% | +$213K |
|
|
1698
Air Products & Chemicals
APD
$65.7B
| $262K | ﹤0.01% |
+1,998
| New | +$266K |
|
|
1699
Five Below
FIVE
$12.3B
| $260K | ﹤0.01% |
+5,602
| New | +$234K |
|
1700
CALL
FirstEnergy
FE
$27.7B
| $259K | ﹤0.01% |
7,400
-34,400
| -82% | -$1.17M |
|
Similar funds
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.